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A

A_i0 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

Chebyshev coefficients for exp(-x) I0(x) in the interval [0,8].

A_i1 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

Chebyshev coefficients for exp(-x) I1(x) / x in the interval [0,8].

A_k0 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

COEFFICIENTS FOR METHODS k0, k0e *

A_k1 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

COEFFICIENTS FOR METHODS k1, k1e *

abs() - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is positive.

absolute(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts

Creates a shift that adds a fixed amount to the value at every node in the curve.

absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Returns a curve based on an underlying curve with a fixed amount added to the Y values.

ABSOLUTE - com.opengamma.strata.market.ShiftType

An absolute shift where the shift amount is added to the value.

absoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

The meta-property for the absoluteTolerance property.

absoluteTolerance(double) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

Sets the absolute tolerance for the root finder.

AbstractBoundCurveInterpolator - Class in com.opengamma.strata.market.curve.interpolator

Abstract interpolator implementation.

AbstractBoundCurveInterpolator(DoubleArray, DoubleArray) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Creates an instance.

AbstractBoundCurveInterpolator(AbstractBoundCurveInterpolator, BoundCurveExtrapolator, BoundCurveExtrapolator) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Creates an instance.

AbstractDerivedCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.calc.runner

Abstract derived calculation function with fields for the target type, measure and required measures.

AbstractDerivedCalculationFunction(Class<T>, Measure, Measure...) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

Creates a new function which calculates one measure for targets of one type.

AbstractDerivedCalculationFunction(Class<T>, Measure, Set<Measure>) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

Creates a new function which calculates one measure for targets of one type.

accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer

Consumes the values, performing an action.

accept(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntConsumer

Consumes the values, performing an action.

accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer

Consumes the values, performing an action.

accept(int, long) - Method in interface com.opengamma.strata.collect.function.IntLongConsumer

Consumes the values, performing an action.

accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer

Performs this operation on the given argument.

accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer

Performs this operation on the given arguments.

accept(T, U, V) - Method in interface com.opengamma.strata.collect.function.TriConsumer

Applies this consumer to the given arguments.

ACCOUNT - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the account associated with the error.

ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The day count used to calculate the year fraction.

ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The number of accrual days between the start and end dates.

ACCRUAL_METHOD_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of accrual periods.

ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The year fraction between the start and end dates.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the accrualFactor property.

accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the accrualFactor property.

accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the accrualFactor property.

accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the accrualFactor property.

accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the accrualFactor property.

accrualFactor() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

The meta-property for the accrualFactor property.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the accrualMethod property.

accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the accrualMethod property.

accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the accrualMethod property.

accrualMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the accrualMethod property.

accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualMethod property.

accrualMethod(FixedAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the accrual method using the fixed rate, defaulted to 'None'.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the method of accruing Overnight interest.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the method of accruing Overnight interest.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the method of accruing Overnight interest.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the method of accruing overnight interest, defaulted to 'Compounded'.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the method of accruing overnight interest, defaulted to 'Compounded'.

AccrualOnDefaultFormula - Enum in com.opengamma.strata.pricer.credit

The formula for accrual on default.

accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the accrualPeriods property.

accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the accrualPeriods property in the builder from an array of objects.

accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the accrual periods that combine to form the payment period.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the accrualSchedule property.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the accrualSchedule property.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the accrualSchedule property.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the accrualSchedule property.

accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the accrualSchedule property.

accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the accrualSchedule property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the accrual schedule.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the accrual schedule.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the accrual schedule.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the accrual schedule.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the accrual period schedule.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the accrual schedule.

accrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

The meta-property for the accrualStart property.

AccrualStart - Enum in com.opengamma.strata.product.credit.type

The accrual start for credit default swaps.

ACCRUED_INTEREST - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the accrued interest of the calculation target.

ACCRUED_PREMIUM - com.opengamma.strata.product.credit.PaymentOnDefault

The accrued premium.

accruedInterest(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the accrued interest of the fixed coupon bond with the specified settlement date.

accruedInterest(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

accruedInterest(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

accruedInterest(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the accrued interest since the last payment.

accruedInterest(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the accrued interest since the last payment.

accruedInterest(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates accrued interest across one or more scenarios.

accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates accrued interest for a single set of market data.

accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the accrued interest since the last payment.

accruedInterest(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

accruedInterest(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the accrued interest of the bond with the specified date.

accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the accrued interest since the last payment.

accruedYearFraction(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the accrued year fraction of the fixed coupon bond with the specified settlement date.

accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds

Calculates the accrued premium per fractional spread for unit notional.

accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Calculates the accrued premium per fractional spread for unit notional.

ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/360' day count, which divides the actual number of days by 360.

ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/364' day count, which divides the actual number of days by 364.

ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365.25' day count, which divides the actual number of days by 365.25.

ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.

ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).

ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365L' day count, which divides the actual number of days by 365 or 366.

ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.

ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.

ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.

ACT_ACT_YEAR - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act Year' day count, which divides the actual number of days by the number of days in the year from the start date.

action() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

The meta-property for the action property.

active() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the active property.

active() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the active property.

active() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the active property.

active() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the active property.

active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets whether the index is active, defaulted to true.

active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets whether the index is active, defaulted to true.

active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets whether the index is active, defaulted to true.

active(boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets whether the index is active, defaulted to true.

AdaptiveCompositeIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Adaptive composite integrator: step size is set to be small if functional variation of integrand is large The integrator in individual intervals (base integrator) should be specified by constructor.

AdaptiveCompositeIntegrator1D(Integrator1D<Double, Double>) - Constructor for class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

Creates an instance.

AdaptiveCompositeIntegrator1D(Integrator1D<Double, Double>, double, double) - Constructor for class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

Creates an instance.

add(double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, adding a constant $a$ returns the function $h(x) = g(x) + a$.

add(double) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Adds a constant to the polynomial (equivalent to adding the value to the constant term of the polynomial).

add(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Adds two matrices.

add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

add(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds all time series and values from another market data instance.

add(MarketDataName<?>, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds a single sensitivity to the builder.

add(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds sensitivities to the builder.

add(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds a sensitivity to the builder.

add(CurveSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds another set of sensitivities to the builder.

add(CurveSensitivitiesType, CurveName, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds a single sensitivity to the builder.

add(CurveSensitivitiesType, CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds sensitivities to the builder.

add(CurveSensitivitiesType, CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds a sensitivity to the builder.

add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a point sensitivity, mutating the internal list.

add(DoubleFunction1D) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, adding a function $f(x)$ returns the function $h(x) = f(x) + g(x)$.

add(DoubleFunction1D) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Adds a function to the polynomial.

add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

add(List<CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds sensitivities to the builder.

addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Merges the list of point sensitivities from another instance, mutating the internal list.

addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a list of point sensitivities, mutating the internal list.

addAllFailures(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder

Adds a list of failures to the list.

addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Adds an attribute to the builder.

addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfoBuilder

Adds a position attribute to the map of attributes.

addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Adds a security attribute to the map of attributes.

addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Adds a trade attribute to the map of attributes.

addAttribute(AttributeType<V>, V) - Method in interface com.opengamma.strata.product.PortfolioItemInfoBuilder

Adds a position attribute to the map of attributes.

addBox(MarketDataId<T>, MarketDataBox<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data wrapped in a box.

addBoxMap(Map<? extends MarketDataId<?>, ? extends MarketDataBox<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data values for each scenario.

addCurve(CurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.

addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds a curve to the curve group definition which is used to provide discount rates and forward rates.

addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Adds an item of configuration that is the default of its type.

addDiscountCurve(CurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

addFailure(FailureItem) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder

Adds a failure to the list.

AddFixedCurve - Class in com.opengamma.strata.market.curve

A curve formed from two curves, the fixed curve and the spread curve.

AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for AddFixedCurve.

addForwardCurve(CurveDefinition, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addForwardCurve(CurveName, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds a single piece of additional information.

addInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Adds a single piece of additional information.

addInterceptVariable(double[][], boolean) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the additional spread added to the fixed rate.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the additional spread added to the price.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the additional spread added to the price.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the additionConvention property.

additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the additionConvention property.

additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the addition convention to apply.

additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the addition convention to apply.

addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function.

addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function, including the list index.

addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds the output currencies.

addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Adds a new rate for a currency pair to the builder.

addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Add a new pair of currencies to the builder.

addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Adds a collection of new rates for currency pairs to the builder.

addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds all requirements from an instance of MarketDataRequirements to this builder.

addScenarioValue(MarketDataId<T>, ScenarioArray<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data for each scenario.

addScenarioValue(MarketDataId<T>, List<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data for each scenario.

addScenarioValueMap(Map<? extends MarketDataId<?>, ? extends ScenarioArray<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data values for each scenario.

addSeasonality(CurveName, SeasonalityDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds a seasonality to the curve group definition.

addShift(int, Object, double) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder

Adds a shift for a parameter to the builder.

addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder

Adds multiple shifts to the builder.

addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds a time-series of observable market data values.

addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds a time-series of observable market data values.

addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds multiple time-series of observable market data values to the builder.

addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds multiple time-series of observable market data values to the builder.

addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor

Adds this tenor to the specified date.

addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency

Adds the period of this frequency to the specified date.

addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds a value to the builder.

addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data that is valid for all scenarios.

addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds multiple values to the builder.

addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data values that are valid for all scenarios.

addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

addValueUnsafe(MarketDataId<?>, Object) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds a value to the builder when the types are not known at compile time.

adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Adjusts the base value based on the criteria of this adjustment.

adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Adjusts the specified rate according to the rate method rule.

adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Adjusts the base value based on the type and the modifying value.

adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster

Adjusts the date according to the rules of the implementation.

adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Adjusts the date according to the rules of the roll convention.

adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Adjusts the date as necessary if it is not a business day.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Adjusts the date as necessary if it is not a business day.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Adjusts the date, adding the period in days using the holiday calendar and then applying the business day adjustment.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Adjusts the date, adding the period and then applying the business day adjustment.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Adjusts the date, adding the tenor and then applying the business day adjustment.

adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Adjusts the base date, adding the period and applying the convention rule.

ADJUSTABLE_DATE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for AdjustableDate, printing the unadjusted date.

AdjustableDate - Class in com.opengamma.strata.basics.date

An adjustable date.

AdjustableDate.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for AdjustableDate.

AdjustableDates - Class in com.opengamma.strata.basics.date

An adjustable list of dates.

AdjustableDates.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for AdjustableDates.

AdjustablePayment - Class in com.opengamma.strata.basics.currency

A single payment of a known amount on a date, with business day adjustment rules.

AdjustablePayment.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for AdjustablePayment.

adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Returns an adjuster that changes the date.

adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment

Adjusts the payment date using the rules of the specified adjuster.

adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDate

Adjusts the date using the business day adjustment.

adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDates

Adjusts the dates using the business day adjustment.

adjustedForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Computes the adjusted forward rate for a CMS coupon.

adjustedVolatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityOvernightInArrearsCapletFloorletPeriodPricer

Volatility adjusted for the decrease of forward rate volatility in the composition period.

adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster

Adjusts the temporal according to the rules of the implementation.

adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

The meta-property for the adjustment property.

adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

The meta-property for the adjustment property.

adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the adjustment property.

adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the adjustment property.

adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the adjustment property.

adjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

The meta-property for the adjustment property.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustmentToForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Computes the adjustment to the forward rate for a CMS coupon.

adjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

The meta-property for the adjustmentType property.

adjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

The meta-property for the adjustmentType property.

adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Adjusts the payment date using the rules of the specified adjuster.

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent

Adjusts the payment date using the rules of the specified adjuster.

adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Adjusts the payment date using the rules of the specified adjuster.

adjustSpotLag(DaysAdjustment) - Method in class com.opengamma.strata.basics.date.MarketTenor

Adjusts the market conventional spot lag to match the market tenor.

AdvancedMeasures - Class in com.opengamma.strata.measure

The advanced set of measures which can be calculated by Strata.

AED - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'AED' - UAE Dirham.

AFMA - com.opengamma.strata.product.fra.FraDiscountingMethod

FRA discounting as defined by the Australian Financial Markets Association (AFMA).

AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner

Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.

AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener

agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the agreedFxRate property.

agreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the agreedFxRate property.

agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the FX rate agreed for the value date at the inception of the trade.

agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the FX rate agreed for the value date at the inception of the trade.

allCurrencies() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

allCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

allCurrencies() - Method in class com.opengamma.strata.product.cms.Cms

allCurrencies() - Method in class com.opengamma.strata.product.credit.Cds

allCurrencies() - Method in class com.opengamma.strata.product.credit.CdsIndex

allCurrencies() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

allCurrencies() - Method in class com.opengamma.strata.product.deposit.TermDeposit

allCurrencies() - Method in class com.opengamma.strata.product.fra.Fra

allCurrencies() - Method in interface com.opengamma.strata.product.fx.FxProduct

allCurrencies() - Method in class com.opengamma.strata.product.payment.BulletPayment

allCurrencies() - Method in interface com.opengamma.strata.product.Product

Returns the set of currencies the product refers to.

allCurrencies() - Method in interface com.opengamma.strata.product.SecuritizedProduct

allCurrencies() - Method in class com.opengamma.strata.product.swap.Swap

Returns the set of currencies referred to by the swap.

allCurrencies() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Returns the set of currencies referred to by the leg.

allCurrencies() - Method in class com.opengamma.strata.product.swaption.Swaption

allDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

The meta-property for the allDates property.

allDates(boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

Sets whether all dates are valid dates for swaption exercise between the first and last date.

allIndices() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

Returns the set of indices referred to by the cap/floor.

allIndices() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Returns the set of indices referred to by the cap/floor.

allIndices() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Returns the set of indices referred to by the FRA.

allIndices() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns the set of indices referred to by the swap.

allIndices() - Method in class com.opengamma.strata.product.swap.Swap

Returns the set of indices referred to by the swap.

allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Returns the set of indices referred to by the leg.

allMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Returns whether all elements of this stream match the provided predicate.

allMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

ALLOW_NEGATIVE - com.opengamma.strata.product.swap.NegativeRateMethod

The "Negative Interest Rate Method", that allows the rate to be negative.

allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Returns the set of payment currencies referred to by the cap/floor.

allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.Cms

allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.ResolvedCms

Returns the set of currencies referred to by the CMS.

allPaymentCurrencies() - Method in class com.opengamma.strata.product.fx.FxNdf

allPaymentCurrencies() - Method in interface com.opengamma.strata.product.Product

Returns the set of currencies that the product pays in.

allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns the set of payment currencies referred to by the swap.

allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.Swap

Returns the set of payment currencies referred to by the swap.

allRateIndices() - Method in class com.opengamma.strata.product.cms.Cms

Returns the set of rate indices referred to by the CMS.

allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Checks if all the results are successful.

allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Checks if all the results are successful.

alpha - Variable in class com.opengamma.strata.math.impl.cern.Gamma

alpha(double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

alpha(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

Calculates the alpha parameter for a pair of time to expiry.

alpha(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

alpha(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the alpha parameter for time to expiry.

alpha(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the alpha parameter for a pair of time to expiry and instrument tenor.

alpha(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

alpha(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the alpha parameter for a pair of time to expiry and instrument tenor.

alpha(HullWhiteOneFactorPiecewiseConstantParameters, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the (zero-coupon) bond volatility divided by a bond numeraire, i.e., alpha, for a given period.

alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the alpha value for the specified period with respect to the maturity date.

ALPHA - com.opengamma.strata.market.model.SabrParameterType

SABR alpha.

alphaAdjoint(HullWhiteOneFactorPiecewiseConstantParameters, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the (zero-coupon) bond volatility divided by a bond numeraire, i.e., alpha, for a given period and its derivatives.

alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the alpha and its derivative values for the specified period with respect to the maturity date.

ALTERNATE - com.opengamma.strata.product.etd.EtdSettlementType

Alternate.

alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the complete map of alternate name to standard name.

ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule

A value schedule that always has the value zero.

ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule

A value schedule that always has the value one.

ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Generates a failure result for an ambiguous token.

AMERICAN - com.opengamma.strata.product.etd.EtdOptionType

American option.

amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the amount property.

amount() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the amount property.

amount() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the amount property.

amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the amount property.

amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the amount property.

amount(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).

amount(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).

amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the amount associated with the leg.

amount(CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts an amount to a string.

amount(Currency, double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts an amount to a string.

amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the known amount schedule.

amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the notional amount.

amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

The meta-property for the amounts property.

amounts(Map<IborCapletFloorletPeriod, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

Sets the map of Ibor caplet/floorlet periods to the currency amount.

amounts(Map<IborCapletFloorletPeriod, Double>) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

Sets the map of Ibor caplet/floorlet periods to the double amount.

AnalyticSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit

Analytic spread sensitivity calculator.

AnalyticSpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator

Constructor with the accrual-on-default formula specified.

and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that returns true if both predicates return true.

and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that returns true if both predicates return true.

and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that returns true if both predicates return true.

and(TriPredicate<? super T, ? super U, ? super V>) - Method in interface com.opengamma.strata.collect.function.TriPredicate

Returns a new predicate that returns true if both predicates return true.

andThen(TriConsumer<? super T, ? super U, ? super V>) - Method in interface com.opengamma.strata.collect.function.TriConsumer

Returns a new consumer that composes this consumer and the specified consumer.

andThen(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.function.ObjDoubleToDoubleFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends S>) - Method in interface com.opengamma.strata.collect.function.TriFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction

Returns a new function that composes this function and the specified function.

annuityCash(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the conventional cash annuity for a given yield.

annuityCash(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the conventional cash annuity from a swap leg.

annuityCash1(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the conventional cash annuity for a given yield and its first derivative with respect to the yield.

annuityCash2(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the conventional cash annuity for a given yield and its first two derivatives with respect to the yield.

annuityCash3(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the conventional cash annuity for a given yield and its first three derivatives with respect to the yield.

annuityCashDerivative(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.

any() - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Returns a selector that will choose any party from the trade.

anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Checks if any of the results are failures.

anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Checks if any of the results are failures.

anyMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Returns whether any elements of this stream match the provided predicate.

anyMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.GeometricMeanCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.MeanCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.MedianCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ModeCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.PercentileCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.PopulationStandardDeviationCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.PopulationVarianceCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SampleFisherKurtosisCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SampleSkewnessCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SampleStandardDeviationCalculator

apply(double[]) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SampleVarianceCalculator

apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies an operator to each element in the array, returning a new array.

apply(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

apply(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

Build a curve given the parameters, then return its value at the sample points.

apply(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.PositiveOrZero

apply(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommons

Applies this function to the given argument.

apply(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

Applies this function to the given argument.

apply(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommons

apply(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommons

apply(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommons

apply(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.Decomposition

Applies this function to the given argument.

apply(TridiagonalMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.InverseTridiagonalMatrixCalculator

apply(Double) - Method in class com.opengamma.strata.math.impl.function.special.IncompleteBetaFunction

Evaluates the function.

apply(Double) - Method in class com.opengamma.strata.math.impl.function.special.IncompleteGammaFunction

apply(Double) - Method in class com.opengamma.strata.math.impl.function.special.InverseIncompleteBetaFunction

apply(Double) - Method in class com.opengamma.strata.math.impl.function.special.NaturalLogGammaFunction

apply(Double) - Method in class com.opengamma.strata.math.impl.function.special.TopHatFunction

Evaluates the function.

apply(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTOneTailedCriticalValueCalculator

apply(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTTwoTailedCriticalValueCalculator

apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction

Applies this function to the given argument.

apply(T) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation

apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction

Applies the function.

apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleToDoubleFunction

Applies the function.

apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction

Applies the function.

apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction

Applies the function.

apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction

Applies this function to the given arguments.

apply(T, U, V) - Method in interface com.opengamma.strata.collect.function.TriFunction

Applies this function to the given arguments.

applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies an addition to each element in the array, returning a new array.

applyAsDouble(double) - Method in class com.opengamma.strata.math.impl.cern.RandomEngine

Equivalent to raw().

applyAsDouble(double) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

applyAsDouble(double) - Method in class com.opengamma.strata.math.impl.function.special.GammaFunction

applyAsDouble(double, double) - Method in class com.opengamma.strata.math.impl.function.special.InverseIncompleteGammaFunction

applyAsDouble(double, double) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.LognormalFisherKurtosisFromVolatilityCalculator

applyAsDouble(double, double) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.LognormalSkewnessFromVolatilityCalculator

applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator

Applies the function.

applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction

Performs an operation on the values.

applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction

Performs an operation on the values.

applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction

Performs an operation on the values.

applyAsInt(int) - Method in class com.opengamma.strata.math.impl.cern.RandomEngine

Equivalent to nextInt().

applyAsInt(int, int, int) - Method in interface com.opengamma.strata.collect.function.IntTernaryOperator

Applies the function.

applyAsLong(int, long) - Method in interface com.opengamma.strata.collect.function.IntLongToLongFunction

Performs an operation on the values.

applyAsLong(long, long, long) - Method in interface com.opengamma.strata.collect.function.LongTernaryOperator

Applies the function.

applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies a multiplication to each element in the array, returning a new array.

applyPerturbation(MarketDataBox<T>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Applies the perturbations in this mapping to an item of market data and returns the results.

applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType

Applies the shift to the value using appropriate logic for the shift type.

applyTo(MarketDataBox<FxRate>, ReferenceData) - Method in class com.opengamma.strata.market.FxRateShifts

applyTo(MarketDataBox<Curve>, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

applyTo(MarketDataBox<ParameterizedData>, ReferenceData) - Method in class com.opengamma.strata.market.param.PointShifts

applyTo(MarketDataBox<Double>, ReferenceData) - Method in class com.opengamma.strata.market.GenericDoubleShifts

applyTo(MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Applies this perturbation to the market data in a box, returning a box containing new, modified data.

ApproxForwardOvernightAveragedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.

ApproxForwardOvernightAveragedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateComputationFn

Creates an instance.

AR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'AR' - Argentina.

ArbitrageHandling - Enum in com.opengamma.strata.pricer.credit

The formula for accrual on default.

ArgChecker - Class in com.opengamma.strata.collect

Contains utility methods for checking inputs to methods.

array() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

The meta-property for the array property.

ArrayByteSource - Class in com.opengamma.strata.collect.io

A byte source implementation that explicitly wraps a byte array.

ARS - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ARS' - Argentine Peso.

asByteSource(Charset) - Method in class com.opengamma.strata.collect.io.BeanCharSource

asByteSource(Charset) - Method in class com.opengamma.strata.collect.io.StringCharSource

asByteSourceUtf8() - Method in class com.opengamma.strata.collect.io.BeanCharSource

Converts this char source to a byte source in UTF-8.

asByteSourceUtf8() - Method in class com.opengamma.strata.collect.io.StringCharSource

asCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

asCharSource(Charset) - Method in class com.opengamma.strata.collect.io.BeanByteSource

asCharSourceUtf8() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

asCharSourceUtf8() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Returns a CharSource for the same bytes, converted to UTF-8.

asCharSourceUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

asCharSourceUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Returns a CharSource for the File, converted to UTF-8 using a Byte-Order Mark if available.

ASCII_TABLE - com.opengamma.strata.report.framework.format.ReportOutputFormat

The ASCII table format.

AsciiTable - Class in com.opengamma.strata.collect.io

An ASCII table generator.

AsciiTableAlignment - Enum in com.opengamma.strata.collect.io

Alignment of the data within an ASCII table.

asFunctionOfArguments(T) - Method in class com.opengamma.strata.math.impl.function.ParameterizedFunction

Uses the parameters to create a function.

asFunctionOfParameters(S) - Method in class com.opengamma.strata.math.impl.function.ParameterizedFunction

Uses the parameters to create a function.

asIterable() - Method in class com.opengamma.strata.collect.io.CsvIterator

Returns an Iterable that wraps this iterator.

asMap() - Method in class com.opengamma.strata.collect.io.IniFile

Returns the INI file as a map.

asMap() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the property set as a map.

asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the property set as a multimap.

asStream() - Method in class com.opengamma.strata.collect.io.CsvIterator

Returns a stream that wraps this iterator.

ASX - Static variable in class com.opengamma.strata.product.common.CcpIds

Australian Securities Exchange.

AT - Static variable in class com.opengamma.strata.basics.location.Country

The country 'AT' - Austria.

attributes() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the attributes property.

attributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the attributes property.

attributes() - Method in class com.opengamma.strata.product.PositionInfo.Meta

The meta-property for the attributes property.

attributes() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

The meta-property for the attributes property.

attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the attributes property.

Attributes - Interface in com.opengamma.strata.product

Additional attributes that can be associated with a model object.

AttributeType<T> - Class in com.opengamma.strata.product

The type that provides meaning to an attribute.

AU - Static variable in class com.opengamma.strata.basics.location.Country

The country 'AU' - Australia.

AUD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'AUD' - Australian Dollar.

AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for AUD-AONIA Overnight index.

AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The AONIA index for AUD.

AUD_BBSW - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for AUD-BBSW.

AUD_BBSW_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month BBSW index.

AUD_BBSW_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month BBSW index.

AUD_BBSW_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month BBSW index.

AUD_BBSW_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 4 month BBSW index.

AUD_BBSW_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 5 month BBSW index.

AUD_BBSW_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month BBSW index.

AUSY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.

autoCalculate() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional

Obtains an empty instance, that causes the future value notional to be automatically calculated using the standard formula.

availableSmileAtExpiry(Period) - Method in class com.opengamma.strata.pricer.option.RawOptionData

For a given expiration returns all the data available.

AVERAGED - com.opengamma.strata.product.swap.OvernightAccrualMethod

The averaged method.

AVERAGED_DAILY - com.opengamma.strata.product.swap.OvernightAccrualMethod

The averaged daily method.

B

B_i0 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

Chebyshev coefficients for exp(-x) sqrt(x) I0(x) in the inverted interval [8,infinity].

B_i1 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

B_k0 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

B_k1 - Static variable in class com.opengamma.strata.math.impl.cern.Bessel

BACKWARD - com.opengamma.strata.math.impl.differentiation.FiniteDifferenceType

Backward differencing

barrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

The meta-property for the barrier property.

barrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

The meta-property for the barrier property.

barrier(Barrier) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

Sets the barrier description.

Barrier - Interface in com.opengamma.strata.product.option

Definition of barrier event of option instruments.

BARRIER_LEVEL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Exotic Options).

BARRIER_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Exotic Options).

barrierLevel() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

The meta-property for the barrierLevel property.

barrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

The meta-property for the barrierLevel property.

barrierType() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

The meta-property for the barrierType property.

barrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

The meta-property for the barrierType property.

BarrierType - Enum in com.opengamma.strata.product.option

The barrier type of barrier event.

base(int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth base sequence date on or after the input date.

base(Period, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth base sequence date on or after the input date once the minimum period is added.

base(YearMonth) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the next base sequence date on or after the start of the specified month.

base(YearMonth, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth base sequence date on or after the start of the specified month.

BASE64 - com.opengamma.strata.collect.io.ByteSourceCodec

Encode base-64.

baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

The meta-property for the baseCurrencyDiscountFactors property.

baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the baseCurrencyPayment property.

baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

The meta-property for the baseCurrencyPayment property.

baseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

The meta-property for the baseCurve property.

BaseNewtonVectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding.newton

Base implementation for all Newton-Raphson style multi-dimensional root finding (i.e.

BaseNewtonVectorRootFinder(double, double, int, NewtonRootFinderDirectionFunction, NewtonRootFinderMatrixInitializationFunction, NewtonRootFinderMatrixUpdateFunction) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

BaseProvider - Interface in com.opengamma.strata.pricer

A provider of data used for pricing.

baseSequence() - Method in interface com.opengamma.strata.basics.date.DateSequence

Returns the simpler "base" sequence underlying this one.

BasisFunctionAggregation<T> - Class in com.opengamma.strata.math.impl.interpolation

BasisFunctionAggregation(List<Function<T, Double>>, double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation

Creates an instance.

BasisFunctionGenerator - Class in com.opengamma.strata.math.impl.interpolation

Generator for a set of basis functions.

BasisFunctionGenerator() - Constructor for class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

BasisFunctionKnots - Class in com.opengamma.strata.math.impl.interpolation

Helper class to hold the knots and polynomial degree that specify a set of basis functions.

BasisPoints - Class in com.opengamma.strata.collect

A percentage amount, with a maximum of 8 decimal places.

BBG_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for Bloomberg Tickers.

BE - Static variable in class com.opengamma.strata.basics.location.Country

The country 'BE' - Belgium.

BeanByteSource - Class in com.opengamma.strata.collect.io

A byte source implementation that is also a Joda-Bean.

BeanByteSource() - Constructor for class com.opengamma.strata.collect.io.BeanByteSource

Creates an instance.

BeanCharSource - Class in com.opengamma.strata.collect.io

A char source implementation that is also a Joda-Bean.

BeanCharSource() - Constructor for class com.opengamma.strata.collect.io.BeanCharSource

Creates an instance.

BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a bean to produce another object.

BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

beanType() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

beanType() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

beanType() - Method in class com.opengamma.strata.basics.StandardId.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

beanType() - Method in class com.opengamma.strata.calc.Column.Meta

beanType() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

beanType() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

beanType() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

beanType() - Method in class com.opengamma.strata.calc.Results.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

beanType() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta

beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

beanType() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta

beanType() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

beanType() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

beanType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

beanType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

beanType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

beanType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

beanType() - Method in class com.opengamma.strata.market.observable.Quote.Meta

beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

beanType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

beanType() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

beanType() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

beanType() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

beanType() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

beanType() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

beanType() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

beanType() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

beanType() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.Bill.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

beanType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

beanType() - Method in class com.opengamma.strata.product.PositionInfo.Meta

beanType() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta

beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

BEGINNING - com.opengamma.strata.product.credit.ProtectionStartOfDay

Beginning of the start day.

Bessel - Class in com.opengamma.strata.math.impl.cern

Bessel and Airy functions.

Bessel() - Constructor for class com.opengamma.strata.math.impl.cern.Bessel

Makes this class non instantiable, but still let's others inherit from it.

beta(double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

beta(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

Calculates the beta parameter for a pair of time to expiry.

beta(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

beta(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the beta parameter for time to expiry.

beta(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the beta parameter for a pair of time to expiry and instrument tenor.

beta(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

beta(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the beta parameter for a pair of time to expiry and instrument tenor.

beta(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area from zero to x under the beta density function.

beta(HullWhiteOneFactorPiecewiseConstantParameters, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the beta parameter.

BETA - com.opengamma.strata.market.model.SabrParameterType

SABR beta.

betaComplemented(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the right hand tail (from x to infinity) of the beta density function.

betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the betaCurve property.

betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the betaCurve property.

betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the beta (elasticity) curve.

betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the beta (elasticity) curve.

BGN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BGN' - Bulgarian Lev.

BHD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BHD' - Bahraini Dinar.

biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiConsumer interface.

BicubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Given a set of data (x0Values_i, x1Values_j, yValues_{ij}), derive the piecewise bicubic function, f(x0,x1) = sum_{i=0}^{3} sum_{j=0}^{3} coefMat_{ij} (x0-x0Values_i)^{3-i} (x1-x1Values_j)^{3-j}, for the region x0Values_i < x0 < x0Values_{i+1}, x1Values_j < x1 < x1Values_{j+1} such that f(x0Values_a, x1Values_b) = yValues_{ab} where a={i,i+1}, b={j,j+1}.

BicubicSplineInterpolator(PiecewisePolynomialInterpolator) - Constructor for class com.opengamma.strata.math.impl.interpolation.BicubicSplineInterpolator

Constructor using the same interpolation method for x0 and x1.

BicubicSplineInterpolator(PiecewisePolynomialInterpolator[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.BicubicSplineInterpolator

Constructor which can take different methods for x0 and x1.

biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiFunction interface.

BigMoney - Class in com.opengamma.strata.basics.currency

A monetary amount, held to a maximum of 12 decimal places.

Bill - Class in com.opengamma.strata.product.bond

A bill.

BILL - Static variable in class com.opengamma.strata.product.ProductType

A Bill.

Bill.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for Bill.

Bill.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for Bill.

BillMeasureCalculations - Class in com.opengamma.strata.measure.bond

Multi-scenario measure calculations for bill trades.

BillPosition - Class in com.opengamma.strata.product.bond

A position in a bill.

BillPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BillPosition.

BillPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BillPosition.

BillSecurity - Class in com.opengamma.strata.product.bond

A security representing a bill.

BillSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BillSecurity.

BillSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BillSecurity.

BillTrade - Class in com.opengamma.strata.product.bond

A trade representing a bill.

BillTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BillTrade.

BillTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BillTrade.

BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.

BillTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for bill trades.

BillTradeCalculations(DiscountingBillTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BillTradeCalculations

Creates an instance.

BillYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining how yield is computed for a bill.

binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BinaryOperator interface.

bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Binds this interpolator to a curve where no extrapolation is permitted.

bind(DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

bind(DoubleArray, DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator

Binds this interpolator to a surface.

bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Binds this extrapolator to a curve.

bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Binds this interpolator to a curve specifying the extrapolators to use.

bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Binds this interpolator to the specified extrapolators.

bindTimeSeries(LocalDate, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a definition that is bound to a time-series.

binomial(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the terms 0 through k of the Binomial probability density.

binomialComplemented(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the terms k+1 through n of the Binomial probability density.

biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiPredicate interface.

BisectionSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Finds a single root of a function using the bisection method.

BisectionSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder

Creates an instance.

BisectionSingleRootFinder(double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder

Creates an instance.

BivariateNormalDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The bivariate normal distribution is a continuous probability distribution of two variables, $x$ and $y$, with cdf $$ \begin{align*} M(x, y, \rho) = \frac{1}{2\pi\sqrt{1 - \rho^2}}\int_{-\infty}^x\int_{-\infty}^{y} e^{\frac{-(X^2 - 2\rho XY + Y^2)}{2(1 - \rho^2)}} dX dY \end{align*} $$ where $\rho$ is the correlation between $x$ and $y$.

BivariateNormalDistribution() - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

BLACK - com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

The Black (lognormal) model.

BLACK - com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

The Black (lognormal) model.

BLACK_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a Black model implied volatility - 'BlackVolatility'.

BlackBarrierPriceFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The price function to compute the price of barrier option in the Black world.

BlackBarrierPriceFormulaRepository() - Constructor for class com.opengamma.strata.pricer.impl.option.BlackBarrierPriceFormulaRepository

BlackBondFutureExpiryLogMoneynessVolatilities - Class in com.opengamma.strata.pricer.bond

Data provider of volatility for bond future options in the log-normal or Black model.

BlackBondFutureExpiryLogMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.bond

The bean-builder for BlackBondFutureExpiryLogMoneynessVolatilities.

BlackBondFutureExpiryLogMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.

BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer of options on bond future with a log-normal model on the underlying future price.

BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Creates an instance.

BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future option.

BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Creates an instance.

BlackBondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond

Volatility for pricing bond futures and their options in the log-normal or Black model.

BlackFixedCouponBondOptionPricer - Class in com.opengamma.strata.pricer.bond

Pricer for fixed coupon bond options based on Black formula for the (dirty) bond price.

BlackFixedCouponBondOptionPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Creates an instance.

BlackFlatCmsPeriodPricer - Class in com.opengamma.strata.pricer.impl.cms

Computes the price of a CMS coupon in a constant log-normal volatility set-up.

BlackFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The primary repository for Black formulas, including the price, common greeks and implied volatility.

BlackFxOptionFlatVolatilities - Class in com.opengamma.strata.pricer.fxopt

Volatility for FX options in the log-normal or Black model based on a curve.

BlackFxOptionFlatVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt

The bean-builder for BlackFxOptionFlatVolatilities.

BlackFxOptionFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for BlackFxOptionFlatVolatilities.

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt

The specification of how to build FX option volatilities.

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt

The bean-builder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.

BlackFxOptionSmileVolatilities - Class in com.opengamma.strata.pricer.fxopt

Data provider of volatility for FX options in the log-normal or Black-Scholes model.

BlackFxOptionSmileVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt

The bean-builder for BlackFxOptionSmileVolatilities.

BlackFxOptionSmileVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for BlackFxOptionSmileVolatilities.

BlackFxOptionSmileVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt

The specification of how to build FX option volatilities.

BlackFxOptionSmileVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt

The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.

BlackFxOptionSmileVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.

BlackFxOptionSurfaceVolatilities - Class in com.opengamma.strata.pricer.fxopt

Volatility for FX options in the log-normal or Black model based on a surface.

BlackFxOptionSurfaceVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt

The bean-builder for BlackFxOptionSurfaceVolatilities.

BlackFxOptionSurfaceVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for BlackFxOptionSurfaceVolatilities.

BlackFxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt

Volatility for FX option in the log-normal or Black model.

BlackFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX barrier option products in Black-Scholes world.

BlackFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Creates an instance.

BlackFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX barrier option trades in Black-Scholes world.

BlackFxSingleBarrierOptionTradePricer(BlackFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Creates an instance.

BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for foreign exchange vanilla option transaction products with a lognormal model.

BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Creates an instance.

BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX vanilla option trades with a lognormal model.

BlackFxVanillaOptionTradePricer(BlackFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Creates an instance.

BlackIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs in log-normal or Black model.

BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer

Creates an instance.

BlackIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products in log-normal or Black model.

BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer

Creates an instance.

BlackIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades in log-normal or Black model.

BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer

Creates an instance.

BlackIborCapletFloorletExpiryFlatVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a curve.

BlackIborCapletFloorletExpiryFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for BlackIborCapletFloorletExpiryFlatVolatilities.

BlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.

BlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.

BlackIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for caplet/floorlet in a log-normal or Black model.

BlackIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer

BlackIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model.

BlackOneTouchAssetPriceFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The price function to compute the price of one-touch or no-touch (asset-or-nothing) option in the Black world.

BlackOneTouchAssetPriceFormulaRepository() - Constructor for class com.opengamma.strata.pricer.impl.option.BlackOneTouchAssetPriceFormulaRepository

BlackOneTouchCashPriceFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The price function to compute the price of one-touch or no-touch (cash-or-nothing) option in the Black world.

BlackOneTouchCashPriceFormulaRepository() - Constructor for class com.opengamma.strata.pricer.impl.option.BlackOneTouchCashPriceFormulaRepository

BlackSabrIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in SABR model.

BlackScholesFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The primary repository for Black-Scholes formulas, including the price and greeks.

BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.

BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Creates an instance.

BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for BlackSwaptionExpiryTenorVolatilities.

BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.

BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Creates an instance.

BlackSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade in the log-normal or Black model on the swap rate.

BlackSwaptionTradePricer(BlackSwaptionCashParYieldProductPricer, BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Creates an instance.

BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double, double, double, DoubleArray, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.

blackVolatilitiesShiftedFromNormalVolatilities(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.

blackVolatilitiesShiftedFromPrices(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.

blackVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiryLogMoneyness(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-log moneyness volatility.

blackVolatilityByExpiryLogMoneyness(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-log moneyness volatility.

blackVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-strike volatility.

blackVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-strike volatility.

blackVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-tenor volatility.

blackVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-tenor volatility.

BMD - Static variable in class com.opengamma.strata.product.common.CcpIds

Bursa Malaysia Derivatives.

BOND - Static variable in class com.opengamma.strata.product.ProductType

A FixedCouponBond or CapitalIndexedBond.

BOND_FUTURE - Static variable in class com.opengamma.strata.product.ProductType

A BondFuture.

BOND_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A BondFutureOption.

BondFuture - Class in com.opengamma.strata.product.bond

A futures contract, based on a basket of fixed coupon bonds.

BondFuture.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFuture.

BondFuture.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFuture.

BondFutureOption - Class in com.opengamma.strata.product.bond

A futures option contract, based on bonds.

BondFutureOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOption.

BondFutureOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOption.

BondFutureOptionMarketData - Interface in com.opengamma.strata.measure.bond

Market data for bond future options.

BondFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.bond

The lookup that provides access to bond future volatilities in market data.

BondFutureOptionPosition - Class in com.opengamma.strata.product.bond

A position in a bond future option.

BondFutureOptionPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionPosition.

BondFutureOptionPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionPosition.

BondFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.bond

Market data for bond future options, used for calculation across multiple scenarios.

BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond

A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionSecurity.

BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionSecurity.

BondFutureOptionSensitivity - Class in com.opengamma.strata.pricer.bond

Point sensitivity to an implied volatility for a bond future option model.

BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BondFutureOptionSensitivity.

BondFutureOptionTrade - Class in com.opengamma.strata.product.bond

A trade representing an option on a futures contract based on bonds.

BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionTrade.

BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionTrade.

BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition for each of a set of scenarios.

BondFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for trades in an option contract based on an bond future.

BondFutureOptionTradeCalculations(BlackBondFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Creates an instance.

BondFuturePosition - Class in com.opengamma.strata.product.bond

A position in a bond future.

BondFuturePosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFuturePosition.

BondFuturePosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFuturePosition.

BondFutureSecurity - Class in com.opengamma.strata.product.bond

A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureSecurity.

BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureSecurity.

BondFutureTrade - Class in com.opengamma.strata.product.bond

A trade representing a futures contract based on a fixed coupon bond.

BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureTrade.

BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureTrade.

BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single BondFutureTrade or BondFuturePosition for each of a set of scenarios.

BondFutureTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.

BondFutureTradeCalculations(DiscountingBondFutureTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Creates an instance.

BondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond

Volatilities for pricing bond futures and their options.

BondFutureVolatilitiesId - Class in com.opengamma.strata.pricer.bond

An identifier used to access bond future volatilities by name.

BondFutureVolatilitiesName - Class in com.opengamma.strata.pricer.bond

The name of a set of bond future volatilities.

BondPaymentPeriod - Interface in com.opengamma.strata.product.bond

A period over which interest is accrued with a single payment.

BondVolatilitiesName - Class in com.opengamma.strata.pricer.bond

The name of a set of bond options volatilities.

BondYieldSensitivity - Class in com.opengamma.strata.pricer.bond

Point sensitivity to a bond yield implied parameter point.

BondYieldSensitivity.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BondYieldSensitivity.

BondYieldVolatilities - Interface in com.opengamma.strata.pricer.bond

Volatilities for bond options.

BOTH - com.opengamma.strata.basics.schedule.StubConvention

Both ends of the schedule have a stub.

BoundCurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator

A curve extrapolator that has been bound to a specific curve.

BoundCurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator

A curve interpolator that has been bound to a specific curve.

BoundSurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator

A surface interpolator that has been bound to a specific surface.

boxed(OptionalDouble) - Static method in class com.opengamma.strata.collect.Guavate

Boxes an OptionalDouble.

boxed(OptionalInt) - Static method in class com.opengamma.strata.collect.Guavate

Boxes an OptionalInt.

boxed(OptionalLong) - Static method in class com.opengamma.strata.collect.Guavate

Boxes an OptionalLong.

BR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'BR' - Brazil.

BracketRoot - Class in com.opengamma.strata.math.impl.rootfinding

Class that brackets single root of a function.

BracketRoot() - Constructor for class com.opengamma.strata.math.impl.rootfinding.BracketRoot

BRBD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Brazil, with code 'BRBD'.

BrentSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Root finder.

BrentSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.BrentSingleRootFinder

Creates an instance.

BrentSingleRootFinder(double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.BrentSingleRootFinder

Creates an instance.

BRL - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BRL' - Brazilian Real.

BRL_CDI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for BRL-CDI Overnight index.

BRL_CDI - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The CDI index for BRL.

BROKER - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the broker associated with the error.

broyden() - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Obtains an instance of the Broyden root finder.

broyden(double, double, int) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Obtains an instance of the Broyden root finder specifying the tolerances.

broyden(double, double, int, Decomposition<?>) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Obtains an instance of the Broyden root finder specifying the tolerances.

BroydenMatrixUpdateFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

BroydenMatrixUpdateFunction() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenMatrixUpdateFunction

BroydenVectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding.newton

A root finder using Broyden's Jacobian update formula.

BroydenVectorRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

BroydenVectorRootFinder(double, double, int) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

BroydenVectorRootFinder(double, double, int, Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

BroydenVectorRootFinder(Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

bucketedCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS index using a single credit curve.

bucketedCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS index using a single credit curve.

bucketedCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS.

bucketedCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS.

build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Build a new FxMatrix from the data in the builder.

build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder

build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

build() - Method in class com.opengamma.strata.calc.Column.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Returns a MarketDataConfig instance built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Returns a set of market data requirements built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

build() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

build() - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder

Builds the resulting instance.

build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Build the time-series from the builder.

build() - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Returns a set of market data built from the data in this builder.

build() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Builds the market data.

build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

build() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Builds the definition of the curve group from the data in this object.

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

build() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Builds the map.

build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Builds the sensitivity from the provided data.

build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

build() - Method in class com.opengamma.strata.market.param.PointShiftsBuilder

Returns an instance of PointShifts built from the data in this builder.

build() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

build() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Builds the sensitivity from the provided data.

build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the resulting point sensitivity.

build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

build() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

build() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

build() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

build() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

build() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Completes the builder, returning the provider.

build() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

build() - Method in class com.opengamma.strata.product.bond.Bill.Builder

build() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.Cds.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

build() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

build() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

build() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Builds a new specification from the data in this builder.

build() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

build() - Method in class com.opengamma.strata.product.fra.Fra.Builder

build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

build() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

build() - Method in interface com.opengamma.strata.product.PortfolioItemInfoBuilder

Builds the position information.

build() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

build() - Method in class com.opengamma.strata.product.PositionInfoBuilder

Builds the position information.

build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Builds the security information.

build() - Method in class com.opengamma.strata.product.SecurityPosition.Builder

build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.Swap.Builder

build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

build() - Method in class com.opengamma.strata.product.TradeInfoBuilder

Builds the trade information.

build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

build(FxRateId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction

build(CurveId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction

build(RatesCurveGroupId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction

build(RatesCurveInputsId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction

build(FxOptionVolatilitiesId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

build(I, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Builds and returns the market data identified by the ID.

builder() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

builder() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a builder that can be used to build instances of FxMatrix.

builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

builder() - Static method in class com.opengamma.strata.basics.currency.Payment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

builder() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

builder() - Method in class com.opengamma.strata.basics.StandardId.Meta

builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueStep

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

builder() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

builder() - Static method in class com.opengamma.strata.calc.Column

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.Column.Meta

builder() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

builder() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns a mutable builder for building an instance of MarketDataConfig.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Returns an empty mutable builder for building up a set of requirements.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

builder() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

builder() - Method in class com.opengamma.strata.calc.Results.Meta

builder() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

builder() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta

builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

builder() - Static method in class com.opengamma.strata.collect.result.FailureItems

Creates a builder to create the list of failures.

builder() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

builder() - Method in class com.opengamma.strata.collect.result.Result.Meta

builder() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Creates an empty builder, used to create time-series.

builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

builder() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

builder() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

builder() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

builder() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a mutable builder for building the definition for a curve group.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Returns a builder for creating the map.

builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

builder() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

builder() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

builder() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

builder() - Method in class com.opengamma.strata.market.observable.Quote.Meta

builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns a builder that can be used to create an instance of CurrencyParameterSensitivities.

builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

builder() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

builder() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DeformedSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

builder() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

builder() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

builder() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

builder() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

builder() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

builder() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

builder() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

builder() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

builder() - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

builder() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

builder() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.Bill

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.Bill.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BillPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BillSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BillTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBill

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.Cds

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta

builder() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

builder() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

builder() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

builder() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

builder() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.Dsf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.DsfPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.DsfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec

Returns a builder for building instances of EtdContractSpec.

builder() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.etd.SplitEtdId

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.fra.Fra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.FraTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.GenericSecurityPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

builder() - Static method in interface com.opengamma.strata.product.PortfolioItemInfo

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.PortfolioItemSummary

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.PositionInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.PositionInfo.Meta

builder() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

builder() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.Swap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

builder() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.Swaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.TradeInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta

builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean, based on a schedule period.

builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Creates a mutable builder that can be used to create an instance of the market data.

builder(ShiftType) - Static method in class com.opengamma.strata.market.param.PointShifts

Returns a new mutable builder for building instances of ParameterizedDataPointShifts.

builder(PortfolioItemInfo) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Returns a builder that can be used to create an instance of CurveSensitivities.

builder(LocalDate) - Static method in class com.opengamma.strata.data.ImmutableMarketData

Creates a builder that can be used to build an instance of MarketData.

builder(LocalDate) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Creates a mutable builder that can be used to create an instance of the market data.

builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Creates a builder specifying the valuation date.

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the point sensitivity, adding to the specified mutable instance.

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

BuiltMarketData - Class in com.opengamma.strata.calc.marketdata

Market data that has been built.

BuiltMarketData.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for BuiltMarketData.

BuiltScenarioMarketData - Class in com.opengamma.strata.calc.marketdata

Market data that has been built.

BuiltScenarioMarketData.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for BuiltScenarioMarketData.

BULLET_PAYMENT - Static variable in class com.opengamma.strata.product.ProductType

A BulletPayment.

BulletPayment - Class in com.opengamma.strata.product.payment

A bullet payment.

BulletPayment.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPayment.

BulletPayment.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPayment.

BulletPaymentTrade - Class in com.opengamma.strata.product.payment

A bullet payment trade.

BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPaymentTrade.

BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPaymentTrade.

BulletPaymentTradeCalculationFunction - Class in com.opengamma.strata.measure.payment

Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.

BulletPaymentTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

Creates an instance.

BulletPaymentTradeCalculations - Class in com.opengamma.strata.measure.payment

Calculates pricing and risk measures for bullet payment trades.

BulletPaymentTradeCalculations(DiscountingBulletPaymentTradePricer) - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Creates an instance.

businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the business day adjustment to apply.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the business day adjustment to apply to the start and end date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the business day adjustment to apply to the start date, end date and accrual schedule.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the business day adjustment to apply to the delivery date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the business day adjustment to apply to payment schedule dates.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

Sets the business day adjustment to apply to the reference date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

Sets the business day adjustment to apply to the reference date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the business day adjustment to apply, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the business day adjustment to apply to each reset date.

BusinessDayAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date if it falls on a day other than a business day.

BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for BusinessDayAdjustment.

BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for BusinessDayAdjustment.

BusinessDayConvention - Interface in com.opengamma.strata.basics.date

A convention defining how to adjust a date if it falls on a day other than a business day.

BusinessDayConventions - Class in com.opengamma.strata.basics.date

Constants and implementations for standard business day conventions.

businessDays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the stream of business days between the two dates.

BUY - com.opengamma.strata.product.common.BuySell

Buy.

BUY_SELL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

buySell() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the buySell property.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets whether the CDS is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets whether the CDS index is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets whether the CDS is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets whether the CDS index is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets whether the term deposit is 'Buy' or 'Sell'.

buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets whether the FRA is buy or sell.

BuySell - Enum in com.opengamma.strata.product.common

Flag indicating whether a trade is "buy" or "sell".

ByteSourceCodec - Enum in com.opengamma.strata.collect.io

Encodes and decodes common data formats.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CA' - Canada.

cache - Variable in class com.opengamma.strata.math.impl.cern.Normal

cacheFilled - Variable in class com.opengamma.strata.math.impl.cern.Normal

CAD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CAD' - Canadian Dollar.

CAD_CDOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CAD-CDOR.

CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2021-05-17

CAD_CDOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month CDOR index.

CAD_CDOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month CDOR index.

CAD_CDOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month CDOR index.

CAD_CDOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2021-05-17

CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CAD-CORRA Overnight index.

CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The CORRA index for CAD.

calculate(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for a single set of market data.

calculate(CalculationTasks, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for a single set of market data.

calculate(IborCapFloorTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

calculate(CmsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

calculate(CdsIndexTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

calculate(CdsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

calculate(TermDepositTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

calculate(FraTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

calculate(FxNdfTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

calculate(FxSingleTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

calculate(FxSwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

calculate(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

calculate(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

calculate(GenericSecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

calculate(GenericSecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

calculate(BulletPaymentTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

calculate(SecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

calculate(SecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

calculate(SwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

calculate(SwaptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Calculates the appropriate date for the node.

calculate(T, Map<Measure, Object>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Calculates the measure.

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Calculates values of multiple measures for the target using multiple sets of market data.

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

calculateAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.

calculateAsync(CalculationTasks, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.

calculateCrossGammaCrossCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes cross-curve gamma by applying finite difference method to curve delta.

calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.

calculateCrossGammaIntraCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes intra-curve cross gamma by applying finite difference method to curve delta.

calculateDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets the calculated list of exercise dates.

calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable end date.

calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable first regular start date.

calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable last regular end date.

calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the applicable roll convention defining how to roll dates.

calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable start date.

calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the effective date from the fixing date.

calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the effective start date from the step-in date.

calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the effective start date from the step-in date.

calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex

Converts the fixing date-time from the fixing date.

calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex

Calculates the fixing date-time from the fixing date.

calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the fixing date from the effective date.

calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the fixing date from the maturity date.

calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.VectorFunction

Calculate the Jacobian at a point $\mathbf{x}$.

calculateLastFixingDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

calculateLastFixingDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Calculates the last fixing date from the trade date.

calculateLastFixingDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Calculates the last fixing date of the trade.

calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the maturity date from the effective date.

calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the maturity date from the fixing date.

calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo

Calculates the monetary value of the specified quantity and price.

calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo

Calculates the monetary value of the specified quantity and price.

calculateMultiScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultiScenario(CalculationTasks, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultiScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateMultiScenarioAsync(CalculationTasks, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the numeraire, used to multiply the results.

calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the publication date from the fixing date.

calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the publication date from the fixing date.

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Calculates the reference date from the trade date.

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Calculates the reference date of the trade.

calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Calculates the reference date of the trade.

calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

calculateSemiParallelGamma(Curve, Currency, Function<Curve, CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the settlement date from the valuation date.

calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCds

Calculates the settlement date from the valuation date.

calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Calculates the settlement date from the valuation date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Calculates the spot date from the trade date.

calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the strike.

calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the calculation property.

calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the calculation property.

calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the interest rate accrual calculation.

calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the interest rate accrual calculation.

CALCULATION_FAILED - com.opengamma.strata.collect.result.FailureReason

The operation could not be performed.

CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner

Primary interface for all calculation functions that calculate measures.

calculationFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents

Returns the standard calculation functions.

calculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the calculationFunctions property.

CalculationFunctions - Interface in com.opengamma.strata.calc.runner

The calculation functions.

CalculationListener - Interface in com.opengamma.strata.calc.runner

Listener that is notified when calculations are performed by a CalculationRunner.

CalculationParameter - Interface in com.opengamma.strata.calc.runner

The base interface for calculation parameters.

CalculationParameters - Class in com.opengamma.strata.calc.runner

The calculation parameters.

CalculationParametersId - Class in com.opengamma.strata.calc.runner

An identifier used to access calculation parameters by name.

CalculationResult - Class in com.opengamma.strata.calc.runner

The result of a single calculation.

calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the calculationResults property.

CalculationResults - Class in com.opengamma.strata.calc.runner

A set of related calculation results for a single calculation target.

CalculationRules - Class in com.opengamma.strata.calc

A set of rules that define how the calculation runner should perform calculations.

CalculationRules.Meta - Class in com.opengamma.strata.calc

The meta-bean for CalculationRules.

CalculationRunner - Interface in com.opengamma.strata.calc

Component that provides the ability to perform calculations on multiple targets, measures and scenarios.

calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when all calculations have completed.

calculationsStarted(List<CalculationTarget>, List<Column>) - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when the calculations start; guaranteed to be invoked before CalculationListener.resultReceived(CalculationTarget, CalculationResult) and CalculationListener.calculationsComplete().

calculationsStarted(List<CalculationTarget>, List<Column>) - Method in class com.opengamma.strata.calc.runner.ResultsListener

CalculationTarget - Interface in com.opengamma.strata.basics

The target of calculation within a system.

CalculationTargetList - Class in com.opengamma.strata.basics

A list of calculation targets.

CalculationTask - Class in com.opengamma.strata.calc.runner

A single task that will be used to perform a calculation.

CalculationTaskCell - Class in com.opengamma.strata.calc.runner

A single cell within a calculation task.

CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner

Component that provides the ability to run calculation tasks.

CalculationTasks - Class in com.opengamma.strata.calc.runner

The tasks that will be used to perform the calculations.

calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the calendar property.

calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the calendar property.

calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the calendar that defines holidays and business days.

calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the holiday calendar that defines the meaning of a day when performing the addition.

calibrate(IsdaCreditCurveDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator

Calibrates the ISDA compliant discount curve to the market data.

calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Calibrates the ISDA compliant credit curve to the market data.

calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator

Calibrates the index curve to the market data.

calibrate(RatesCurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Calibrates a single curve group, containing one or more curves.

calibrate(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityCalibrator

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper

calibrate(List<RatesCurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Calibrates a list of curve groups, each containing one or more curves.

calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator

calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Calibrate the ISDA compliant credit curve to points upfront and fractional spread.

calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator

calibrateAlphaWithAtm(SwaptionVolatilitiesName, SabrParametersSwaptionVolatilities, RatesProvider, SwaptionVolatilities, List<Tenor>, List<Period>, SurfaceInterpolator) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate SABR alpha parameters to a set of ATM swaption volatilities.

calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.

calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.

calibrateImpliedVolatility(Function<DoublesPair, Double>, double, Function<Double, Double>, Function<Double, Double>) - Method in class com.opengamma.strata.pricer.impl.volatility.local.ImpliedTrinomialTreeLocalVolatilityCalculator

Calibrate trinomial tree to implied volatility surface.

calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, double, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.

calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR parameters to a set of normal volatilities at given moneyness.

calibrateLsShiftedFromPrices(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR parameters to a set of option prices at given moneyness.

calibrateTrinomialTree(double, CurrencyPair, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator

Calibrate trinomial tree to Black volatilities.

calibrateTrinomialTree(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator

Calibrate trinomial tree to Black volatilities by using a vanilla option.

calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate SABR parameters to a set of raw swaption data.

calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate SABR parameters to a set of raw swaption data.

CALIBRATION - Static variable in class com.opengamma.strata.product.ProductType

A product only used for calibration.

CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.curve

Provides access to the measures needed to perform curve calibration for a single type of trade.

CalibrationMeasures - Class in com.opengamma.strata.pricer.curve

Provides access to the measures needed to perform curve calibration.

calInverseJacobian(DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

the inverse-Jacobian where the i-j entry is the sensitivity of the ith (fitted) parameter (a_i) to the jth data point (y_j).

CALL - com.opengamma.strata.product.common.PutCall

Call.

callerClass(int) - Static method in class com.opengamma.strata.collect.Guavate

Finds the caller class.

CAMO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.

CAP - com.opengamma.strata.product.common.CapFloor

Cap.

CAP_FLOOR_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

CapFloor - Enum in com.opengamma.strata.product.common

Flag indicating whether a financial instrument is "cap" or a "floor".

capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

The meta-property for the capFloorLeg property.

capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

The meta-property for the capFloorLeg property.

CapitalIndexedBond - Class in com.opengamma.strata.product.bond

A capital indexed bond.

CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBond.

CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBond.

CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A coupon or nominal payment of capital indexed bonds.

CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondPaymentPeriod.

CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondPaymentPeriod.

CapitalIndexedBondPosition - Class in com.opengamma.strata.product.bond

A position in a capital indexed bond.

CapitalIndexedBondPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondPosition.

CapitalIndexedBondPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondPosition.

CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond

A security representing a capital indexed bond.

CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondSecurity.

CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondSecurity.

CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond

A trade representing a capital indexed bond.

CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondTrade.

CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondTrade.

CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition for each of a set of scenarios.

CapitalIndexedBondTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.

CapitalIndexedBondTradeCalculations(DiscountingCapitalIndexedBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Creates an instance.

CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining accrued interest calculation type for inflation bond securities.

caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the caplet property.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional caplet strike.

CAPLET - com.opengamma.strata.product.cms.CmsPeriodType

CMS caplet.

capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

The meta-property for the capletFloorletPeriods property.

capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets the capletFloorletPeriods property in the builder from an array of objects.

capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets the periodic payments based on the successive observed values of an Ibor index.

capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the capSchedule property.

capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the capSchedule property.

capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the cap schedule, optional.

capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the cap schedule, optional.

captureWildcard() - Method in class com.opengamma.strata.product.AttributeType

Captures the wildcard type.

carryRho(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the carry rho.

CASCADE - com.opengamma.strata.product.etd.EtdSettlementType

Cascade.

CASH - com.opengamma.strata.product.common.SettlementType

Cash settlement.

CASH - com.opengamma.strata.product.etd.EtdSettlementType

Cash settlement.

CASH_FLOWS - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the cash flows of the calculation target.

CASH_PRICE - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

The cash price method

CashFlow - Class in com.opengamma.strata.market.amount

A single cash flow of a currency amount on a specific date.

CashFlow.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlow.

cashFlowEquivalentAndSensitivityFixedLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent and sensitivity of fixed leg.

cashFlowEquivalentAndSensitivityIborLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent and sensitivity of Ibor leg.

cashFlowEquivalentAndSensitivityOnLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of and sensitivity overnight leg.

cashFlowEquivalentAndSensitivitySwap(ResolvedSwap, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent and sensitivity of swap.

CashFlowEquivalentCalculator - Class in com.opengamma.strata.pricer.impl.rate.swap

Computes cash flow equivalent of products.

cashFlowEquivalentFixedLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of fixed leg.

cashFlowEquivalentIborLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of Ibor leg.

cashFlowEquivalentOnLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of overnight leg.

cashFlowEquivalentSwap(ResolvedSwap, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of swap.

CashFlowReport - Class in com.opengamma.strata.report.cashflow

Represents a cash flow report.

CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow

The bean-builder for CashFlowReport.

CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow

The meta-bean for CashFlowReport.

CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow

Formatter for cash flow reports.

CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow

Report runner for cash flow reports.

CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow

Marker for a cash flow report template.

CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow

Loads a cash flow report template from the standard INI file format.

CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

The meta-property for the cashFlows property.

cashFlows(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Calculates the future cash flow of the payment.

cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the future cash flow of the FRA product.

cashFlows(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates cash flows across one or more scenarios.

cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates cash flows for a single set of market data.

cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the future cash flow of the FRA trade.

cashFlows(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates cash flows across one or more scenarios.

cashFlows(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the future cash flow of the bullet payment trade.

cashFlows(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates cash flows for a single set of market data.

cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the future cash flows of the swap leg.

cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the future cash flows of the swap product.

cashFlows(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates cash flows across one or more scenarios.

cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates cash flows for a single set of market data.

cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the future cash flows of the swap trade.

CashFlows - Class in com.opengamma.strata.market.amount

A collection of cash flows.

CashFlows.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlows.

CashSwaptionSettlement - Class in com.opengamma.strata.product.swaption

Defines the cash settlement type for the payoff of a swaption.

CashSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for CashSwaptionSettlement.

CashSwaptionSettlementMethod - Enum in com.opengamma.strata.product.swaption

Cash settlement method of cash settled swaptions.

casting(Class<R>) - Static method in class com.opengamma.strata.collect.Guavate

Function used in a stream to cast instances to a particular type without filtering.

category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the category property.

CATO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.

causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the causeType property.

CCP - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the CCP associated with the error.

CCP - Static variable in class com.opengamma.strata.product.AttributeType

Key used to access the CCP.

CCP_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

CcpId - Class in com.opengamma.strata.product.common

An identifier for a Central Counterparty Clearing House (CCP).

CcpIds - Class in com.opengamma.strata.product.common

Identifiers for common CCPs.

CDCC - Static variable in class com.opengamma.strata.product.common.CcpIds

Canadian Derivatives Clearing Corporation.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare

Returns the cumulative distribution function.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.Gamma

Returns the cumulative distribution function.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.Normal

Returns the cumulative distribution function.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT

Returns the cumulative distribution function.

Cds - Class in com.opengamma.strata.product.credit

A single-name credit default swap (CDS).

CDS - Static variable in class com.opengamma.strata.product.ProductType

A Cds.

CDS_INDEX - Static variable in class com.opengamma.strata.product.ProductType

A CdsIndex.

CDS_INDEX_FACTOR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the index factor.

CDS_INDEX_ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

CDS_INDEX_ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

Cds.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for Cds.

Cds.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for Cds.

CdsCalibrationTrade - Class in com.opengamma.strata.product.credit

A trade in a single-name credit default swap (CDS) used for credit curve calibration.

CdsCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsCalibrationTrade.

CdsConvention - Interface in com.opengamma.strata.product.credit.type

A market convention for credit default swap trades.

CdsConventions - Class in com.opengamma.strata.product.credit.type

Standardized credit default swap conventions.

CdsIndex - Class in com.opengamma.strata.product.credit

A CDS (portfolio) index product.

CdsIndex.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsIndex.

CdsIndex.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsIndex.

CdsIndexCalibrationTrade - Class in com.opengamma.strata.product.credit

A trade in a CDS index used for credit curve calibration.

CdsIndexCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsIndexCalibrationTrade.

cdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the cdsIndexId property.

cdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the cdsIndexId property.

cdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the cdsIndexId property.

cdsIndexId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the CDS index identifier.

cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the CDS index identifier.

cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the CDS index identifier.

CdsIndexIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node

An ISDA compliant curve node whose instrument is a CDS index.

CdsIndexIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for CdsIndexIsdaCreditCurveNode.

CdsIndexIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for CdsIndexIsdaCreditCurveNode.

CdsIndexTrade - Class in com.opengamma.strata.product.credit

A trade in a CDS index.

CdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsIndexTrade.

CdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsIndexTrade.

CdsIndexTradeCalculationFunction - Class in com.opengamma.strata.measure.credit

Perform calculations on a single CdsIndexTrade for each of a set of scenarios.

CdsIndexTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

Creates an instance.

CdsIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node

An ISDA compliant curve node whose instrument is a credit default swap.

CdsIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for CdsIsdaCreditCurveNode.

CdsIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for CdsIsdaCreditCurveNode.

CdsMarketQuoteConverter - Class in com.opengamma.strata.pricer.credit

The market quote converter for credit default swaps.

CdsMarketQuoteConverter() - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

The default constructor.

CdsMarketQuoteConverter(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

The constructor with the accrual-on-default formula specified.

CdsQuote - Class in com.opengamma.strata.product.credit

Market quote for a single-name credit default swap (CDS).

CdsQuote.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsQuote.

CdsQuoteConvention - Enum in com.opengamma.strata.product.credit.type

Market quote conventions for credit default swaps.

CdsTemplate - Interface in com.opengamma.strata.product.credit.type

A template for creating credit default swap trades.

CdsTrade - Class in com.opengamma.strata.product.credit

A trade in a single-name credit default swap (CDS).

CdsTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsTrade.

CdsTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsTrade.

CdsTradeCalculationFunction - Class in com.opengamma.strata.measure.credit

Perform calculations on a single CdsTrade for each of a set of scenarios.

CdsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

Creates an instance.

cells() - Method in class com.opengamma.strata.calc.Results.Meta

The meta-property for the cells property.

CENTRAL - com.opengamma.strata.math.impl.differentiation.FiniteDifferenceType

Central differencing

CH - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CH' - Switzerland.

CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Switzerland, "Non-revised Consumer Price Index".

CHAIN_RIC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for Chain RICs, which identifies a set of linked RICs.

charm(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the charm.

CharSources - Class in com.opengamma.strata.collect.io

Helper that allows CharSource objects to be created.

checkCdsBucket(ResolvedCdsTrade, List<ResolvedCdsTrade>) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

checkCurveName(CurveName) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Checks the parsed curve name, potentially altering the value.

checkData(double[][], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

checkData(double[][], double[][], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

checkData(double[][], double[], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiConsumer.

CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function

A checked version of BiFunction.

CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of BinaryOperator.

CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiPredicate.

CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function

A checked version of Consumer.

CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function

A checked version of Function.

CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function

A checked version of Predicate.

CheckedRunnable - Interface in com.opengamma.strata.collect.function

A checked version of Runnable.

CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function

A checked version of Supplier.

CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of UnaryOperator.

checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType

Checks that this instance equals the specified instance.

checkIndex(double, int, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Check the index is within the sample data range.

checkInputs(DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

Tests that the inputs to the root-finder are not null, and that a root is bracketed by the bounding values.

checkInputs(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.MinimumBracketer

checkInputs(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

Tests that the inputs to the root-finder are not null, and that a root is bracketed by the bounding values.

checkInputsAndApplyFunction(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

checkSensitivityTenor(Tenor) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Checks the parsed sensitivity tenor, potentially altering the value.

CHF - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CHF' - Swiss Franc.

CHF_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.

CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.

CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.

CHF_FIXED_1Y_SARON_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'CHF-FIXED-1Y-SARON-OIS' swap convention.

CHF_FIXED_TERM_SARON_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'CHF-FIXED-TERM-SARON-OIS' swap convention.

CHF_FIXED_ZC_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

CHF vanilla fixed vs Switzerland CPI swap.

CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CHF-LIBOR.

CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for CHF.

CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for CHF.

CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for CHF.

CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for CHF.

CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for CHF.

CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for CHF.

CHF_SARON - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CHF-SARON Overnight index.

CHF_SARON - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SARON index for CHF.

CHF_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.

CHF_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.

CHF_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.

CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Deprecated.

Not published as of 2017-12-29

CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

Deprecated.

Not published as of 2017-12-29

chiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

The meta-property for the chiSquare property.

chiSquare(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the left hand tail (from 0 to x) of the Chi square probability density function with v degrees of freedom.

ChiSquare - Class in com.opengamma.strata.math.impl.cern

ChiSquare distribution; See the math definition and animated definition.

ChiSquare(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.ChiSquare

Constructs a ChiSquare distribution.

chiSquareComplemented(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the right hand tail (from x to infinity) of the Chi square probability density function with v degrees of freedom.

ChiSquareDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

A $\chi^2$ distribution with $k$ degrees of freedom is the distribution of the sum of squares of $k$ independent standard normal random variables with cdf and inverse cdf $$ \begin{align*} F(x) &=\frac{\gamma\left(\frac{k}{2}, \frac{x}{2}\right)}{\Gamma\left(\frac{k}{2}\right)}\\ F^{-1}(p) &= 2\gamma^{-1}\left(\frac{k}{2}, p\right) \end{align*} $$ where $\gamma(y, z)$ is the lower incomplete Gamma function and $\Gamma(y)$ is the Gamma function.

ChiSquareDistribution(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Creates an instance.

ChiSquareDistribution(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Creates an instance.

CholeskyDecompositionCommons - Class in com.opengamma.strata.math.impl.linearalgebra

This class is a wrapper for the Commons Math library implementation of Cholesky decomposition.

CholeskyDecompositionCommons() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommons

CholeskyDecompositionCommonsResult - Class in com.opengamma.strata.math.impl.linearalgebra

Wrapper for results of the Commons implementation of Cholesky decomposition (CholeskyDecompositionCommons).

CholeskyDecompositionCommonsResult(CholeskyDecomposition) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

Constructor.

CholeskyDecompositionOpenGamma - Class in com.opengamma.strata.math.impl.linearalgebra

OpenGamma implementation of the Cholesky decomposition and its differentiation.

CholeskyDecompositionOpenGamma() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

CholeskyDecompositionOpenGammaResult - Class in com.opengamma.strata.math.impl.linearalgebra

Results of the OpenGamma implementation of Cholesky decomposition.

CholeskyDecompositionOpenGammaResult(double[][]) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

Constructor.

CholeskyDecompositionResult - Interface in com.opengamma.strata.math.impl.linearalgebra

Contains the results of Cholesky matrix decomposition.

CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.

CL - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CL' - Chile.

ClampedPiecewisePolynomialInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Piecewise polynomial interpolator clamped at specified points.

ClampedPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator, double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator

Construct the interpolator with clamped points.

CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for classpath resource locators.

CLEAN - com.opengamma.strata.pricer.common.PriceType

Clean price.

CLEAN_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the clean price of a coupon bond.

cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.

cleanPrice(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

Computes the market clean price.

cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.

cleanPriceFromPointsUpfront(double) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

Computes market clean price from points upfront.

cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the clean price from the conventional real yield.

cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the clean real price of the bond from its settlement date and dirty real price.

cleanStrikePrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the cleanStrikePrice property.

cleanStrikePrice(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the clean price at which the option can be exercised, in decimal form.

clearParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Clears the parameter-level metadata.

clearParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Clears the parameter-level metadata.

clone() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister

Returns a copy of the receiver; the copy will produce identical sequences.

cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Clones the point sensitivity builder.

cloned() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

cloned() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

cloned() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

cloned() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

cloned() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

close() - Method in interface com.opengamma.strata.calc.CalculationRunner

Closes any resources held by the component.

close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Closes any resources held by the component.

close() - Method in class com.opengamma.strata.collect.concurrent.CloseableExecutor

close() - Method in class com.opengamma.strata.collect.io.CsvIterator

Closes the underlying reader.

close() - Method in class com.opengamma.strata.collect.MapStream

CloseableExecutor - Class in com.opengamma.strata.collect.concurrent

AutoCloseable wrapper around an executor.

closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Closes the currently open list.

CLP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CLP' - Chilean Peso.

CME - Static variable in class com.opengamma.strata.product.common.CcpIds

Chicago Mercantile Exchange.

Cms - Class in com.opengamma.strata.product.cms

A constant maturity swap (CMS) or CMS cap/floor.

CMS - Static variable in class com.opengamma.strata.product.ProductType

A Cms.

Cms.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for Cms.

cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta

The meta-property for the cmsLeg property.

cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

The meta-property for the cmsLeg property.

CmsLeg - Class in com.opengamma.strata.product.cms

A CMS leg of a constant maturity swap (CMS) product.

CmsLeg.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsLeg.

CmsLeg.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsLeg.

CmsPeriod - Class in com.opengamma.strata.product.cms

A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.

CmsPeriod.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsPeriod.

CmsPeriod.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsPeriod.

cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

The meta-property for the cmsPeriods property.

cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets the cmsPeriods property in the builder from an array of objects.

cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets the periodic payments based on the successive observed values of a swap index.

CmsPeriodType - Enum in com.opengamma.strata.product.cms

A CMS payment period type.

CmsSabrExtrapolationParams - Class in com.opengamma.strata.measure.cms

The additional parameters necessary for pricing CMS using SABR extrapolation replication.

CmsTrade - Class in com.opengamma.strata.product.cms

A trade in a constant maturity swap (CMS).

CmsTrade.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsTrade.

CmsTrade.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsTrade.

CmsTradeCalculationFunction - Class in com.opengamma.strata.measure.cms

Perform calculations on a single CmsTrade for each of a set of scenarios.

CmsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

Creates an instance.

CmsTradeCalculations - Class in com.opengamma.strata.measure.cms

Calculates pricing and risk measures for constant maturity swap (CMS) trades.

CmsTradeCalculations(SabrExtrapolationReplicationCmsTradePricer) - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculations

Creates an instance specifying the SABR pricer.

CN - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CN' - China.

CNH - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CNH' - Chinese Offshore Yuan.

CNY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CNY' - Chinese Onshore Yuan.

COLLATERALIZED_CASH_PRICE - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

The Collateralized Cash Price

collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream

collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Collects all the currencies referred to by this calculation.

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Collects all the currencies referred to by this leg.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Collects all the indices referred to by this period.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateComputation

Collects all the indices referred to by this computation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Collects all the indices referred to by this calculation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Collects all the indices referred to by this leg.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Collects all the indices referred to by this leg.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Collects all the indices referred to by this period.

collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a collector that can be used to create a time-series from a stream of points.

column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index.

Column - Class in com.opengamma.strata.calc

Defines a column in a set of calculation results.

Column.Builder - Class in com.opengamma.strata.calc

The bean-builder for Column.

Column.Meta - Class in com.opengamma.strata.calc

The meta-bean for Column.

columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index as an independent array.

columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of columns of this matrix.

ColumnHeader - Class in com.opengamma.strata.calc

Provides access to the column name and measure in the grid of results.

ColumnHeader.Meta - Class in com.opengamma.strata.calc

The meta-bean for ColumnHeader.

columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnHeaders property.

columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnHeaders property in the builder from an array of objects.

columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the column headers.

columnIndexByName(ColumnName) - Method in class com.opengamma.strata.calc.Results

Gets the column index by name.

columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnKeys property.

columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnKeys property in the builder from an array of objects.

columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the keys corresponding to the columns.

ColumnName - Class in com.opengamma.strata.calc

The name of a column in the grid of calculation results.

columnResults(int) - Method in class com.opengamma.strata.calc.Results

Returns a stream of results for a single column by column index.

columnResults(int, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns a stream of results for a single column by column index.

columnResultsScenarios(int, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns a stream of multi-scenario results for a single column by column index.

columns() - Method in class com.opengamma.strata.calc.Results.Meta

The meta-property for the columns property.

columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the columns property.

columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the columns property.

columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

The meta-property for the columns property.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the columns property in the builder from an array of objects.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns property in the builder from an array of objects.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the report columns, which may contain information required for formatting.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns in the report.

com.opengamma.strata.basics - package com.opengamma.strata.basics

Basic types for modelling reference data.

com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency

Representations of currency and money.

com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date

Tools for working with dates.

com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index

Entity objects describing common market indices, such as LIBOR and FED FUND.

com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location

Representations of a geographic location.

com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule

Basic financial tools for working with date-based schedules.

com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value

Basic financial tools for working with values.

com.opengamma.strata.calc - package com.opengamma.strata.calc

Calculates risk measures on trades, applies scenarios and manages market data.

com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata

Provides the ability to obtain market data and perform calibrations and scenario perturbations.

com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner

The calculation runner.

com.opengamma.strata.collect - package com.opengamma.strata.collect

Root package for common data structures used by Strata.

com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array

Array data structures.

com.opengamma.strata.collect.concurrent - package com.opengamma.strata.collect.concurrent

com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function

Additional functional interfaces not supplied by Java SE 8.

com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io

Provides utilities for the management of input and output.

com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named

Named data structures.

com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result

Result data structures.

com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries

Time-series data structures.

com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple

Tuple data structures.

com.opengamma.strata.data - package com.opengamma.strata.data

Basic types to model market data.

com.opengamma.strata.data.scenario - package com.opengamma.strata.data.scenario

Basic types to model market data across scenarios.

com.opengamma.strata.loader - package com.opengamma.strata.loader

Tools for loading data from files.

com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv

Loader that reads market data from CSV files.

com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml

Loader that can convert files to financial instruments.

com.opengamma.strata.loader.impl.fpml - package com.opengamma.strata.loader.impl.fpml

com.opengamma.strata.market - package com.opengamma.strata.market

Data structures for market data.

com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount

Defines representations of amounts typically used as result types.

com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve

Definitions of curves.

com.opengamma.strata.market.curve.interpolator - package com.opengamma.strata.market.curve.interpolator

Interpolators for interpolating in one and two dimensions.

com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node

Curve nodes.

com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain

Support for explaining results.

com.opengamma.strata.market.model - package com.opengamma.strata.market.model

Market data related to pricing models.

com.opengamma.strata.market.observable - package com.opengamma.strata.market.observable

Market data for quotes.

com.opengamma.strata.market.option - package com.opengamma.strata.market.option

Entity objects for options.

com.opengamma.strata.market.param - package com.opengamma.strata.market.param

Market data based on parameters.

com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity

Entity objects for sensitivities.

com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface

Definitions of surfaces.

com.opengamma.strata.market.surface.interpolator - package com.opengamma.strata.market.surface.interpolator

Interpolators for surfaces.

com.opengamma.strata.math - package com.opengamma.strata.math

Base package of the strata-math project.

com.opengamma.strata.math.impl.cern - package com.opengamma.strata.math.impl.cern

com.opengamma.strata.math.impl.differentiation - package com.opengamma.strata.math.impl.differentiation

com.opengamma.strata.math.impl.function - package com.opengamma.strata.math.impl.function

com.opengamma.strata.math.impl.function.special - package com.opengamma.strata.math.impl.function.special

com.opengamma.strata.math.impl.integration - package com.opengamma.strata.math.impl.integration

com.opengamma.strata.math.impl.interpolation - package com.opengamma.strata.math.impl.interpolation

com.opengamma.strata.math.impl.linearalgebra - package com.opengamma.strata.math.impl.linearalgebra

com.opengamma.strata.math.impl.matrix - package com.opengamma.strata.math.impl.matrix

com.opengamma.strata.math.impl.minimization - package com.opengamma.strata.math.impl.minimization

com.opengamma.strata.math.impl.random - package com.opengamma.strata.math.impl.random

com.opengamma.strata.math.impl.regression - package com.opengamma.strata.math.impl.regression

com.opengamma.strata.math.impl.rootfinding - package com.opengamma.strata.math.impl.rootfinding

com.opengamma.strata.math.impl.rootfinding.newton - package com.opengamma.strata.math.impl.rootfinding.newton

com.opengamma.strata.math.impl.statistics.descriptive - package com.opengamma.strata.math.impl.statistics.descriptive

com.opengamma.strata.math.impl.statistics.distribution - package com.opengamma.strata.math.impl.statistics.distribution

com.opengamma.strata.math.impl.statistics.leastsquare - package com.opengamma.strata.math.impl.statistics.leastsquare

com.opengamma.strata.math.impl.util - package com.opengamma.strata.math.impl.util

com.opengamma.strata.math.linearalgebra - package com.opengamma.strata.math.linearalgebra

Linear algebra.

com.opengamma.strata.math.rootfind - package com.opengamma.strata.math.rootfind

Root finding.

com.opengamma.strata.measure - package com.opengamma.strata.measure

Provides the ability to calculate high-level measures on financial instruments.

com.opengamma.strata.measure.bond - package com.opengamma.strata.measure.bond

Base package for calculation functions.

com.opengamma.strata.measure.calc - package com.opengamma.strata.measure.calc

Additional calculation parameters.

com.opengamma.strata.measure.capfloor - package com.opengamma.strata.measure.capfloor

Calculation functions for Ibor cap/floor products.

com.opengamma.strata.measure.cms - package com.opengamma.strata.measure.cms

Calculation functions for constant maturity swap (CMS) products.

com.opengamma.strata.measure.credit - package com.opengamma.strata.measure.credit

Calculation functions for credit products.

com.opengamma.strata.measure.curve - package com.opengamma.strata.measure.curve

Integration code that allows strata-calc to use and calibrate curves.

com.opengamma.strata.measure.deposit - package com.opengamma.strata.measure.deposit

Calculation functions for deposit products.

com.opengamma.strata.measure.dsf - package com.opengamma.strata.measure.dsf

Calculation functions for DSF products.

com.opengamma.strata.measure.fra - package com.opengamma.strata.measure.fra

Calculation functions for FRA products.

com.opengamma.strata.measure.fx - package com.opengamma.strata.measure.fx

Calculation functions for FX products.

com.opengamma.strata.measure.fxopt - package com.opengamma.strata.measure.fxopt

Calculation functions for FX option products.

com.opengamma.strata.measure.index - package com.opengamma.strata.measure.index

Calculation functions for index products.

com.opengamma.strata.measure.payment - package com.opengamma.strata.measure.payment

Calculation functions for payment products.

com.opengamma.strata.measure.rate - package com.opengamma.strata.measure.rate

Base package for calculation functions.

com.opengamma.strata.measure.security - package com.opengamma.strata.measure.security

Calculation functions for futures products.

com.opengamma.strata.measure.swap - package com.opengamma.strata.measure.swap

Calculation functions for swap products.

com.opengamma.strata.measure.swaption - package com.opengamma.strata.measure.swaption

Calculation functions for swaption products.

com.opengamma.strata.pricer - package com.opengamma.strata.pricer

Calculators for financial instruments.

com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond

Calculators for bonds.

com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor

Calculators for Ibor cap-floor.

com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms

Calculators for CMS.

com.opengamma.strata.pricer.common - package com.opengamma.strata.pricer.common

Common code for pricing.

com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit

Calculators for credit instruments, such as Credit Default Swap (CDS).

com.opengamma.strata.pricer.curve - package com.opengamma.strata.pricer.curve

Provides the ability to calibrate curves.

com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit

Calculators for rate deposit instruments, such as term deposit.

com.opengamma.strata.pricer.dsf - package com.opengamma.strata.pricer.dsf

Calculators for Deliverable Swap Futures (DSFs).

com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra

Calculators for Forward Rate Agreement (FRA) instruments.

com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx

Calculators for FX instruments, such as FX forward and FX swap.

com.opengamma.strata.pricer.fxopt - package com.opengamma.strata.pricer.fxopt

Calculators for FX options.

com.opengamma.strata.pricer.impl.cms - package com.opengamma.strata.pricer.impl.cms

com.opengamma.strata.pricer.impl.option - package com.opengamma.strata.pricer.impl.option

Internal implementations of option pricing.

com.opengamma.strata.pricer.impl.rate - package com.opengamma.strata.pricer.impl.rate

Internal implementations of rate calculations.

com.opengamma.strata.pricer.impl.rate.model - package com.opengamma.strata.pricer.impl.rate.model

Internal implementations of analytic models.

com.opengamma.strata.pricer.impl.rate.swap - package com.opengamma.strata.pricer.impl.rate.swap

com.opengamma.strata.pricer.impl.swap - package com.opengamma.strata.pricer.impl.swap

Internal implementations of rate swap calculations.

com.opengamma.strata.pricer.impl.tree - package com.opengamma.strata.pricer.impl.tree

com.opengamma.strata.pricer.impl.volatility.local - package com.opengamma.strata.pricer.impl.volatility.local

com.opengamma.strata.pricer.impl.volatility.smile - package com.opengamma.strata.pricer.impl.volatility.smile

Internal implementations of volatility smile.

com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index

Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

com.opengamma.strata.pricer.model - package com.opengamma.strata.pricer.model

Common code for model pricing.

com.opengamma.strata.pricer.option - package com.opengamma.strata.pricer.option

Pricer support classes for options.

com.opengamma.strata.pricer.payment - package com.opengamma.strata.pricer.payment

Calculators for payment instruments.

com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate

Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity

Calculators for sensitivities.

com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap

Calculators for interest rate swaps.

com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption

Calculators for swaptions.

com.opengamma.strata.product - package com.opengamma.strata.product

Entity objects describing trades and products in financial markets.

com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond

Entity objects describing bonds.

com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor

Entity objects describing Ibor cap/floor.

com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms

Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.

com.opengamma.strata.product.common - package com.opengamma.strata.product.common

Entity objects shared between other packages.

com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit

Entity objects describing Credit Default Swap (CDS) and CDS index.

com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type

Conventions and templates to aid the construction of credit instruments.

com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit

Entity objects describing financial instruments representing a simple deposit with interest.

com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type

Conventions and templates to aid the construction of deposits.

com.opengamma.strata.product.dsf - package com.opengamma.strata.product.dsf

Entity objects describing Deliverable Swap Futures (DSFs).

com.opengamma.strata.product.etd - package com.opengamma.strata.product.etd

Entity objects describing Exchange Traded Derivatives (ETDs).

com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra

Entity objects describing a forward rate agreement (FRA).

com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type

Conventions and templates to aid the construction of FRAs.

com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx

Entity objects describing financial instruments in the foreign exchange market.

com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type

Conventions and templates to aid the construction of foreign exchange products.

com.opengamma.strata.product.fxopt - package com.opengamma.strata.product.fxopt

Entity objects describing options in the foreign exchange market.

com.opengamma.strata.product.index - package com.opengamma.strata.product.index

Entity objects describing contracts based on rate indices.

com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type

Conventions and templates to aid the construction of rate index products.

com.opengamma.strata.product.option - package com.opengamma.strata.product.option

Entity objects describing common option concepts.

com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment

Entity objects describing simple payment financial instruments.

com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate

Entity objects describing the rate-based financial instruments.

com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap

Entity objects describing a swap.

com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type

Conventions and templates to aid the construction of rate swaps.

com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption

Entity objects describing options on swaps, known as swaptions.

com.opengamma.strata.report - package com.opengamma.strata.report

Reporting Framework

com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow

Types for reporting and formatting cashflows.

com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression

Provide the ability to extract data using textual expressions.

com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format

Provide the ability to format calculated values.

com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade

Types for reporting and formatting trades.

combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.

combine(IntArray, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(LongArray, LongBinaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(MarketDataName<?>, CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Combines two or more instances to form a single sensitivity instance.

combine(MarketDataName<?>, UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Combines two or more instances to form a single sensitivity instance.

combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.

combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Merges multiple sets of requirements into a single set.

combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the sum of the two matching inputs.

combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.

combined(FxRateProvider, ImmutableRatesProvider...) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Combines a number of rates providers.

combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains a combined holiday calendar instance.

COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The combined rate, including weighting.

CombinedCurve - Class in com.opengamma.strata.market.curve

A curve formed from two curves, the base curve and the spread curve.

CombinedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CombinedCurve.

CombinedExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named

Combines multiple extended enums into one lookup.

combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging INI files with the specified name.

combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging the specified INI files.

combinedMatrixEqnSolver(double[][], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver

combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Combines this holiday calendar with another.

combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Combines this holiday calendar identifier with another.

combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.ImmutableReferenceData

combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceData

Combines this reference data with another.

combinedWith(CalculationParameters) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Combines this set of parameters with the specified set.

combinedWith(FunctionRequirements) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Combines these requirements with another set.

combinedWith(IniFile) - Method in class com.opengamma.strata.collect.io.IniFile

Combines this file with another.

combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet

Combines this property set with another.

combinedWith(FailureItem...) - Method in class com.opengamma.strata.collect.result.FailureItems

Combines these failure items with other failure items.

combinedWith(FailureItems) - Method in class com.opengamma.strata.collect.result.FailureItems

Combines these failure items with other failure items.

combinedWith(ValueWithFailures<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Combines this instance with another.

combinedWith(Pair<C, D>, BiFunction<? super A, ? super C, ? extends A>, BiFunction<? super B, ? super D, ? extends B>) - Method in class com.opengamma.strata.collect.tuple.Pair

Combines this instance with another.

combinedWith(Triple<Q, R, S>, BiFunction<? super A, ? super Q, ? extends A>, BiFunction<? super B, ? super R, ? extends B>, BiFunction<? super C, ? super S, ? extends C>) - Method in class com.opengamma.strata.collect.tuple.Triple

Combines this instance with another.

combinedWith(ImmutableMarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData

Combines this set of market data with another.

combinedWith(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData

combinedWith(MarketData) - Method in interface com.opengamma.strata.data.MarketData

Combines this market data with another.

combinedWith(ImmutableScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Returns set of market data which combines the data from this set of data with another set.

combinedWith(ScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

combinedWith(ScenarioMarketData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns set of market data which combines the data from this set of data with another set.

combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another cash flow.

combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another one.

combinedWith(RatesCurveGroupDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Combines this definition with another one.

combinedWith(CrossGammaParameterSensitivities) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(UnitParameterSensitivities) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Combines this point sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Combines this sensitivity with another instance.

combinedWith(ImmutableRatesProvider, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Combines this provider with another.

combinedWith(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.PortfolioItemInfo

Combines this info with another.

combinedWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.PositionInfo

combinedWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.TradeInfo

combinedWith(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.FailureItems

Combines these failure items with other failure items.

combineFuturesAsList(List<? extends CompletableFuture<? extends T>>) - Static method in class com.opengamma.strata.collect.Guavate

Converts a list of futures to a single future, combining the values into a list.

combineFuturesAsMap(Map<? extends K, ? extends F>) - Static method in class com.opengamma.strata.collect.Guavate

Converts a map of futures to a single future.

combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combineMaps(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Combines two distinct maps into a single map, throwing an exception for duplicate keys.

combineMaps(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Combines two maps into a single map.

combineMapsOverwriting(Map<? extends K, ? extends V>, Map.Entry<? extends K, ? extends V>...) - Static method in class com.opengamma.strata.collect.Guavate

Combines a map with new entries, choosing the last entry if there is a duplicate key.

combineMapsOverwriting(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Combines two distinct maps into a single map, choosing the key from the second map in case of duplicates.

combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Combines this array and the other array returning a reduced value.

combineReduce(IntArray, IntTernaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray

Combines this array and the other array returning a reduced value.

combineReduce(LongArray, LongTernaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray

Combines this array and the other array returning a reduced value.

combineValuesAsList(Iterable<? extends ValueWithFailures<? extends T>>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Combines separate instances of ValueWithFailure into a single instance, using a list to collect the values.

combineValuesAsSet(Iterable<? extends ValueWithFailures<? extends T>>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Combines separate instances of ValueWithFailure into a single instance, using a set to collect the values.

combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Combines this result with another result.

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Applies a function to the market data in this box and another box and returns a box containing the result.

combineWithDefaults(ReportingCurrency, CalculationParameters) - Method in class com.opengamma.strata.calc.Column

Combines the parameters with another reporting currency and set of parameters.

combining(BiFunction<? super A, ? super A, ? extends A>, BiFunction<? super B, ? super B, ? extends B>) - Static method in class com.opengamma.strata.collect.tuple.Pair

Returns a combiner of pair instances.

combining(BiFunction<? super A, ? super A, ? extends A>, BiFunction<? super B, ? super B, ? extends B>, BiFunction<? super C, ? super C, ? extends C>) - Static method in class com.opengamma.strata.collect.tuple.Triple

Returns a combiner of triple instances.

combiningValues(BinaryOperator<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a BinaryOperator that combines ValueWithFailures objects using the provided combiner function.

COMMONS - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Label for Commons matrix algebra

COMMONS_ALGEBRA - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

CommonsMatrixAlgebra

CommonsMathWrapper - Class in com.opengamma.strata.math.impl.util

Utility class for converting OpenGamma mathematical objects into Commons objects and vice versa.

CommonsMatrixAlgebra - Class in com.opengamma.strata.math.impl.matrix

Provides matrix algebra by using the Commons library.

CommonsMatrixAlgebra() - Constructor for class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

compareKey(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Compares the key of two sensitivities, excluding the point sensitivity value.

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

compareTo(BigMoney) - Method in class com.opengamma.strata.basics.currency.BigMoney

Compares this money to another.

compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency

Compares this currency to another.

compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Compares this currency amount to another.

compareTo(Money) - Method in class com.opengamma.strata.basics.currency.Money

Compares this money to another.

compareTo(MarketTenor) - Method in class com.opengamma.strata.basics.date.MarketTenor

Compares this market tenor to another market tenor.

compareTo(Tenor) - Method in class com.opengamma.strata.basics.date.Tenor

Compares this tenor to another tenor.

compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country

Compares this country to another.

compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Compares this period to another by unadjusted start date, then unadjusted end date.

compareTo(StandardId) - Method in class com.opengamma.strata.basics.StandardId

Compares the external identifiers, sorting alphabetically by scheme followed by value.

compareTo(Decimal) - Method in class com.opengamma.strata.collect.Decimal

compareTo(FixedScaleDecimal) - Method in class com.opengamma.strata.collect.FixedScaleDecimal

compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Compares this point to another.

compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Compares the pair based on the first element followed by the second element.

compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Compares the pair based on the first element followed by the second element.

compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair

Compares the pair based on the first element followed by the second element.

compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple

Compares the triple based on the first element followed by the second element followed by the third element.

compareTo(MarketDataName<?>) - Method in class com.opengamma.strata.data.MarketDataName

Compares this name to another.

compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow

Compares this cash flow to another, first by date, then value.

compareTo(AttributeType<T>) - Method in class com.opengamma.strata.product.AttributeType

Compares this type to another.

compareTo(SwaptionExerciseDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

compareTo(T) - Method in class com.opengamma.strata.collect.TypedString

Compares this type to another.

COMPLETED - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The flag to indicate that the period has completed.

completePosition(CsvRow, EtdFuturePosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Completes the position, potentially parsing additional columns.

completePosition(CsvRow, EtdOptionPosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Completes the position, potentially parsing additional columns.

completePosition(CsvRow, SecurityPosition) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Completes the position, potentially parsing additional columns.

completeTrade(CsvRow, IborCapFloorTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the CapFloor trade, potentially parsing additional columns.

completeTrade(CsvRow, CdsIndexTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the CDS Index trade, potentially parsing additional columns.

completeTrade(CsvRow, CdsTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the CDS trade, potentially parsing additional columns.

completeTrade(CsvRow, TermDepositTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

completeTrade(CsvRow, FraTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FRA trade, potentially parsing additional columns.

completeTrade(CsvRow, FxNdfTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX NDF trade, potentially parsing additional columns.

completeTrade(CsvRow, FxSingleTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX Forward trade, potentially parsing additional columns.

completeTrade(CsvRow, FxSwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX Swap trade, potentially parsing additional columns.

completeTrade(CsvRow, FxVanillaOptionTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX Vanilla Option trade, potentially parsing additional columns.

completeTrade(CsvRow, BulletPaymentTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

completeTrade(CsvRow, SecurityTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

completeTrade(CsvRow, SwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the Swap trade, potentially parsing additional columns.

completeTrade(CsvRow, SwaptionTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the Swaption trade, potentially parsing additional columns.

completeTradeCommon(CsvRow, T) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

composedWith(CalculationFunctions) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with the functions in another.

composedWith(DerivedCalculationFunction<?, ?>...) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.

composedWith(List<DerivedCalculationFunction<?, ?>>) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.

COMPOUNDED - com.opengamma.strata.product.swap.OvernightAccrualMethod

The compounded method.

CompoundedRateType - Enum in com.opengamma.strata.pricer

A compounded rate type.

COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The method of compounding.

COMPOUNDING_METHOD_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the number of compounding per year, as an Integer.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the compounding method to use when there is more than one accrual period, default is 'None'.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

CompoundingMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to compound interest.

computeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the computeJacobian property.

computeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the computeJacobian property.

computeJacobian(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the 'compute Jacobian' flag of the curve group definition.

computePenaltyMatrix(DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Computes penalty matrix.

computePenaltyMatrix(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Computes penalty matrix.

computePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the computePvSensitivityToMarketQuote property.

computePvSensitivityToMarketQuote(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.

computeShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType

Computes the shift amount using appropriate logic for the shift type.

concat(double...) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

concat(int...) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an array that combines this array and the specified array.

concat(long...) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an array that combines this array and the specified array.

concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

concat(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an array that combines this array and the specified array.

concat(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an array that combines this array and the specified array.

concat(MapStream<? extends K, ? extends V>, MapStream<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.MapStream

Creates a stream of map entries whose elements are those of the first stream followed by those of the second stream.

ConcatenatedVectorFunction - Class in com.opengamma.strata.math.impl.function

For the set of $k$ vector functions $f_i: \mathbb{R}^{m_i} \to \mathbb{R}^{n_i} \quad x_i \mapsto f_i(x_i) = y_i$ this forms the function $f: \mathbb{R}^{m} \to \mathbb{R}^{n} \quad x_i \mapsto f(x) = y$ where $n = \sum_{i=1}^k n_i$ and $m = \sum_{i=1}^k m_i$ and $x = (x_1,x_2,\dots,x_k)$ \& $y = (y_1,y_2,\dots,y_k)$.

ConcatenatedVectorFunction(VectorFunction[]) - Constructor for class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

Creates an instance.

concatItemsToList(Iterable<? extends T>, T...) - Static method in class com.opengamma.strata.collect.Guavate

Concatenates a number of items onto a single base list.

concatToList(Iterable<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate

Concatenates a number of iterables into a single list.

concatToSet(Iterable<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate

Concatenates a number of iterables into a single set.

configs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

The meta-property for the configs property.

ConstantContinuousSingleBarrierKnockoutFunction - Class in com.opengamma.strata.pricer.impl.tree

Single barrier knock-out option function.

ConstantContinuousSingleBarrierKnockoutFunction.Meta - Class in com.opengamma.strata.pricer.impl.tree

The meta-bean for ConstantContinuousSingleBarrierKnockoutFunction.

ConstantCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantCurve.

ConstantNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantNodalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for ConstantNodalCurve.

ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantNodalCurve.

ConstantRecoveryRates - Class in com.opengamma.strata.pricer.credit

The constant recovery rate.

ConstantRecoveryRates.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for ConstantRecoveryRates.

ConstantSurface - Class in com.opengamma.strata.market.surface

A surface based on a single constant value.

ConstantSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for ConstantSurface.

ConstrainedCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Cubic spline interpolation based on C.J.C.

ConstrainedCubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator

consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Consumer interface.

contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array contains the specified value.

contains(int) - Method in class com.opengamma.strata.collect.array.IntArray

Checks if this array contains the specified value.

contains(long) - Method in class com.opengamma.strata.collect.array.LongArray

Checks if this array contains the specified value.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if the currency pair contains the supplied currency as either its base or counter.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Checks if this multi-amount contains an amount for the specified currency.

contains(String) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file contains the specified section.

contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set contains the specified key.

contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Checks if this period contains the specified date.

containsAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes

Determines if an attribute associated with the specified type is present.

containsAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.Attributes

Determines if an attribute associated with the specified type is present and its value is equal to the supplied value.

containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Checks if this info contains the specified curve.

containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Checks if this time-series contains a value for the specified date.

containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if the header is present in the file.

containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvIterator

Checks if the header is present in the file.

containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if the header pattern is present in the file.

containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvIterator

Checks if the header pattern is present in the file.

containsHeaders(Collection<String>) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if the headers are present in the file.

containsHeaders(Collection<String>) - Method in class com.opengamma.strata.collect.io.CsvIterator

Checks if the headers are present in the file.

containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.ReferenceData

Checks if this reference data contains a value for the specified identifier.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.ImmutableMarketData

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.MarketData

Checks if this market data contains a value for the specified identifier.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Checks if this market data contains a value for the specified identifier.

contentEquals(ByteSource) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

CONTINUOUS - com.opengamma.strata.pricer.CompoundedRateType

Continuous compounding.

CONTRACT_CODE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

CONTRACT_CODE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

CONTRACT_SIZE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

CONTRACT_SIZE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

contractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the contractCode property.

contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the code of the contract specification as given by the exchange in clearing and margining.

contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the code supplied by the exchange for use in clearing and margining, such as in SPAN.

contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the contractSize property.

contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

The meta-property for the contractSpecId property.

contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the contractSpecId property.

contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

Sets the ID of the contract specification from which this security is derived.

contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the ID of the contract specification from which this security is derived.

contractSpecId(EtdType, ExchangeId, EtdContractCode) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils

Creates an identifier for a contract specification.

convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the convention property.

convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the convention used to the adjust the date if it does not fall on a business day.

convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the underlying Ibor fixing deposit convention.

convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the underlying term deposit convention.

convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the underlying FRA convention.

convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the underlying FX Swap convention.

convention(FixedFloatSwapConvention) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the swap convention that the volatilities are to be used for.

convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the market convention of the swap.

convention(FixedInflationSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

Sets the market convention of the swap.

convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the market convention of the swap.

convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the market convention of the swap.

convention(OvernightIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

Sets the market convention of the swap.

convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the market convention of the swap.

convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the market convention of the swap.

CONVENTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the conversionFactors property.

conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the conversionFactors property.

conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the conversionFactors property.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversion factor for each bond in the basket.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the conversion factor for each bond in the basket.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the conversion factor for each bond in the basket.

convert(double, Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Converts an amount in a currency to an amount in a different currency using this rate.

convert(double, Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Converts an amount in a currency to an amount in a different currency using a rate from this provider.

convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(DoubleArray, Currency, Currency) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Converts an amount in a currency to an amount in a different currency using this rate.

convert(Decimal, Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Converts an amount in a currency to an amount in a different currency using this rate.

convertArray(double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

convertArray(double[][]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business day convention string to a BusinessDayConvention.

convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML date to a LocalDate.

convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML day count string to a DayCount.

convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Money

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment

Converts this payment to an equivalent payment in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow

Converts this cash flow to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows

Converts this collection of cash flows to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.explain.ExplainMap

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

convertedTo(Currency, Decimal) - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, Decimal) - Method in class com.opengamma.strata.basics.currency.Money

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

convertedTo(Currency, ScenarioFxRateProvider) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxConvertible

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, BigDecimal) - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, BigDecimal) - Method in class com.opengamma.strata.basics.currency.Money

Converts this amount to an equivalent amount the specified currency.

convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML frequency string to a Frequency.

convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business center string to a HolidayCalendar.

convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML tenor string to a Tenor.

convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML roll convention string to a RollConvention.

convertSwaptionSensitivity(SwaptionSensitivity) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Convert a SwaptionSensitivity for a expiry, tenor and strike in the associated SABR parameter sensitivities.

CONVEXITY_ADJUSTED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The convexity adjusted rate.

convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the convexity adjustment (to the price) of the Ibor future product.

convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the convexity from the conventional real yield using finite difference approximation.

convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the covexity from the standard yield.

convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the convexity of the fixed coupon bond product from yield.

COP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'COP' - Colombian Peso.

copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Copies this array into the specified array.

copyInto(int[], int) - Method in class com.opengamma.strata.collect.array.IntArray

Copies this array into the specified array.

copyInto(long[], int) - Method in class com.opengamma.strata.collect.array.LongArray

Copies this array into the specified array.

copyOf(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance, copying the array.

copyOf(byte[], int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance by copying part of an array.

copyOf(byte[], int, int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance by copying part of an array.

copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from an array of double.

copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance from a double[][].

copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance from an array of int.

copyOf(int[], int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance by copying part of an array.

copyOf(int[], int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance by copying part of an array.

copyOf(long[]) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance from an array of long.

copyOf(long[], int) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance by copying part of an array.

copyOf(long[], int, int) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance by copying part of an array.

copyOf(Collection<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from a collection of Double.

copyOf(Collection<Integer>) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance from a collection of Integer.

copyOf(Collection<Long>) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance from a collection of Long.

copyTo(CharSink) - Method in class com.opengamma.strata.collect.io.StringCharSource

copyTo(OutputStream) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

copyTo(Appendable) - Method in class com.opengamma.strata.collect.io.StringCharSource

CORRECT - com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

The mathematically correct formula.

CORRELATION - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a correlation - 'CORRELATION'.

correlationByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

correlationByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

correlationByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

count() - Method in class com.opengamma.strata.collect.MapStream

counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

The meta-property for the counterCurrencyDiscountFactors property.

counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the counterCurrencyPayment property.

counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

The meta-property for the counterCurrencyPayment property.

counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the counterparty property.

counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the counterparty identifier, optional.

countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

Country - Class in com.opengamma.strata.basics.location

A country or territory.

COUPON - com.opengamma.strata.product.cms.CmsPeriodType

CMS coupon.

couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the coupon equivalent of a swap leg.

CoxRossRubinsteinLatticeSpecification - Class in com.opengamma.strata.pricer.impl.tree

Cox-Ross-Rubinstein lattice specification.

CoxRossRubinsteinLatticeSpecification() - Constructor for class com.opengamma.strata.pricer.impl.tree.CoxRossRubinsteinLatticeSpecification

CPTY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

CPTY_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

create(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds a set of market data.

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Creates accrual periods based on the specified schedule.

createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of adjusted dates in the schedule.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Invoked to create the aggregate result when the individual calculations are complete.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.ResultsListener

createCap(LocalDate, LocalDate, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Creates a standard cap from start date, end date and strike.

createCurveMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Creates curve metadata.

createFullInitialValues() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Create initial values for all the curve parameters.

createFullTransform(ParameterLimitsTransform[]) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Creates the transformation definition for all the curve parameters.

createFuture(YearMonth, EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Creates a future security based on this contract specification.

createFxIndex(CurrencyPair) - Static method in interface com.opengamma.strata.basics.index.FxIndex

Creates a FX index for the provided currency pair.

createGroupId(ObservableSource) - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition

Creates an identifier that can be used to resolve this definition.

createGroupId(ObservableSource) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

createMetadata(RawOptionData) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Creates surface metadata.

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

createMultiScenario(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

createMultiScenario(MarketDataRequirements, MarketDataConfig, ScenarioMarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

createOption(YearMonth, EtdVariant, int, PutCall, double) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Creates an option security based on this contract specification.

createOption(YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Creates an option security based on this contract specification.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface

Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface

Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates a position based on this security from a long and short quantity.

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates a position based on this security from a net quantity.

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Creates a position based on this convention.

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Creates a position based on this convention.

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

Creates the associated product, which simply returns this.

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates the product associated with this security.

createRateComputation(LocalDate) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Creates a rate observation where the start index value is known.

createSabrParameterCurve(List<CurveMetadata>, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Creates the parameter curves with parameter node values.

createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Creates curve metadata for SABR parameters.

createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Creates curve metadata for SABR parameters.

createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Creates an instance of the scenario market data object from a box containing data of the same underlying type.

createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the schedule from the definition, see PeriodicSchedule.createSchedule(ReferenceData, boolean).

createSchedule(ReferenceData, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the schedule from the definition.

createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Creates the payment schedule based on the accrual schedule.

createTicMic(String, String) - Static method in class com.opengamma.strata.basics.StandardSchemes

Creates a TICMIC identifier.

createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.

createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade based on the trade date and the IMM date logic.

createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate

Creates a trade based on this template.

createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate

Creates a trade based on this template.

createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.

createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade based on the trade date, start date and the IMM date logic.

createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with upfront fee from trade date, start date and end date.

createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade from trade date, start date and end date.

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates a trade based on this security.

createTrade(LocalDate, MarketTenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.

createTrade(LocalDate, MarketTenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.

createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, SecurityId, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Deprecated.

Use IborFutureTemplate.createTrade(LocalDate, SecurityId, double, double, ReferenceData)

createTrade(LocalDate, SecurityId, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Creates a trade based on this template.

createTrade(LocalDate, SecurityId, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Creates a trade based on this template.

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention, using the index tenor to define the end of the FRA.

createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention, specifying the end of the FRA.

createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of unadjusted dates in the schedule.

createUnadjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of unadjusted dates in the schedule.

createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

CreditCouponPaymentPeriod - Class in com.opengamma.strata.product.credit

A period over which a fixed coupon is paid.

CreditCouponPaymentPeriod.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CreditCouponPaymentPeriod.

CreditCouponPaymentPeriod.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CreditCouponPaymentPeriod.

creditCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

The meta-property for the creditCurves property.

creditCurves(Map<Pair<StandardId, Currency>, LegalEntitySurvivalProbabilities>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

Sets the credit curves.

CreditCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.credit

Point sensitivity to the zero hazard rate curve.

CreditCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for CreditCurveZeroRateSensitivity.

CreditDiscountFactors - Interface in com.opengamma.strata.pricer.credit

Provides access to discount factors for a single currency.

CreditMeasures - Class in com.opengamma.strata.measure.credit

The standard set of credit measures that can be calculated by Strata.

CreditRatesMarketData - Interface in com.opengamma.strata.measure.credit

Market data for credit products.

CreditRatesMarketDataLookup - Interface in com.opengamma.strata.measure.credit

The lookup that provides access to credit rates in market data.

creditRatesProvider() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the credit rates provider.

creditRatesProvider(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Obtains credit rates provider based on the specified market data.

CreditRatesProvider - Interface in com.opengamma.strata.pricer.credit

The rates provider, used to calculate analytic measures.

CreditRatesScenarioMarketData - Interface in com.opengamma.strata.measure.credit

Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.

cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Finds the currency pair that is a cross between this pair and the other pair.

crossGamma(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless cross gamma.

crossGamma(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the cross gamma.

CrossGammaParameterSensitivities - Class in com.opengamma.strata.market.param

The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CrossGammaParameterSensitivities.

CrossGammaParameterSensitivity - Class in com.opengamma.strata.market.param

The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CrossGammaParameterSensitivity.

crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate

Derives an FX rate from two related FX rates.

crossRates(FxRateScenarioArray) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Derives a set of FX rates from these rates and another set of rates.

CS01_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.

CS01_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a 1 bps shift in credit spread.

CSV - com.opengamma.strata.report.framework.format.ReportOutputFormat

The CSV format.

CsvFile - Class in com.opengamma.strata.collect.io

A CSV file.

CsvIterator - Class in com.opengamma.strata.collect.io

Iterator over the rows of a CSV file.

CsvLoaderColumns - Class in com.opengamma.strata.loader.csv

Column names for CSV files.

CsvLoaderUtils - Class in com.opengamma.strata.loader.csv

CSV information resolver helper.

CsvOutput - Class in com.opengamma.strata.collect.io

Outputs a CSV formatted file.

CsvOutput.CsvRowOutputWithHeaders - Class in com.opengamma.strata.collect.io

Class used when outputting CSV with headers.

CsvRow - Class in com.opengamma.strata.collect.io

A row in a CSV file.

CsvWriterUtils - Class in com.opengamma.strata.loader.csv

Groups several utilities methods for CsvPlugins

CubicRealRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Root finder that calculates the roots of a cubic equation using CubicRootFinder and returns only the real roots.

CubicRealRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder

CubicRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Class that calculates the roots of a cubic equation.

CubicRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.CubicRootFinder

CubicSplineClampedSolver - Class in com.opengamma.strata.math.impl.interpolation

Solves cubic spline problem with clamped endpoint conditions, where the first derivative is specified at endpoints.

CubicSplineClampedSolver(double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver

Constructor for a multi-dimensional problem.

CubicSplineClampedSolver(double, double) - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver

Constructor for a one-dimensional problem.

CubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

C2 cubic spline interpolator with Clamped/Not-A-Knot endpoint conditions.

CubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator

CubicSplineNakSolver - Class in com.opengamma.strata.math.impl.interpolation

Solves cubic spline problem with Not-A-Knot endpoint conditions, where the third derivative at the endpoints is the same as that of their adjacent points.

CubicSplineNakSolver() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver

CubicSplineNaturalSolver - Class in com.opengamma.strata.math.impl.interpolation

Solves cubic spline problem with natural endpoint conditions, where the second derivative at the endpoints is 0.

CubicSplineNaturalSolver() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver

currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

The meta-property for the currencies property.

currencies(Currency...) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the currencies property in the builder from an array of objects.

currencies(Set<Currency>) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the currencies of the item.

currency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the currency of the leg.

currency(Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the currency of the sensitivity.

currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the currency of the leg associated with the notional.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the currency of the leg associated with the notional.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the currency of the CDS.

currency(Currency) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the currency of the CDS index.

currency(Currency) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the currency of the CDS.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the primary currency, defaulted to the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the primary currency, defaulted to the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the currency that the future is traded in, defaulted from the index if not set.

currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the currency that the option is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the currency that the future is traded in, defaulted from the index if not set.

currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the currency of the swap leg.

currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the currency of the swap leg associated with the notional.

currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the leg currency.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

Currency - Class in com.opengamma.strata.basics.currency

A unit of currency.

CURRENCY - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

CURRENCY_1_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

CURRENCY_2_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurrencyAmount.

CURRENCY_CONVERSION - com.opengamma.strata.collect.result.FailureReason

Currency conversion failed.

CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the currency exposure of the calculation target.

CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurrencyParameterSensitivity.

CurrencyAmount - Class in com.opengamma.strata.basics.currency

An amount of a currency.

CurrencyAmountArray - Class in com.opengamma.strata.basics.currency

An array of currency amounts with the same currency.

CurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for CurrencyAmountArray.

CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a currency amount.

CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

currencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

The meta-property for the currencyConvertible property.

currencyExposure(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Calculates the currency exposure.

currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Computes the currency exposure.

currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the currency exposure of a bill trade.

currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade.

currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade from the current option price.

currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade.

currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the currency exposure of the bond product.

currencyExposure(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade.

currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade.

currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the currency exposure of the Ibor cap/floor product.

currencyExposure(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the currency exposure of the Ibor cap/floor trade.

currencyExposure(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Calculates the currency exposure of the product.

currencyExposure(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the currency exposure of the product.

currencyExposure(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Calculates the currency exposure of the trade.

currencyExposure(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the currency exposure of the trade.

currencyExposure(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the currency exposure.

currencyExposure(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Calculates the currency exposure of the deliverable swap futures trade.

currencyExposure(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the currency exposure of the FRA trade.

currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the currency exposure of the FX swap product.

currencyExposure(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the currency exposure of the FX barrier option product.

currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the currency exposure of the FX barrier option product.

currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the currency exposure of the FX barrier option product.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the currency exposure of the FX barrier option trade.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Calculates the currency exposure of the FX barrier option trade.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Calculates the currency exposure of the foreign exchange vanilla option product.

currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the currency exposure of the foreign exchange vanilla option product.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Calculates the currency exposure of the FX vanilla option trade.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the currency exposure of the FX vanilla option trade.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the currency exposure of the Ibor future trade.

currencyExposure(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the currency exposure of the bullet payment trade.

currencyExposure(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

currencyExposure(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

currencyExposure(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

currencyExposure(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the currency exposure of the swap leg.

currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the currency exposure of the swap product.

currencyExposure(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the currency exposure of the swap trade.

currencyExposure(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

currencyExposure(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the currency exposure of the swaption product.

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Computes the currency exposure of the swaption.

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Computes the currency exposure of the swaption.

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Computes the currency exposure of the swaption.

currencyExposure(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the currency exposure of a single payment event.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the currency exposure of a single payment period.

currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade.

currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade with z-spread.

currencyExposureWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the currency exposure of a bill trade with z-spread.

currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade with z-spread.

currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the currency exposure of the bond product with z-spread.

currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade with z-spread.

currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade with z-spread.

currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the currency pair.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the currencyPair.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the currency pair.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the currency pair associated with the convention.

CurrencyPair - Class in com.opengamma.strata.basics.currency

An ordered pair of currencies, such as 'EUR/USD'.

CurrencyParameterSensitivities - Class in com.opengamma.strata.market.param

Currency-based parameter sensitivity for parameterized market data, such as curves.

CurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CurrencyParameterSensitivities.

CurrencyParameterSensitivitiesBuilder - Class in com.opengamma.strata.market.param

Builder for CurrencyParameterSensitivities.

CurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against currency parameter sensitivities.

CurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator

CurrencyParameterSensitivity - Class in com.opengamma.strata.market.param

Currency-based parameter sensitivity for parameterized market data, such as a curve.

CurrencyParameterSensitivity.Builder - Class in com.opengamma.strata.market.param

The bean-builder for CurrencyParameterSensitivity.

CurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CurrencyParameterSensitivity.

CurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Token evaluator for currency parameter sensitivity.

CurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator

CurrencyScenarioArray - Class in com.opengamma.strata.data.scenario

A currency-convertible scenario array for a single currency, holding one amount for each scenario.

CurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for CurrencyScenarioArray.

CURRENT_CASH - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the current cash of the calculation target.

currentCash(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Calculates the current cash.

currentCash(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedBillTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the current cash of a bill trade.

currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the current cash of the bond product.

currentCash(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the current cash of the bond trade.

currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the current cash of the fixed coupon bond trade.

currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the current cash of the Ibor cap/floor leg.

currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the current cash of the Ibor cap/floor product.

currentCash(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the current cash of the Ibor cap/floor trade.

currentCash(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer

Calculates the current cash of the leg.

currentCash(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the current cash of the leg.

currentCash(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Calculates the current cash of the product.

currentCash(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the current cash of the product.

currentCash(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the current cash.

currentCash(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the current cash of the FRA trade.

currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the current cash of the NDF product.

currentCash(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the current cash.

currentCash(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the current cash of the FX swap product.

currentCash(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the current of the FX barrier option trade.

currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Calculates the current of the FX barrier option trade.

currentCash(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the current of the FX vanilla option trade.

currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Calculates the current of the FX vanilla option trade.

currentCash(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the current cash of the bullet payment trade.

currentCash(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates current cash for a single set of market data.

currentCash(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

currentCash(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

currentCash(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

currentCash(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the current cash of the swap leg.

currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the current cash of the swap product.

currentCash(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the current cash of the swap trade.

currentCash(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

currentCash(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

currentCash(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the current cash of a single payment event.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the current cash of a single payment period.

curve() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the curve property.

curve(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Creates the ISDA compliant curve.

curve(Curve) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

Sets the Black volatility curve.

curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Creates the curve from an array of parameter values.

curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Curve - Interface in com.opengamma.strata.market.curve

A curve that maps a double x-value to a double y-value.

curveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

CurveDefinition - Interface in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a curve.

curveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the curveDefinitions property.

CurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator

Interface for extrapolators which extrapolate beyond the ends of a curve.

CurveExtrapolators - Class in com.opengamma.strata.market.curve.interpolator

The standard set of curve extrapolators.

CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity

Computes the gamma-related values for the rates curve parameters.

CurveGroup - Interface in com.opengamma.strata.market.curve

A group of curves.

CurveGroupDefinition - Interface in com.opengamma.strata.market.curve

The definition of how to calibrate a group of curves.

CurveGroupName - Class in com.opengamma.strata.market.curve

The name of a curve group.

CurveId - Class in com.opengamma.strata.market.curve

An identifier used to access a curve by name.

CurveInfoType<T> - Class in com.opengamma.strata.market.curve

The type that provides meaning to additional curve information.

CurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator

Interface for interpolators that interpolate between points on a curve.

CurveInterpolators - Class in com.opengamma.strata.market.curve.interpolator

The standard set of curve interpolators.

CurveMarketDataFunction - Class in com.opengamma.strata.measure.curve

Market data function that locates a curve by name.

CurveMarketDataFunction() - Constructor for class com.opengamma.strata.measure.curve.CurveMarketDataFunction

curveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

The meta-property for the curveMetadata property.

curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

Sets the metadata for the curve.

CurveMetadata - Interface in com.opengamma.strata.market.curve

Metadata about a curve and curve parameters.

curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the curveName property.

curveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the curveName property.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the curve name.

curveName(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

CurveName - Class in com.opengamma.strata.market.curve

The name of a curve.

CurveNode - Interface in com.opengamma.strata.market.curve

A node in the configuration specifying how to calibrate a curve.

CurveNodeClashAction - Enum in com.opengamma.strata.market.curve

The action to perform when the dates of two curve nodes clash.

CurveNodeDate - Class in com.opengamma.strata.market.curve

The date of the curve node.

CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveNodeDate.

CurveNodeDateOrder - Class in com.opengamma.strata.market.curve

The date order rules to apply to a pair of curve nodes.

CurveNodeDateOrder.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveNodeDateOrder.

CurveNodeDateType - Enum in com.opengamma.strata.market.curve

The types of curve node date.

curveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the curveNodes property.

CurveParallelShifts - Class in com.opengamma.strata.market.curve

Perturbation which applies a parallel shift to a curve.

CurveParallelShifts.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParallelShifts.

CurveParameterSize - Class in com.opengamma.strata.market.curve

The curve name and number of parameters.

CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParameterSize.

Curves - Class in com.opengamma.strata.market.curve

Helper for creating common types of curves.

CurveSensitivities - Class in com.opengamma.strata.market.sensitivity

Sensitivity to a set of curves, used to pass risk into calculations.

CurveSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for CurveSensitivities.

CurveSensitivitiesBuilder - Class in com.opengamma.strata.market.sensitivity

Builder for CurveSensitivities.

CurveSensitivitiesType - Class in com.opengamma.strata.market.sensitivity

The type of curve sensitivities.

CurveSensitivityUtils - Class in com.opengamma.strata.pricer.sensitivity

Utilities to transform sensitivities.

curveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the curveValuationDate property.

CUSIP_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for CUSIPs, the North American numbering system.

CZ - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'CZ' - Czech Republic.

CZK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CZK' - Czeck Krona.

CZK_PRIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CZK-PRIBOR.

CZK_PRIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month PRIBOR index.

CZK_PRIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month PRIBOR index.

CZK_PRIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week PRIBOR index.

CZK_PRIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month PRIBOR index.

CZK_PRIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 week PRIBOR index.

CZK_PRIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month PRIBOR index.

CZK_PRIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month PRIBOR index.

CZK_PRIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 9 month PRIBOR index.

CZPR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.

D

DAILY - com.opengamma.strata.product.etd.EtdExpiryType

The ETD expires on a specified day-of-month.

DAILY_MARGIN - com.opengamma.strata.product.option.FutureOptionPremiumStyle

The "DailyMargin" style, used where the option has daily margining.

data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the data property.

data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the data property.

data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the calculation results.

data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the cashflow data table.

data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets market data of a specific type.

data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Gets market data of a specific type.

data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityAlpha property.

dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityAlpha property.

dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityAlpha property.

dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityAlpha property in the builder from an array of objects.

dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityAlpha property in the builder from an array of objects.

dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Alpha parameters to the raw data used for calibration.

dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Alpha parameters to the raw data used for calibration.

dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityBeta property.

dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityBeta property.

dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityBeta property.

dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityBeta property in the builder from an array of objects.

dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityBeta property in the builder from an array of objects.

dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Beta parameters to the raw data used for calibration.

dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Beta parameters to the raw data used for calibration.

dataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityNu property.

dataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityNu property.

dataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityNu property.

dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityNu property in the builder from an array of objects.

dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityNu property in the builder from an array of objects.

dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Nu parameters to the raw data used for calibration.

dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Nu parameters to the raw data used for calibration.

dataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityRho property.

dataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityRho property.

dataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityRho property.

dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityRho property in the builder from an array of objects.

dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityRho property in the builder from an array of objects.

dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Rho parameters to the raw data used for calibration.

dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Rho parameters to the raw data used for calibration.

date() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the date property.

date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets the date that the payment is made.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

Sets the date that the payment is made.

date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the date of the schedule period boundary at which the change occurs.

date(LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a date to a string.

date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Calculates the date associated with the node.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Calculates the date associated with the node.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

DATE - com.opengamma.strata.report.framework.format.FormatCategory

Date types.

DATE_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DATE_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DateAdjuster - Interface in com.opengamma.strata.basics.date

Functional interface that can adjust a date.

DateAdjusters - Class in com.opengamma.strata.basics.date

Date adjusters that perform useful operations on LocalDate.

dateDefinition() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

The meta-property for the dateDefinition property.

DatedParameterMetadata - Interface in com.opengamma.strata.market.param

Parameter metadata that specifies a date.

dateMatching(YearMonth) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the date in the sequence that corresponds to the specified year-month.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

datePeriod(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a date range to a period string.

dateRange(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a date range to a string.

dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the dates of this time-series.

dates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

The meta-property for the dates property.

dates(SwaptionExerciseDate...) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

Sets the dates property in the builder from an array of objects.

dates(List<SwaptionExerciseDate>) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

Sets an explicit list of exercise dates.

DatesCdsTemplate - Class in com.opengamma.strata.product.credit.type

A template for creating credit default swap trades.

DatesCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type

The meta-bean for DatesCdsTemplate.

dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

The meta-property for the dateSequence property.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

Sets the sequence of dates that the future is based on.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

Sets the sequence of dates that the future is based on.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the sequence of dates that the future is based on.

DateSequence - Interface in com.opengamma.strata.basics.date

A series of dates identified by name.

DateSequences - Class in com.opengamma.strata.basics.date

Constants and implementations for standard date sequences.

DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day1' roll convention which adjusts the date to day-of-month 1.

DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day10' roll convention which adjusts the date to day-of-month 10.

DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day11' roll convention which adjusts the date to day-of-month 11.

DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day12' roll convention which adjusts the date to day-of-month 12.

DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day13' roll convention which adjusts the date to day-of-month 13

DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day14' roll convention which adjusts the date to day-of-month 14.

DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day15' roll convention which adjusts the date to day-of-month 15.

DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day16' roll convention which adjusts the date to day-of-month 16.

DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day17' roll convention which adjusts the date to day-of-month 17.

DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day18' roll convention which adjusts the date to day-of-month 18.

DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day19' roll convention which adjusts the date to day-of-month 19.

DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day2' roll convention which adjusts the date to day-of-month 2.

DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day20' roll convention which adjusts the date to day-of-month 20.

DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day21' roll convention which adjusts the date to day-of-month 21.

DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day22' roll convention which adjusts the date to day-of-month 22.

DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day23' roll convention which adjusts the date to day-of-month 23.

DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day24' roll convention which adjusts the date to day-of-month 24.

DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day25' roll convention which adjusts the date to day-of-month 25.

DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day26' roll convention which adjusts the date to day-of-month 26.

DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day27' roll convention which adjusts the date to day-of-month 27.

DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day28' roll convention which adjusts the date to day-of-month 28.

DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day29' roll convention which adjusts the date to day-of-month 29.

DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day3' roll convention which adjusts the date to day-of-month 3.

DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day30' roll convention which adjusts the date to day-of-month 30.

DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day4' roll convention which adjusts the date to day-of-month 4.

DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day5' roll convention which adjusts the date to day-of-month 5.

DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day6' roll convention which adjusts the date to day-of-month 6.

DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day7' roll convention which adjusts the date to day-of-month 7.

DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day8' roll convention which adjusts the date to day-of-month 8.

DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day9' roll convention which adjusts the date to day-of-month 9.

DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the DayCount.

DAY_COUNT - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType

Key used to access information about the DayCount.

DAY_COUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayFri' roll convention which adjusts the date to be Friday.

DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayMon' roll convention which adjusts the date to be Monday.

DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySat' roll convention which adjusts the date to be Saturday.

DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySun' roll convention which adjusts the date to be Sunday.

DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayThu' roll convention which adjusts the date to be Thursday.

DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayTue' roll convention which adjusts the date to be Tuesday.

DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayWed' roll convention which adjusts the date to be Wednesday.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.Bill.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the day count, optional.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the day count, optional.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the dayCount.

dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the day count convention used for the expiry.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the day count to measure the time.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets the day count to measure the time in the expiry dimension.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the day count to measure the time in the expiry dimension.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the day count to measure the time in the expiry dimension.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.Bill.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the day count of the period.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

DayCount - Interface in com.opengamma.strata.basics.date

A convention defining how to calculate fractions of a year.

DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date

Information about the schedule necessary to calculate the day count.

dayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

The meta-property for the dayCountDays property.

dayCountDays(Integer) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

Sets the number of days in the calculation period.

DayCounts - Class in com.opengamma.strata.basics.date

Constants and implementations for standard day count conventions.

days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the days property.

days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the number of days to be added.

days(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Calculates the number of days between the specified dates using the rules of this day count.

DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The actual number of days between the start and end dates.

DaysAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a period of days.

DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for DaysAdjustment.

DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for DaysAdjustment.

daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the number of business days between two dates.

daysBetween(LocalDate, LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

DE - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DE' - Germany.

DE_BONDS - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

German bonds.

decimal() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

Gets the underlying decimal.

Decimal - Class in com.opengamma.strata.collect

A decimal number, similar to BigDecimal, but optimized for the needs of finance.

decode(ByteSourceCodec) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Decodes the byte source.

Decomposition<R extends DecompositionResult> - Interface in com.opengamma.strata.math.linearalgebra

Base interface for matrix decompositions, such as SVD and LU.

DecompositionFactory - Class in com.opengamma.strata.math.impl.linearalgebra

Factory class for different types of decompositions.

DecompositionResult - Interface in com.opengamma.strata.math.linearalgebra

Contains the results of matrix decomposition.

decryptZip(BeanByteSource, String) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Provides a new source that decrypts the specified source ZIP.

DEFAULT - com.opengamma.strata.product.swap.FixedAccrualMethod

The default method.

DEFAULT - Static variable in class com.opengamma.strata.market.curve.CurveNodeDateOrder

The default instance, that throws an exception if the node is on the same date or before another node.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Default implementation with UFR = 4.2%

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.ExcelInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.IndexAboveQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.MidwayInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.NearestIndexQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.SampleInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneNearestIndexQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillMeasureCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fra.FraTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrOvernightInArrearsCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityOvernightInArrearsCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

The default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Default implementation with q = 1;

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

The default instance of the class.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

Default instance.

DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig

The default absolute tolerance for the root finder.

DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig

The default maximum number of steps for the root finder.

DEFAULT_OPTION_VERSION_NUMBER - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Default version used as an option might not specify a version number.

DEFAULT_POSITION_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils

Default scheme for positions.

DEFAULT_POSITIVITY_THRESHOLD - Static variable in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

In the decomposition, the positivity of the matrix is checked.

DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig

The default relative tolerance for the root finder.

DEFAULT_SECURITY_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils

Default scheme for securities.

DEFAULT_SEED - Static variable in class com.opengamma.strata.math.impl.cern.MersenneTwister

DEFAULT_SYMMETRY_THRESHOLD - Static variable in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

The input matrix symmetry is checked.

DEFAULT_TRADE_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils

Default scheme for trades.

defaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the default calendar for a currency.

defaultByCurrencyPair(CurrencyPair) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the default calendar for a pair of currencies.

defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

The meta-property for the defaultConfigs property.

DefaultCurveMetadata - Class in com.opengamma.strata.market.curve

Default metadata for a curve.

DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DefaultCurveMetadata.

DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve

Builder for curve metadata.

defaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

The meta-property for the defaulted property.

defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the defaultFixedLegDayCount property.

defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the defaultFixedLegDayCount property.

defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the default day count convention for the associated fixed leg.

defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the default day count convention for the associated fixed leg.

defaultIborIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the default Ibor index for a currency.

defaultingReferenceData(ReferenceData) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars

Decorates a ReferenceData instance such that all requests for a HolidayCalendarId will return a value.

defaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

The meta-property for the defaultLocalTime property.

defaultOvernightIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the default Overnight index for a currency.

DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface

Default metadata for a surface.

DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DefaultSurfaceMetadata.

DefaultSurfaceMetadataBuilder - Class in com.opengamma.strata.market.surface

Builder for surface metadata.

deformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

The meta-property for the deformationFunction property.

deformationFunction(Function<DoublesPair, ValueDerivatives>) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

Sets the deformation function.

DeformedSurface - Class in com.opengamma.strata.market.surface

The deformed surface.

DeformedSurface.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for DeformedSurface.

DeformedSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DeformedSurface.

DEFR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.

deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the deliveryBasket property.

deliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the deliveryBasket property.

deliveryBasket(FixedCouponBond...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the deliveryBasket property in the builder from an array of objects.

deliveryBasket(ResolvedFixedCouponBond...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the deliveryBasket property in the builder from an array of objects.

deliveryBasket(List<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the basket of deliverable bonds.

deliveryBasket(List<ResolvedFixedCouponBond>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the basket of deliverable bonds.

deliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the deliveryBasketIds property.

deliveryBasketIds(SecurityId...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the deliveryBasketIds property in the builder from an array of objects.

deliveryBasketIds(List<SecurityId>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the basket of deliverable bonds.

deliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

The meta-property for the deliveryDate property.

deliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

The meta-property for the deliveryDate property.

deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

Sets the delivery date.

deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

Sets the delivery date.

delta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

The meta-property for the delta property.

delta(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward driftless delta.

delta(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the spot delta.

delta(double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the delta.

delta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the delta of the FX barrier option product.

delta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the delta of the foreign exchange vanilla option product.

DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on absolute delta.

DELTA_AMOUNT - com.opengamma.strata.basics.value.ValueAdjustmentType

Calculates the result by treating the modifying value as a delta, adding it to the base value.

DELTA_MULTIPLIER - com.opengamma.strata.basics.value.ValueAdjustmentType

Calculates the result by treating the modifying value as a multiplication factor, adding it to the base value.

deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product.

deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product based on the price of the underlying future.

deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product.

deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product based on the price of the underlying future.

DeltaStrike - Class in com.opengamma.strata.market.option

A strike based on absolute delta.

DeltaStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for DeltaStrike.

DepositIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve

An ISDA compliant curve node whose instrument is a term deposit.

DepositIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for DepositIsdaCreditCurveNode.

DepositIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DepositIsdaCreditCurveNode.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the depositPeriod property.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the depositPeriod property.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the period between the start date and the end date.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the period between the start date and the end date.

derivative() - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

Returns a function that calculates the first derivative.

derivative() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Returns the derivative of this polynomial (also a polynomial), where $$ \begin{align*} P'(x) = a_1 + 2 a_2 x + 3 a_3 x^2 + 4 a_4 x^3 + \dots + n a_n x^{n-1} \end{align*} $$.

derivative(FiniteDifferenceType, double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

Returns a function that calculates the first derivative.

derivative(ResolvedTrade, RatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Calculates the sensitivity with respect to the rates provider.

DERIVATIVE - com.opengamma.strata.product.etd.EtdSettlementType

Derivative.

derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the derivativeFunction property.

derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the derivativeFunction property.

derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the derivative function.

derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the derivative function.

DerivedCalculationFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner

A derived calculation function calculates one measure using the measures calculated by another function.

Described - Interface in com.opengamma.strata.collect.named

A described instance.

description() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the description property.

description(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the description of the contract specification.

description(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the description of the item.

DESCRIPTION - Static variable in class com.opengamma.strata.product.AttributeType

Key used to access the description.

DESCRIPTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

deserialize(Class<T>) - Method in class com.opengamma.strata.collect.io.SerializedValue

Deserializes the value.

DESERIALIZER - Static variable in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

The deserializer, for compatibility.

DESERIALIZER - Static variable in class com.opengamma.strata.product.fx.FxSingle

The deserializer, for compatibility.

detachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the detachmentDate property.

detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the detachmentDate property.

detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the detachment date.

detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the detachment date.

diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns the diagonal part of the sensitivity values.

diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the diagonal part of the sensitivity as CurrencyParameterSensitivity.

diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains a diagonal matrix from the specified array.

Diff - Class in com.opengamma.strata.math.impl.util

Computes the numerical difference between adjacent elements in vector.

differentiate(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the first derivatives.

differentiate(PiecewisePolynomialResult, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the first derivatives.

differentiate(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

This computes the second derivative of a vector field, which is a rank 3 tensor field.

differentiate(Function<DoubleArray, DoubleArray>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, DoubleArray>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

differentiate(Function<DoubleArray, DoubleMatrix>) - Method in class com.opengamma.strata.math.impl.differentiation.MatrixFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, DoubleMatrix>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.MatrixFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, Double>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, Double>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator

differentiate(Function<Double, Double>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator

differentiate(Function<Double, Double>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator

differentiate(Function<Double, Double>, Function<Double, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator

differentiate(Function<Double, Double>, Function<Double, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator

differentiate(Function<S, T>) - Method in interface com.opengamma.strata.math.impl.differentiation.Differentiator

Provides a function that performs the differentiation.

differentiate(Function<S, T>, Function<S, Boolean>) - Method in interface com.opengamma.strata.math.impl.differentiation.Differentiator

Provides a function that performs the differentiation.

differentiateCross(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the cross derivative.

differentiateCross(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the cross derivative.

differentiateFull(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

Differentiate.

differentiateNoCross(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

Computes the second derivative of a vector field, without cross derivatives.

differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateTwice(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the second derivatives.

differentiateTwice(PiecewisePolynomialResult, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the second derivatives.

differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateTwiceX0(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateTwiceX0(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateTwiceX1(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateTwiceX1(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateX0(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

differentiateX0(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

differentiateX1(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

differentiateX1(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

Differentiator<S,T,U> - Interface in com.opengamma.strata.math.impl.differentiation

Given a one-dimensional function (see Function), returns a function that calculates the gradient.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the number of dimensions of this array.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of dimensions of this matrix.

dimensions() - Method in class com.opengamma.strata.collect.array.IntArray

Gets the number of dimensions of this array.

dimensions() - Method in class com.opengamma.strata.collect.array.LongArray

Gets the number of dimensions of this array.

dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix

Gets the number of dimensions of the matrix.

dimensions() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

DirectIborCapletFloorletFlatVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor

Caplet volatilities calibration to cap volatilities.

DirectIborCapletFloorletFlatVolatilityDefinition - Class in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

DirectIborCapletFloorletFlatVolatilityDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for DirectIborCapletFloorletFlatVolatilityDefinition.

DirectIborCapletFloorletFlatVolatilityDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for DirectIborCapletFloorletFlatVolatilityDefinition.

DirectIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor

Caplet volatilities calibration to cap volatilities.

DirectIborCapletFloorletVolatilityDefinition - Class in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

DirectIborCapletFloorletVolatilityDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for DirectIborCapletFloorletVolatilityDefinition.

DirectIborCapletFloorletVolatilityDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for DirectIborCapletFloorletVolatilityDefinition.

DIRECTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DIRTY - com.opengamma.strata.pricer.common.PriceType

Dirty price.

DIRTY_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the dirty price of a coupon bond.

dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.

dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price of the bond security.

dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price of the bond security with z-spread.

dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price sensitivity of the bond security.

dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price sensitivity of the bond security with z-spread.

dirtyPriceFromCleanPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.

dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond.

dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date.

dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.

dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond with z-spread.

dirtyPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the dirty price from the conventional real yield.

dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the dirty price from the standard yield.

dirtyPriceFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from yield.

dirtyPriceFromYieldAd(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from yield and its derivative wrt to the yield.

dirtyPriceSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond product.

dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.

dirtyRealPriceFromCleanRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty real price of the bond from its settlement date and clean real price.

DISCOUNT - com.opengamma.strata.product.bond.BillYieldConvention

Discount.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The discount factor, typically derived from a curve.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a discount factor - 'DiscountFactor'.

DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Discount factor linear right extrapolator for zeor rates.

DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Discount factor quadratic left extrapolator for zero rates.

discountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the discountCurrencies property.

discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the discountCurrencies property in the builder from an array of objects.

discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the currencies for which the curve provides discount rates.

discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a discount curve to the provider.

discountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the discountCurves property.

discountCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

The meta-property for the discountCurves property.

discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the discountCurves property.

discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds discount curves to the provider.

discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the discount curves in the group, keyed by currency.

discountCurves(Map<Currency, CreditDiscountFactors>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

Sets the discounting curves.

discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the discountFactor property.

discountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

The meta-property for the discountFactor property.

discountFactor(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the discount factor for specified year fraction.

discountFactor(double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

discountFactor(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for specified year fraction.

discountFactor(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factor applicable for a currency.

discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the discount factor for the specified date.

discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for the specified date.

discountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factors for a currency.

discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Gets the discount factors for a currency.

discountFactors(Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

DiscountFactors - Interface in com.opengamma.strata.pricer

Provides access to discount factors for a single currency.

discountFactorTimeDerivative(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Returns the discount factor derivative with respect to the year fraction or time.

discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

discountFactorWithSpread(double, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for the specified year fraction with z-spread.

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for the specified date with z-spread.

DiscountFxForwardRates - Class in com.opengamma.strata.pricer.fx

Provides access to discount factors for currencies.

DiscountFxForwardRates.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for DiscountFxForwardRates.

DiscountIborIndexRates - Class in com.opengamma.strata.pricer.rate

An Ibor index curve providing rates from discount factors.

DiscountIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for DiscountIborIndexRates.

discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the discounting property.

discounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the discounting property.

discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the discounting property.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the method to use for discounting.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the method to use for discounting, optional with defaulting getter.

DiscountingBillProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for bill products.

DiscountingBillProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

DiscountingBillTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for bill trades.

DiscountingBillTradePricer(DiscountingBillProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Creates an instance.

DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for for bond future products.

DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Creates an instance.

DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future trades.

DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Creates an instance.

DiscountingBulletPaymentTradePricer - Class in com.opengamma.strata.pricer.payment

Pricer for for bullet payment trades.

DiscountingBulletPaymentTradePricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Creates an instance.

DiscountingCapitalIndexedBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond payment periods based on a capital indexed coupon.

DiscountingCapitalIndexedBondPaymentPeriodPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Creates an instance.

DiscountingCapitalIndexedBondProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for capital indexed bond products.

DiscountingCapitalIndexedBondProductPricer(DiscountingCapitalIndexedBondPaymentPeriodPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Creates an instance.

DiscountingCapitalIndexedBondTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for for capital index bond trades.

DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Creates an instance.

DiscountingCmsLegPricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS legs by simple forward estimation.

DiscountingCmsLegPricer(DiscountingCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer

Creates an instance.

DiscountingCmsPeriodPricer - Class in com.opengamma.strata.pricer.impl.cms

Computes the price of a CMS coupon by simple forward estimation.

DiscountingCmsPeriodPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Creates an instance.

DiscountingCmsProductPricer - Class in com.opengamma.strata.pricer.cms

Computes the price of a CMS product by simple forward estimation.

DiscountingCmsProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Creates an instance.

DiscountingCmsTradePricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS trade by simple forward estimation.

DiscountingCmsTradePricer(DiscountingSwapProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Creates an instance.

DiscountingDsfProductPricer - Class in com.opengamma.strata.pricer.dsf

Pricer for for Deliverable Swap Futures (DSFs).

DiscountingDsfProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer

Creates an instance.

DiscountingDsfTradePricer - Class in com.opengamma.strata.pricer.dsf

Pricer implementation for Deliverable Swap Futures (DSFs).

DiscountingDsfTradePricer(DiscountingDsfProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Creates an instance.

DiscountingFixedCouponBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond payment periods based on a fixed coupon.

DiscountingFixedCouponBondPaymentPeriodPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Creates an instance.

DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for fixed coupon bond products.

DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Creates an instance.

DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for fixed coupon bond trades.

DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Creates an instance.

DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) products.

DiscountingFraProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Creates an instance.

DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) trades.

DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Creates an instance.

DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for FX non-deliverable forward (NDF) products.

DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Creates an instance.

DiscountingFxNdfTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for FX non-deliverable forward (NDF) trades.

DiscountingFxNdfTradePricer(DiscountingFxNdfProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Creates an instance.

DiscountingFxResetNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for the exchange of FX reset notionals.

DiscountingFxResetNotionalExchangePricer() - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

Creates an instance.

DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange transaction products.

DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Creates an instance.

DiscountingFxSingleTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange transaction trades.

DiscountingFxSingleTradePricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Creates an instance.

DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange swap transaction products.

DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Creates an instance.

DiscountingFxSwapTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange swap transaction trades.

DiscountingFxSwapTradePricer(DiscountingFxSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Creates an instance.

DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit by discounting.

DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Creates an instance.

DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit trades by discounting.

DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Creates an instance.

DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future products.

DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Creates an instance.

DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Ibor future trades.

DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Creates an instance.

DiscountingKnownAmountPaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for swap payment periods based on a known amount.

DiscountingKnownAmountPaymentPeriodPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

Creates an instance.

DiscountingNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for the exchange of notionals.

DiscountingNotionalExchangePricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

Creates an instance.

DiscountingOvernightFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Overnight rate future products.

DiscountingOvernightFutureProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer

Creates an instance.

DiscountingOvernightFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Overnight rate future trades.

DiscountingOvernightFutureTradePricer(DiscountingOvernightFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Creates an instance.

DiscountingPaymentPricer - Class in com.opengamma.strata.pricer

Pricer for simple payments.

DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer

Creates an instance.

discountingProvider() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the discounting provider.

discountingProvider(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains a discounting provider based on the specified market data.

DiscountingRatePaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for swap payment periods based on a rate.

DiscountingRatePaymentPeriodPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

Creates an instance.

DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap legs.

DiscountingSwapLegPricer(SwapPaymentPeriodPricer<SwapPaymentPeriod>, SwapPaymentEventPricer<SwapPaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Creates an instance.

DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap products.

DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Creates an instance.

DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap trades.

DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Creates an instance.

DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of term deposit by discounting.

DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Creates an instance.

DiscountingTermDepositTradePricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of term deposit by discounting.

DiscountingTermDepositTradePricer(DiscountingTermDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Creates an instance.

DiscountOvernightIndexRates - Class in com.opengamma.strata.pricer.rate

An Overnight index curve providing rates from discount factors.

DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for DiscountOvernightIndexRates.

DiscreteQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

DiscreteQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.DiscreteQuantileMethod

DispatchingRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation using multiple dispatch.

DispatchingRateComputationFn(RateComputationFn<IborRateComputation>, RateComputationFn<IborInterpolatedRateComputation>, RateComputationFn<IborAveragedRateComputation>, RateComputationFn<OvernightCompoundedRateComputation>, RateComputationFn<OvernightCompoundedAnnualRateComputation>, RateComputationFn<OvernightAveragedRateComputation>, RateComputationFn<OvernightAveragedDailyRateComputation>, RateComputationFn<InflationMonthlyRateComputation>, RateComputationFn<InflationInterpolatedRateComputation>, RateComputationFn<InflationEndMonthRateComputation>, RateComputationFn<InflationEndInterpolatedRateComputation>) - Constructor for class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

Creates an instance.

DispatchingSwapPaymentEventPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for payment events using multiple dispatch.

DispatchingSwapPaymentEventPricer(SwapPaymentEventPricer<NotionalExchange>, SwapPaymentEventPricer<FxResetNotionalExchange>) - Constructor for class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

Creates an instance.

DispatchingSwapPaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for payment periods using multiple dispatch.

DispatchingSwapPaymentPeriodPricer(SwapPaymentPeriodPricer<RatePaymentPeriod>, SwapPaymentPeriodPricer<KnownAmountSwapPaymentPeriod>) - Constructor for class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

Creates an instance.

distinct() - Method in class com.opengamma.strata.collect.MapStream

divide(double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, dividing by a constant $a$ returns the function $h(x) = \frac{g(x)}{a}$.

divide(double) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Divides the polynomial by a constant value (equivalent to dividing each coefficient by this value).

divide(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the quotient of two matrices $C = \frac{A}{B} = AB^{-1}$, where $B^{-1}$ is the pseudo-inverse of $B$ i.e.

divide(DoubleFunction1D) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, dividing by a function $f(x)$ returns the function $h(x) = \frac{g(x)}{f(x)}$.

dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with each value divided by the specified divisor.

dividedBy(double) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value.

dividedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with each value divided by the specified divisor.

dividedBy(long) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with each value divided by the specified divisor.

dividedBy(long) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value.

dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

dividedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

dividedBy(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

dividedBy(Decimal) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value.

dividedBy(Decimal, RoundingMode) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value, with a rounding mode.

DIVIDEND_YIELD - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a dividend yield - 'DividendYield'.

DK - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DK' - Denmark.

DKCO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.

DKK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'DKK' - Danish Krone.

DKK_CIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for DKK-CIBOR.

DKK_CIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month CIBOR index.

DKK_CIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month CIBOR index.

DKK_CIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week CIBOR index.

DKK_CIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month CIBOR index.

DKK_CIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 week CIBOR index.

DKK_CIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month CIBOR index.

DKK_CIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month CIBOR index.

DKK_CIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 9 month CIBOR index.

DKK_TNR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for DKK-TNR Overnight index.

DKK_TNR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The TN index for DKK.

doFirstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate the first derivative.

doInterpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate the interpolated value.

doInterpolateFromExtrapolator(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for InterpolatorCurveExtrapolator to calculate the interpolated value.

doParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate parameter sensitivity.

DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double.

DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double[].

DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Double quadratic interpolator.

DoubleArray - Class in com.opengamma.strata.collect.array

An immutable array of double values.

DoubleArrayMath - Class in com.opengamma.strata.collect

Contains utility methods for maths on double arrays.

DoubleFunction1D - Interface in com.opengamma.strata.math.impl.function

Defines a family of functions that take real arguments and return real values.

DoubleMatrix - Class in com.opengamma.strata.collect.array

An immutable two-dimensional array of double values.

DoubleMatrix.Meta - Class in com.opengamma.strata.collect.array

The meta-bean for DoubleMatrix.

DoubleRangeLimitTransform - Class in com.opengamma.strata.math.impl.minimization

Limit transform.

DoubleRangeLimitTransform(double, double) - Constructor for class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

Creates an instance.

DoubleScenarioArray - Class in com.opengamma.strata.data.scenario

A scenario array holding one double value for each scenario.

DoubleScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for DoubleScenarioArray.

DoublesPair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of two double elements.

DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for DoublesPair.

DoublesScheduleGenerator - Class in com.opengamma.strata.pricer.credit

The Doubles schedule generator.

DoublesVectorFunctionProvider - Class in com.opengamma.strata.math.impl.function

An abstraction for anything that provides a VectorFunction for a set of data points (as Double).

DoublesVectorFunctionProvider() - Constructor for class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function

A function of three arguments that returns a value.

doubleValue() - Method in class com.opengamma.strata.collect.Decimal

Returns the equivalent double.

DOWN - com.opengamma.strata.product.option.BarrierType

Down

driftlessTheta(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward driftless theta.

DROP_OTHER - com.opengamma.strata.market.curve.CurveNodeClashAction

When a clash occurs, the other node is dropped.

DROP_THIS - com.opengamma.strata.market.curve.CurveNodeClashAction

When a clash occurs, this node is dropped.

Dsf - Class in com.opengamma.strata.product.dsf

A deliverable swap futures contract.

DSF - Static variable in class com.opengamma.strata.product.ProductType

A Dsf.

Dsf.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for Dsf.

Dsf.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for Dsf.

DsfPosition - Class in com.opengamma.strata.product.dsf

A position in a DSF.

DsfPosition.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for DsfPosition.

DsfPosition.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for DsfPosition.

DsfSecurity - Class in com.opengamma.strata.product.dsf

A security representing a deliverable swap futures security.

DsfSecurity.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for DsfSecurity.

DsfSecurity.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for DsfSecurity.

DsfTrade - Class in com.opengamma.strata.product.dsf

A trade representing a futures contract based on an interest rate swap.

DsfTrade.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for DsfTrade.

DsfTrade.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for DsfTrade.

DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>> - Class in com.opengamma.strata.measure.dsf

Perform calculations on a single DsfTrade or DsfPosition for each of a set of scenarios.

DsfTradeCalculations - Class in com.opengamma.strata.measure.dsf

Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.

DsfTradeCalculations(DiscountingDsfTradePricer) - Constructor for class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Creates an instance.

dualCharm(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual charm.

dualDelta(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless dual delta.

dualDelta(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual delta.

dualGamma(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless dual gamma.

dualGamma(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual gamma.

dualVanna(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless dual vanna.

dualVanna(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual vanna.

DupireLocalVolatilityCalculator - Class in com.opengamma.strata.pricer.impl.volatility.local

Local volatility computation based on the exact formula.

DupireLocalVolatilityCalculator() - Constructor for class com.opengamma.strata.pricer.impl.volatility.local.DupireLocalVolatilityCalculator

duplicateResult(Measure, Measure, Map<Measure, Result<?>>) - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.

duration() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the duration property.

E

ECAG - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Eurex Clearing AG.

ECC - Static variable in class com.opengamma.strata.product.common.CcpIds

European Commodity Clearing.

effectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the effectiveDate property.

effectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the effectiveDate property.

effectiveDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the effective date of the investment implied by the fixing date.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the effectiveDateOffset property.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the effectiveDateOffset property.

effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the number of days to add to the fixing date to obtain the effective date.

effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the fixing date to obtain the effective date.

effectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the effectiveEndDate property.

effectiveEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the effective protection end date of the period.

effectiveSabr(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrAd(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrAfterStart(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrAfterStartAd(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters and their derivatives from the raw SABR parameters and the times.

effectiveSabrBeforeStart(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrBeforeStartAd(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters and their derivatives from the raw SABR parameters and the times.

effectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the effectiveStartDate property.

effectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the effective protection start date of the period.

EG - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'EG' - Egypt.

EGP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EGP' - Egyptian Pound.

EigenvaluePolynomialRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

The eigenvalues of a matrix $\mathbf{A}$ are the roots of the characteristic polynomial $P(x) = \mathrm{det}[\mathbf{A} - x\mathbb{1}]$.

EigenvaluePolynomialRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinder

elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the elements from this triple as a list.

elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple

Gets the elements from this tuple as a list.

empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an empty FX matrix.

empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an empty MultiCurrencyAmount.

empty() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData

Obtains an instance containing no reference data.

empty() - Static method in interface com.opengamma.strata.basics.ReferenceData

Obtains an instance containing no reference data.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an empty set of market data configuration.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance specifying that no market data is required.

empty() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns an empty scenario definition.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider

Returns a time-series provider that returns an empty time-series for any ID.

empty() - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an empty instance with no functions.

empty() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

Obtains an empty instance with no parameters.

empty() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns an empty set of requirements.

empty() - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an empty property set.

empty() - Static method in class com.opengamma.strata.collect.MapStream

Returns an empty map stream.

empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns an empty time-series.

empty() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Obtains a market data instance that contains no data and has no scenarios.

empty() - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing no market data.

empty() - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains a market data instance that contains no data and has no scenarios.

empty() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Creates an instance with no entries.

empty() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets an empty metadata instance.

empty() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Obtains an empty instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.product.Attributes

Obtains an empty instance.

empty() - Static method in interface com.opengamma.strata.product.PortfolioItemInfo

Obtains an empty info instance.

empty() - Static method in class com.opengamma.strata.product.PositionInfo

Obtains an empty instance, with no identifier or attributes.

empty() - Static method in class com.opengamma.strata.product.SimpleAttributes

Obtains an empty instance.

empty() - Static method in class com.opengamma.strata.product.TradeInfo

Obtains an empty instance, with no values or attributes.

empty(LocalDate) - Static method in interface com.opengamma.strata.data.MarketData

Obtains an instance containing no market data.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.IntArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.LongArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.io.ArrayByteSource

An empty source.

EMPTY - Static variable in class com.opengamma.strata.collect.io.StringCharSource

An empty source.

EMPTY - Static variable in class com.opengamma.strata.collect.result.FailureItems

An empty failure list.

EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty double array.

EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty Double array.

encode(ByteSourceCodec) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Encodes the byte source.

encodeScheme(String) - Static method in class com.opengamma.strata.basics.StandardId

Encode a string suitable for use as the scheme.

END - com.opengamma.strata.market.curve.CurveNodeDateType

Defines the end date of the trade.

END - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate

An instance defining the curve node date as the end date of the trade.

END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, adjusted to be a valid business day if necessary.

END_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

END_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

END_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the end date, which is the end of the last schedule period.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the end date of this period, used for financial calculations such as interest accrual.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the end date, which is the termination date of the FRA.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the end date, which is the termination date of the FRA.

endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the last date of the rate calculation period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the last date of the rate calculation period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

Sets the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the end date of the accrual period.

endDateAdjustment(DaysAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the days adjustment to apply to get the end date.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional business day adjustment to apply to the end date.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

The meta-property for the endObservation property.

endpointDerivatives(double, double, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

The meta-property for the endSecondObservation property.

endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

The meta-property for the endSecondObservation property.

ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate

Reducer used in a stream to ensure there is no more than one matching element.

entries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the entries property.

entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.

entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing map entries.

entriesToImmutableMap(BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing map entries which could have duplicate keys.

entry(K, V) - Static method in class com.opengamma.strata.collect.Guavate

Creates a single Map.Entry.

ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The index of this entry within the parent.

ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The type of this entry.

EnumNames<T extends Enum<T> & NamedEnum> - Class in com.opengamma.strata.collect.named

Helper that allows enum names to be created and parsed.

EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'EOM' roll convention which adjusts the date to the end of the month.

epsilon(double) - Static method in class com.opengamma.strata.math.impl.util.Epsilon

This is the Taylor expansion of $$\frac{\exp(x)-1}{x}$$ - note for $$|x| > 10^{-10}$$ the expansion is note used .

Epsilon - Class in com.opengamma.strata.math.impl.util

Taylor expansion epsilon.

epsilonP(double) - Static method in class com.opengamma.strata.math.impl.util.Epsilon

This is the Taylor expansion of the first derivative of $$\frac{\exp(x)-1}{x}$$.

epsilonPP(double) - Static method in class com.opengamma.strata.math.impl.util.Epsilon

This is the Taylor expansion of the second derivative of $$\frac{\exp(x)-1}{x}$$.

equals(Object) - Method in class com.opengamma.strata.basics.CalculationTargetList

equals(Object) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

equals(Object) - Method in class com.opengamma.strata.basics.currency.BigMoney

Checks if this money equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency

Checks if this currency equals another currency.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Checks if this currency amount equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate

equals(Object) - Method in class com.opengamma.strata.basics.currency.Money

Checks if this money equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment

equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate

equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDates

equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

equals(Object) - Method in class com.opengamma.strata.basics.date.MarketTenor

Checks if this market tenor equals another market tenor.

equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.SequenceDate

equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor

Checks if this tenor equals another tenor.

equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.ImmutableReferenceData

equals(Object) - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.index.IborIndexObservation

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.location.Country

Checks if this country equals another country.

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if this periodic frequency equals another periodic frequency.

equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

equals(Object) - Method in class com.opengamma.strata.basics.StandardId

Checks if this identifier equals another, comparing the scheme and value.

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStepSequence

equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules

equals(Object) - Method in class com.opengamma.strata.calc.Column

equals(Object) - Method in class com.opengamma.strata.calc.ColumnHeader

equals(Object) - Method in class com.opengamma.strata.calc.ImmutableMeasure

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

equals(Object) - Method in class com.opengamma.strata.calc.ReportingCurrency

equals(Object) - Method in class com.opengamma.strata.calc.Results

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResults

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTask

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTasks

equals(Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

equals(Object) - Method in class com.opengamma.strata.collect.array.IntArray

equals(Object) - Method in class com.opengamma.strata.collect.array.LongArray

equals(Object) - Method in class com.opengamma.strata.collect.BasisPoints

Checks if this instance equals another.

equals(Object) - Method in class com.opengamma.strata.collect.Decimal

equals(Object) - Method in class com.opengamma.strata.collect.FixedScaleDecimal

equals(Object) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if this CSV file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.CsvRow

Checks if this CSV file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.FileByteSource

equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Checks if this locator equals another locator.

equals(Object) - Method in class com.opengamma.strata.collect.io.SerializedValue

equals(Object) - Method in class com.opengamma.strata.collect.io.StringCharSource

equals(Object) - Method in class com.opengamma.strata.collect.io.UriByteSource

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if this element equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.Percentage

Checks if this instance equals another.

equals(Object) - Method in class com.opengamma.strata.collect.result.Failure

equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem

equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItems

equals(Object) - Method in class com.opengamma.strata.collect.result.Result

equals(Object) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Checks if this point is equal to another point.

equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple

equals(Object) - Method in class com.opengamma.strata.collect.TypedString

Checks if this type equals another.

equals(Object) - Method in class com.opengamma.strata.data.FxMatrixId

equals(Object) - Method in class com.opengamma.strata.data.FxRateId

equals(Object) - Method in class com.opengamma.strata.data.ImmutableMarketData

equals(Object) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

equals(Object) - Method in class com.opengamma.strata.data.MarketDataName

Checks if this instance equals another.

equals(Object) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

equals(Object) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows

equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts

equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CombinedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveId

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDate

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize

equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap

equals(Object) - Method in class com.opengamma.strata.market.FxRateShifts

equals(Object) - Method in class com.opengamma.strata.market.GenericDoubleShifts

equals(Object) - Method in class com.opengamma.strata.market.observable.IndexQuoteId

equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

equals(Object) - Method in class com.opengamma.strata.market.observable.Quote

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteId

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike

equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike

equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.ParameterSize

equals(Object) - Method in class com.opengamma.strata.market.param.PointShifts

equals(Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

equals(Object) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

equals(Object) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

equals(Object) - Method in class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

equals(Object) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

equals(Object) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

equals(Object) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

equals(Object) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

equals(Object) - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

equals(Object) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

equals(Object) - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

equals(Object) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

equals(Object) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

equals(Object) - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

equals(Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

equals(Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

equals(Object) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

equals(Object) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

equals(Object) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

equals(Object) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

equals(Object) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

equals(Object) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

equals(Object) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

equals(Object) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

equals(Object) - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrParameters

equals(Object) - Method in class com.opengamma.strata.pricer.option.RawOptionData

equals(Object) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

equals(Object) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

equals(Object) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

equals(Object) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.product.AttributeType

Checks if this type equals another.

equals(Object) - Method in class com.opengamma.strata.product.bond.Bill

equals(Object) - Method in class com.opengamma.strata.product.bond.BillPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.BillSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BillTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.Cms

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCms

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

equals(Object) - Method in class com.opengamma.strata.product.common.CcpId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.common.ExchangeId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.credit.Cds

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndex

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsQuote

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

equals(Object) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.dsf.Dsf

equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition

equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade

equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdVariant

equals(Object) - Method in class com.opengamma.strata.product.etd.SplitEtdId

equals(Object) - Method in class com.opengamma.strata.product.etd.SplitEtdOption

equals(Object) - Method in class com.opengamma.strata.product.fra.Fra

equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra

equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurity

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade

equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuture

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

equals(Object) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

equals(Object) - Method in class com.opengamma.strata.product.LegalEntityId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

equals(Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary

equals(Object) - Method in class com.opengamma.strata.product.PositionInfo

equals(Object) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.SecurityId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.SecurityInfo

equals(Object) - Method in class com.opengamma.strata.product.SecurityPosition

equals(Object) - Method in class com.opengamma.strata.product.SecurityPriceInfo

equals(Object) - Method in class com.opengamma.strata.product.SecurityTrade

equals(Object) - Method in class com.opengamma.strata.product.SimpleAttributes

equals(Object) - Method in class com.opengamma.strata.product.SimpleLegalEntity

equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional

equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.Swap

equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

equals(Object) - Method in class com.opengamma.strata.product.TradedPrice

equals(Object) - Method in class com.opengamma.strata.product.TradeInfo

equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings

equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults

equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals another within the specified tolerance.

equalWithTolerance(CrossGammaParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(CurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(UnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals zero within the specified tolerance.

ERROR - com.opengamma.strata.collect.result.FailureReason

An error occurred.

errorFunction(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the error function of the normal distribution; formerly named erf.

errorFunctionComplemented(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the complementary Error function of the normal distribution; formerly named erfc.

ES - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'ES' - Spain.

ETD_FUTURE - Static variable in class com.opengamma.strata.product.ProductType

An EtdFutureSecurity.

ETD_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A EtdOptionSecurity.

ETD_SCHEME - Static variable in class com.opengamma.strata.product.etd.EtdIdUtils

Scheme used for ETDs.

EtdContractCode - Class in com.opengamma.strata.product.etd

The contract code for an Exchange Traded Derivative (ETD).

EtdContractGroupCode - Class in com.opengamma.strata.product.etd

The code for a group of ETD contracts, as defined an exchange.

EtdContractGroupId - Class in com.opengamma.strata.product.etd

An identifier for a group of ETD contracts.

EtdContractSpec - Class in com.opengamma.strata.product.etd

The contract specification defining an Exchange Traded Derivative (ETD) product.

EtdContractSpec.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdContractSpec.

EtdContractSpecBuilder - Class in com.opengamma.strata.product.etd

A builder for building instances of EtdContractSpec.

EtdContractSpecId - Class in com.opengamma.strata.product.etd

An identifier for an ETD product.

EtdExpiryType - Enum in com.opengamma.strata.product.etd

The expiry type of an Exchange Traded Derivative (ETD) product.

EtdFuturePosition - Class in com.opengamma.strata.product.etd

A position in an ETD future, where the security is embedded ready for mark-to-market pricing.

EtdFuturePosition.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdFuturePosition.

EtdFuturePosition.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdFuturePosition.

EtdFutureSecurity - Class in com.opengamma.strata.product.etd

An instrument representing an exchange traded derivative (ETD) future.

EtdFutureSecurity.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdFutureSecurity.

EtdFutureSecurity.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdFutureSecurity.

EtdFutureTrade - Class in com.opengamma.strata.product.etd

A trade representing an ETD future.

EtdFutureTrade.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdFutureTrade.

EtdFutureTrade.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdFutureTrade.

EtdIdUtils - Class in com.opengamma.strata.product.etd

A utility for generating ETD identifiers.

EtdOptionPosition - Class in com.opengamma.strata.product.etd

A position in an ETD option, where the security is embedded ready for mark-to-market pricing.

EtdOptionPosition.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdOptionPosition.

EtdOptionPosition.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdOptionPosition.

EtdOptionSecurity - Class in com.opengamma.strata.product.etd

An instrument representing an exchange traded derivative (ETD) option.

EtdOptionSecurity.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdOptionSecurity.

EtdOptionSecurity.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdOptionSecurity.

EtdOptionTrade - Class in com.opengamma.strata.product.etd

A trade representing an ETD option.

EtdOptionTrade.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdOptionTrade.

EtdOptionTrade.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdOptionTrade.

EtdOptionType - Enum in com.opengamma.strata.product.etd

The option expiry type, 'American' or 'European'.

EtdPosition - Interface in com.opengamma.strata.product.etd

A position in an ETD, where the security is embedded ready for mark-to-market pricing.

EtdSecurity - Interface in com.opengamma.strata.product.etd

An instrument representing an exchange traded derivative (ETD).

EtdSettlementType - Enum in com.opengamma.strata.product.etd

The type of an Exchange Traded Derivative (ETD) settlement.

EtdTrade - Interface in com.opengamma.strata.product.etd

A trade in an exchange traded derivative (ETD).

EtdType - Enum in com.opengamma.strata.product.etd

The type of an Exchange Traded Derivative (ETD) product, either a future or an option.

EtdVariant - Class in com.opengamma.strata.product.etd

The variant of an exchange traded derivative (ETD).

EU - Static variable in class com.opengamma.strata.basics.location.Country

The region of 'EU' - Europe (special status in ISO-3166).

EU_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".

EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EU-EXT-CPI Price index.

EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".

EUR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EUR' - Euro.

EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date.

EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-EONIA Overnight index.

EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The EONIA index for EUR.

EUR_ESTER - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Deprecated.

Use EUR_ESTR instead

EUR_ESTER - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

Deprecated.

Use EUR_ESTR instead

EUR_ESTR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-ESTR Overnight index.

EUR_ESTR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The ESTR index for EUR.

EUR_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-EURIBOR.

EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 10 years.

EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 12 years.

EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 15 years.

EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 1 year.

EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 20 years.

EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 25 years.

EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 2 years.

EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 30 years.

EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 3 years.

EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 4 years.

EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 5 years.

EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 6 years.

EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 7 years.

EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 8 years.

EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 9 years.

EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 10 years.

EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 12 years.

EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 15 years.

EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 1 year.

EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 20 years.

EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 25 years.

EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 2 years.

EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 30 years.

EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 3 years.

EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 4 years.

EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 5 years.

EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 6 years.

EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 7 years.

EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 8 years.

EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 9 years.

EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month EURIBOR index.

EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month EURIBOR index.

EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week EURIBOR index.

EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2018-12-03

EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2018-12-03

EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month EURIBOR index.

EUR_EURIBOR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs

The 'EUR-EURIBOR-3M-IMM-ICE' contract.

EUR_EURIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'EUR-EURIBOR-3M-Monthly-IMM' convention.

EUR_EURIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.

EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.

EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month EURIBOR index.

EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2018-12-03

EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.

EUR_FIXED_1Y_ESTR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.

EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.

EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.

EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.

EUR_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-LIBOR-3M' swap convention.

EUR_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-LIBOR-6M' swap convention.

EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.

EUR_FIXED_TERM_ESTR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.

EUR_FIXED_ZC_EU_AI_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Euro vanilla fixed vs Europe CPI swap.

EUR_FIXED_ZC_EU_EXT_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.

EUR_FIXED_ZC_FR_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Euro vanilla fixed vs France CPI swap.

EUR_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

EUR-dominated standardized credit default swap.

EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/GBP" FX Swap convention.

EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/GBP convention with 2 days spot date.

EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/JPY" FX Swap convention.

EUR_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/JPY convention with 2 days spot date.

EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-LIBOR.

EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for EUR.

EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for EUR.

EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for EUR.

EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for EUR.

EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for EUR.

EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for EUR.

EUR_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date.

EUR_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.

EUR_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.

EUR_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

EUR-dominated standardized credit default swap.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/USD" FX Swap convention.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/USD convention with 2 days spot date.

EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".

EUREX - Static variable in class com.opengamma.strata.product.common.CcpIds

Eurex.

EUROPEAN - com.opengamma.strata.product.etd.EtdOptionType

European option.

EuropeanVanillaOptionFunction - Class in com.opengamma.strata.pricer.impl.tree

European vanilla option function.

EuropeanVanillaOptionFunction.Meta - Class in com.opengamma.strata.pricer.impl.tree

The meta-bean for EuropeanVanillaOptionFunction.

EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.

evaluate(CurrencyAmount, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

evaluate(DoubleMatrix, double, double) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

Perform the decomposition with a given symmetry and positivity threshold.

evaluate(CurrencyParameterSensitivities, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator

evaluate(CurrencyParameterSensitivity, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator

evaluate(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Evaluates the function.

evaluate(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Evaluates the function.

evaluate(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function.

evaluate(PiecewisePolynomialResult, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function.

evaluate(PiecewisePolynomialResult, double[][]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function.

evaluate(Position, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator

evaluate(Security, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator

evaluate(Trade, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

evaluate(Iterable<?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Evaluates a value path against a set of results, returning the resolved result for each trade.

evaluate(Map<?, ?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

evaluate(Bean, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

evaluate(S, T) - Method in class com.opengamma.strata.math.impl.function.ParameterizedFunction

Evaluates the function.

evaluate(T, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Evaluates a token against a given object.

evaluateAndDifferentiate(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function and its first derivative.

EvaluationResult - Class in com.opengamma.strata.report.framework.expression

The result of a TokenEvaluator evaluating an expression against an object.

eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency

Calculates the number of events that occur in a year.

eventsPerYearEstimate() - Method in class com.opengamma.strata.basics.schedule.Frequency

Estimates the number of events that occur in a year.

exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency

Exactly divides this frequency by another.

ExcelInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

ExcelInterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.ExcelInterpolationQuantileMethod

EXCEPTION - com.opengamma.strata.market.curve.CurveNodeClashAction

When a clash occurs, an exception is thrown.

EXCEPTION - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Extrapolator that throws an exception if extrapolation is attempted.

EXCEPTION_MESSAGE - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the message from a runtime exception.

EXCEPTION_MESSAGE_ATTRIBUTE - Static variable in class com.opengamma.strata.collect.result.FailureItem

Attribute used to store the exception message.

EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

exchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the exchangeId property.

exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the ID of the exchange where the instruments derived from the contract specification are traded.

exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the ID of the exchange where the instruments derived from the product are traded.

ExchangeId - Class in com.opengamma.strata.product.common

An identifier for an exchange based on the ISO Market Identifier Code (MIC).

ExchangeIds - Class in com.opengamma.strata.product.common

Identifiers for common exchanges.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets ex-coupon period.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets ex-coupon period.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets ex-coupon period.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets ex-coupon period.

execute(ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Executes the task, performing calculations for the target using multiple sets of market data.

exercise(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption

Exercises the swaption into a swap at one of the optional exercise dates.

EXERCISE_DATES_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_DATES_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_DATES_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXERCISE_STYLE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_STYLE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

exerciseDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

Sets the adjusted exercise date.

exerciseInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the exerciseInfo property.

exerciseInfo() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the exerciseInfo property.

exerciseInfo(SwaptionExercise) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the exercise information, optional.

exerciseInfo(SwaptionExerciseDates) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets the exercise information.

EXPECTED_LOSS - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the expected value of protection settlement.

expectedLoss(ResolvedCdsIndex, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the expected loss of the CDS index product.

expectedLoss(ResolvedCdsIndexTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the expected loss of the underlying product.

expectedLoss(ResolvedCds, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the expected loss of the CDS product.

expectedLoss(ResolvedCdsTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the expected loss of the underlying product.

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.DiscreteQuantileMethod

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.InterpolationQuantileMethod

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Computed the expected shortfall.

expectedShortfallDetailsFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

Compute the expected shortfall and the details used in the result.

expectedShortfallFromSorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the expected shortfall.

expectedShortfallFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

expectedShortfallFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the expected shortfall.

expectedShortfallResultFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

expectedShortfallResultFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the expected shortfall.

expiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the expiry property.

expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

Sets the year-month of the expiry.

expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the year-month of the expiry.

expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the year-month of the expiry.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the expiry of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

Sets the expiry date-time of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

Sets the expiry date-time of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the expiry of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets the expiry date-time of the option.

EXPIRY_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_DAY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXPIRY_DAY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXPIRY_TIME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_WEEK_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXPIRY_WEEK_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXPIRY_ZONE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryDate property.

expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the expiry date of the option.

expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the expiry date of the option.

expiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the expiryDateOffset property.

expiryDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the offset of the expiry date from the delivery date.

expiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

The meta-property for the expiryTenor property.

expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry time of the option.

expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the time-zone of the expiry time.

EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing a break-down of the present value calculation on the target.

ExplainKey<T> - Class in com.opengamma.strata.market.explain

A key for the map of explanatory values.

ExplainMap - Class in com.opengamma.strata.market.explain

A map of explanatory values.

ExplainMap.Meta - Class in com.opengamma.strata.market.explain

The meta-bean for ExplainMap.

ExplainMapBuilder - Class in com.opengamma.strata.market.explain

A builder for the map of explanatory values.

explainPresentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Explains the present value of the payment.

explainPresentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Explains the present value of a single payment period.

explainPresentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Explains the present value of a single fixed coupon payment period.

explainPresentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Explains the present value of the CMS period.

explainPresentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Explains the present value of a CMS leg.

explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Explains the present value of the CMS product.

explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Explains the present value of the CMS trade.

explainPresentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Explains the present value of the FRA product.

explainPresentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Explains the present value calculation across one or more scenarios.

explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Explains the present value calculation for a single set of market data.

explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Explains the present value of the FRA product.

explainPresentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Explains the present value of the bullet payment product.

explainPresentValue(FxResetNotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

explainPresentValue(KnownAmountSwapPaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

explainPresentValue(NotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

explainPresentValue(RatePaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

explainPresentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Explain present value for a swap leg.

explainPresentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Explains the present value of the swap product.

explainPresentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Explains the present value calculation across one or more scenarios.

explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Explains the present value calculation for a single set of market data.

explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Explains the present value of the swap trade.

explainPresentValue(SwapPaymentEvent, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

explainPresentValue(SwapPaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Explains the present value of a single payment event.

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Explains the present value of a single payment period.

explainPresentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Explains the present value of a single fixed coupon payment period with z-spread.

explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Explains the present value of a single payment period with z-spread.

explainRate(IborIndexObservation, ExplainMapBuilder, Consumer<ExplainMapBuilder>) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Explains the calculation of the historic or forward rate at the specified fixing date.

explainRate(IborAveragedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

explainRate(IborInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

explainRate(IborRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

explainRate(InflationEndInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

explainRate(InflationEndMonthRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

explainRate(InflationInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

explainRate(InflationMonthlyRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

explainRate(OvernightAveragedDailyRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

explainRate(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateComputationFn

explainRate(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

explainRate(OvernightCompoundedAnnualRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

explainRate(OvernightCompoundedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

explainRate(RateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn

Explains the calculation of the applicable rate.

explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the explanation as a string.

EXPONENTIAL - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Exponential extrapolator.

ExponentiallyWeightedInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile and expected shortfall estimator for series with exponentially weighted probabilities.

ExponentiallyWeightedInterpolationQuantileMethod(double) - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

Constructor.

EXTENDED_TRAPEZOID - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Extended trapezoid integrator name

EXTENDED_TRAPEZOID_INSTANCE - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

ExtendedTrapezoidIntegrator1D

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount

Gets the extended enum helper.

extendedEnum() - Static method in class com.opengamma.strata.basics.date.HolidayCalendars

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.calc.Measure

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.csv.PositionCsvParserPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the extended enum helper.

ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named

Manager for extended enums controlled by code or configuration.

ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named

Maps names used by external systems to the standard name used here.

ExtendedTrapezoidIntegrator1D - Class in com.opengamma.strata.math.impl.integration

The trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid.

ExtendedTrapezoidIntegrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.ExtendedTrapezoidIntegrator1D

externalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

The meta-property for the externalName property.

externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the set of groups that have external names defined.

externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Returns the complete map of external name to standard name.

externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the mapping of external names to standard names for a group.

extractFileName(CharSource) - Static method in class com.opengamma.strata.collect.io.CharSources

Extracts the file name from a source.

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the left, defaulted to 'Flat".

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the left of the leftmost point on the curve.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the extrapolator for the caplet volatilities on the left.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the left extrapolator for the SABR parameter curves.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the left extrapolator for the SABR parameters.

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the right, defaulted to 'Flat".

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the right of the rightmost point on the curve.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the extrapolator for the caplet volatilities on the right.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the right extrapolator for the SABR parameter curves.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the right extrapolator for the SABR parameters.

F

FAIL - com.opengamma.strata.pricer.credit.ArbitrageHandling

Fail.

failure() - Method in class com.opengamma.strata.collect.result.Result.Meta

The meta-property for the failure property.

failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result containing a failure.

failure(FailureItem) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result containing a failure item.

failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason.

failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason and message.

failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result specifying the failure reason.

failure(FailureReason, Throwable) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable with a specified reason.

failure(FailureReason, Throwable, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable with a specified reason and message.

failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result

Returns a failed result from another failed result.

failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates a result for an unsuccessful evaluation of an expression.

failure(Throwable) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable.

failure(Throwable, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable.

Failure - Class in com.opengamma.strata.collect.result

Description of a failed result.

Failure.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for Failure.

FailureAttributeKeys - Class in com.opengamma.strata.collect.result

Common attribute keys for FailureItem.getAttributes().

FailureException - Exception in com.opengamma.strata.collect.result

An exception thrown when a failure Result is encountered and the failure can't be handled.

FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException

Returns an exception wrapping a failure that couldn't be handled.

FailureItem - Class in com.opengamma.strata.collect.result

Details of a single failed item.

FailureItem.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for FailureItem.

FailureItemException - Exception in com.opengamma.strata.collect.result

An exception thrown when an exception can be represented by a FailureItem.

FailureItemException(FailureItem) - Constructor for exception com.opengamma.strata.collect.result.FailureItemException

Returns an exception wrapping the failure item.

FailureItemException(FailureReason, String, Object...) - Constructor for exception com.opengamma.strata.collect.result.FailureItemException

Returns an exception from a reason and message.

FailureItemException(FailureReason, Throwable, String, Object...) - Constructor for exception com.opengamma.strata.collect.result.FailureItemException

Returns an exception from a reason, cause and message.

FailureItemProvider - Interface in com.opengamma.strata.collect.result

Provides access to a FailureItem.

FailureItems - Class in com.opengamma.strata.collect.result

A list of failure items.

FailureItems.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for FailureItems.

FailureItemsBuilder - Class in com.opengamma.strata.collect.result

A builder for a list of failure items.

FailureReason - Enum in com.opengamma.strata.collect.result

Represents the reason why failure occurred.

failures() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

The meta-property for the failures property.

failures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

The meta-property for the failures property.

FAR_FX_RATE_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

FAR_PAYMENT_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

farForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the farForwardPointsId property.

farForwardPointsId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the identifier of the market data value which provides the FX forward points.

farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

The meta-property for the farLeg property.

farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

The meta-property for the farLeg property.

FastCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit

Fast credit curve calibrator.

FastCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator

Constructs a credit curve builder with the accrual-on-default formula specified.

FastCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator

Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.

FI - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FI' - Finland.

field(int) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the specified field.

fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the number of fields.

FieldName - Class in com.opengamma.strata.data

The name of a field in a market data record.

fields() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets all fields in the row.

FIGI_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for FIGIs, the Financial Instrument Global Identifier.

FILE_ID - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying file id.

FILE_NAME - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the name of the file that caused the error.

FILE_SUMMARY - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the file summary of the file that caused the error.

FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for file resource locators.

FileByteSource - Class in com.opengamma.strata.collect.io

A byte source implementation that obtains data from a file.

filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the zero.

filled(int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance with all entries equal to the zero.

filled(int) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance with all entries equal to the zero.

filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the same value.

filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the zero.

filled(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance with all entries equal to the same value.

filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the same value.

filled(int, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance with all entries equal to the same value.

filter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

The meta-property for the filter property.

filter(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.runner.CalculationParameter

Filters this parameter to the specified target and measure.

filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Filters the parameters, matching only those that are applicable for the target and measure.

filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

filter(MarketDataFilter<? extends T, ?>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

Sets the filter that decides whether the perturbation should be applied to a piece of market data.

filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Create a new time-series by filtering this one.

filter(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each key and value.

filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Returns a filtered version of this definition with no invalid nodes.

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a filtered version of this definition with no invalid nodes.

filtering(Class<R>) - Static method in class com.opengamma.strata.collect.Guavate

Function used in a stream to filter instances to a particular type.

filteringOptional() - Static method in class com.opengamma.strata.collect.Guavate

Function used in a stream to filter optionals.

filterKeys(Class<R>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream checking the type of each key.

filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each key.

filterSensitivity(DoublePredicate) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Filters the sensitivity values.

filterValues(Class<R>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream checking the type of each value.

filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each value.

FINAL_STUB_AMOUNT_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_AMOUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_INTERPOLATED_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the finalExchange property.

finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the finalExchange property.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the final notional.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the final notional.

finalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the finalStub property.

finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the finalStub property.

finalStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the final stub, optional.

finalStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate to be used in final stub, optional.

find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an item of configuration that is the default of its type.

find(String) - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum

Finds an instance by name.

find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Finds an instance by name.

findAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Gets a double amount for the provided Ibor caplet/floorlet.

findAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Gets a currency amount for the provided Ibor caplet/floorlet.

findAny() - Method in class com.opengamma.strata.collect.MapStream

findAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes

Finds the attribute associated with the specified type.

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SimpleAttributes

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo

findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds an attribute by name, or empty if not found.

findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.

findCurve(CurveName) - Method in interface com.opengamma.strata.market.curve.CurveGroup

Finds the curve with the specified name.

findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the curve with the specified name.

findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the curve with the specified name.

findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the definition for the curve with the specified name.

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.market.MarketDataView

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

findDefaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Tries to find a default calendar for a currency.

findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the discount curve for the currency if there is one in the group.

findDiscountCurveName(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the discount curve name for the specified currency.

findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the entry for the curve with the specified name.

findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

findFirst() - Method in class com.opengamma.strata.collect.MapStream

findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the forward curve for the index if there is one in the group.

findForwardCurveName(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the forward curve name for the specified index.

findForwardCurveNames(FloatingRateName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the forward curve names for the specified floating rate name.

findFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Finds the function that handles the specified target.

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.MarketData

Finds the market data identifiers associated with the specified name.

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Finds the market data identifiers associated with the specified name.

findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Attempts to locate a rate index by reference name.

findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds curve information of a specific type.

findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

findInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

findInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Finds surface information of a specific type.

findIssuerCurve(LegalEntityGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the issuer curve for the legal entity group and currency if there is one in the group.

findLenient(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name leniently.

findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Finds the notional on the specified date.

findParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Finds the parameter that matches the specified query type.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.Curve

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.surface.Surface

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Finds the payment period applicable for the specified accrual date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Finds the period that contains the specified date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Finds the period that contains the specified date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds

Finds the period that contains the specified date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Finds the period that contains the specified date.

findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Finds the period that contains the specified date.

findRepoCurve(RepoGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the repo curve for the repo group and currency if there is one in the group.

findRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

findRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Finds the root from the specified start position.

findRoot(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

findRoot(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Finds the root from the specified start position.

findSection(String) - Method in class com.opengamma.strata.collect.io.IniFile

Finds a single section in this INI file.

findSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Finds a single sensitivity instance by name.

findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSeparator(CharSource) - Static method in class com.opengamma.strata.collect.io.CsvFile

Finds the separator used by the specified CSV file.

findTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Finds a sensitivity instance by type, returning empty if not found.

findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData

Finds the reference data value associated with the specified identifier.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData

Finds the market data value associated with the specified identifier.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Finds the market data value associated with the specified identifier.

findValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header.

findValue(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Finds a single value in this property set.

findValue(String, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header pattern, post processing the result.

findValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header pattern.

findValue(Pattern, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header pattern, post processing the result.

FiniteDifferenceSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit

Finite difference spread sensitivity calculator.

FiniteDifferenceSpreadSensitivityCalculator(AccrualOnDefaultFormula, double) - Constructor for class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator

Constructor with accrual-on-default formula and bump amount specified.

FiniteDifferenceType - Enum in com.opengamma.strata.math.impl.differentiation

Enum representing the various differencing types that can be used to estimate the gradient of a function.

first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the first property.

first(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate

Gets the first value from the iterable, returning empty if the iterable is empty.

FIRST_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIRST_REGULAR_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIRST_REGULAR_START_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first delivery date.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the first delivery date.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the first delivery date.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the first derivative of the curve.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Computes the first derivative of the y-value for the specified x-value.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

firstDerivative(double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Computes the gradient of the Smith-Wilson curve function at a x value.

firstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstFixingDateOffset property.

firstFixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the offset of the first fixing date from the first adjusted reset date, optional.

firstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the firstIndexValue property.

firstIndexValue(Double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the initial value of the index, optional.

firstNonEmpty(Supplier<Optional<? extends T>>...) - Static method in class com.opengamma.strata.collect.Guavate

Uses a number of suppliers to create a single optional result.

firstNonEmpty(Optional<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate

Chooses the first optional that is not empty.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first notice date.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the first notice date.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the first notice date.

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

firstPartialDerivatives(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator

Computes the partial derivatives of the surface.

firstPartialDerivatives(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the partial derivatives of the surface.

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Computes the partial derivatives of the volatilities.

firstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstRate property.

firstRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate of the first reset period, which may be a stub, optional.

firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstRegularRate property.

firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate of the first regular reset period, optional.

firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the firstRegularStartDate property.

firstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the firstRegularStartDate property.

firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.

firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.

firstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

The meta-property for the firstStepDate property.

FIXED - com.opengamma.strata.market.curve.CurveNodeDateType

Defines a fixed date that is externally provided.

FIXED - com.opengamma.strata.product.swap.SwapLegType

A fixed rate swap leg.

FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixed rate, as defined in the contract.

FIXED_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FixedAccrualMethod - Enum in com.opengamma.strata.product.swap

The method of accruing interest on a notional amount using a fixed rate.

FixedCouponBond - Class in com.opengamma.strata.product.bond

A fixed coupon bond.

FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBond.

FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBond.

FixedCouponBondOption - Class in com.opengamma.strata.product.bond

An option on a FixedCouponBond.

FixedCouponBondOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondOption.

FixedCouponBondOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondOption.

FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A period over which a fixed coupon is paid.

FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondPaymentPeriod.

FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondPaymentPeriod.

FixedCouponBondPosition - Class in com.opengamma.strata.product.bond

A position in a fixed coupon bond.

FixedCouponBondPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondPosition.

FixedCouponBondPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondPosition.

FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond

A security representing a fixed coupon bond.

FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondSecurity.

FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondSecurity.

FixedCouponBondTrade - Class in com.opengamma.strata.product.bond

A trade representing a fixed coupon bond.

FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondTrade.

FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondTrade.

FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition for each of a set of scenarios.

FixedCouponBondTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.

FixedCouponBondTradeCalculations(DiscountingFixedCouponBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Creates an instance.

FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining accrued interest calculation type for a bond security.

fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the fixedCurve property.

FixedFloatSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.

FixedFloatSwapTemplate - Interface in com.opengamma.strata.product.swap.type

A template for creating Fixed-Float swap trades.

FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Ibor swap trades.

FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Ibor swap conventions.

FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Ibor interest rate swap.

FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedIborSwapCurveNode.

FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedIborSwapCurveNode.

FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Ibor swap trades.

FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedIborSwapTemplate.

FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedIborSwapTemplate.

FixedInflationSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Inflation swap trades.

FixedInflationSwapConventions - Class in com.opengamma.strata.product.swap.type

Fixed-Inflation swap conventions.

FixedInflationSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Inflation swap.

FixedInflationSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedInflationSwapCurveNode.

FixedInflationSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedInflationSwapCurveNode.

FixedInflationSwapTemplate - Class in com.opengamma.strata.product.swap.type

An template for creating inflation swap trades.

FixedInflationSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedInflationSwapTemplate.

FixedInflationSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedInflationSwapTemplate.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the fixed leg.

FixedOvernightCompoundedAnnualRateComputation - Class in com.opengamma.strata.product.rate

Defines a known annual fixed rate of interest that follows overnight compounding.

FixedOvernightCompoundedAnnualRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for FixedOvernightCompoundedAnnualRateComputation.

FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Overnight swap conventions.

FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Overnight interest rate swap.

FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedOvernightSwapCurveNode.

FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedOvernightSwapCurveNode.

FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Overnight swap trades.

FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedOvernightSwapTemplate.

FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedOvernightSwapTemplate.

fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the fixed interest rate to be paid.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the fixed rate of interest.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the fixed rate of interest.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the fixed rate of interest.

fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the fixed coupon rate.

fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the fixed coupon rate.

fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the fixed rate for the fixing date, optional.

fixedRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

Sets the fixed rate to use in the stub.

FixedRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a fixed rate swap leg.

FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FixedRateCalculation.

FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FixedRateCalculation.

FixedRateComputation - Class in com.opengamma.strata.product.rate

Defines a known fixed rate of interest.

FixedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for FixedRateComputation.

FixedRateStubCalculation - Class in com.opengamma.strata.product.swap

Defines the rate applicable in the initial or final stub of a fixed swap leg.

FixedRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FixedRateStubCalculation.

FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the fixed leg of rate swap trades.

FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedRateSwapLegConvention.

FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedRateSwapLegConvention.

fixedScale() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

Gets the fixed scale.

FixedScaleDecimal - Class in com.opengamma.strata.collect

A decimal number based on Decimal with a fixed scale.

FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixing date.

FIXING_OFFSET_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_OFFSET_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_OFFSET_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_OFFSET_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_RELATIVE_TO_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the calendar that the index uses.

fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the date of the index fixing.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the date of the index fixing.

fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the adjustment applied to the maturity date to obtain the fixing date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the effective date to obtain the fixing date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the offset of the FX reset fixing date from each adjusted accrual date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

The meta-property for the fixingDateOffsetDays property.

fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

The meta-property for the fixingMonth property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the base date that each fixing is made relative to, optional with defaulting getter.

fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

FixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each rate fixing is made relative to.

fixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

The meta-property for the fixings property.

FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of historical fixing series into memory from CSV resources.

fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingTime property.

fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the fixingTime property.

fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the fixing time.

fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the fixing time.

fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingZone property.

fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the fixingZone property.

fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the fixing time-zone.

fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the time-zone of the fixing time.

FLAT - com.opengamma.strata.product.swap.CompoundingMethod

Flat compounding applies.

FLAT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Flat extrapolator.

flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.

flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the flatFloatingLeg property.

flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatMap(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream by applying a mapper function to each key and value to produce a stream of elements, and then flattening the resulting stream of streams.

flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream

flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Processes a successful result by applying a function that returns another result.

flatMap(Function<? super T, ValueWithFailures<R>>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Processes the value by applying a function that returns another result.

flatMapKeys(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key and value.

flatMapKeys(Function<? super K, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key.

flatMapToDouble(BiFunction<? super K, ? super V, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream to doubles by applying a mapper function to each key and value to produce a stream of doubles, and then flattening the resulting stream of streams.

flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapToInt(BiFunction<? super K, ? super V, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream to integers by applying a mapper function to each key and value to produce a stream of integers, and then flattening the resulting stream of streams.

flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapValues(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each key and value.

flatMapValues(Function<? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each value.

flattenMatrix(DoubleMatrix) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

for a matrix {{A_{0,0}, A_{0,1},...._A_{0,m},{A_{1,0}, A_{1,1},...._A_{1,m},...,{A_{n,0}, A_{n,1},...._A_{n,m}} flattened to a vector {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}}.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg(InflationRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the floating leg.

floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the floatingRate property.

floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the floatingRate property.

floatingRate(IborRateComputation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the floating rate of interest.

floatingRate(RateComputation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the floating rate of interest.

FloatingRate - Interface in com.opengamma.strata.basics.index

An index or group of indices used to provide floating rates, typically in interest rate swaps.

FloatingRateIndex - Interface in com.opengamma.strata.basics.index

An index used to provide floating rates, typically in interest rate swaps.

FloatingRateName - Interface in com.opengamma.strata.basics.index

A floating rate index name, such as Libor, Euribor or US Fed Fund.

FloatingRateNames - Class in com.opengamma.strata.basics.index

Constants and implementations for commonly used Floating rate names.

FloatingRateType - Enum in com.opengamma.strata.basics.index

The type of a floating rate index.

FloatRateSwapLegConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.

FLOOR - com.opengamma.strata.product.common.CapFloor

Floor.

floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the floorlet property.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional floorlet strike.

FLOORLET - com.opengamma.strata.product.cms.CmsPeriodType

CMS floorlet.

floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the floorSchedule property.

floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the floorSchedule property.

floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the floor schedule, optional.

floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the floor schedule, optional.

FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Following' convention which adjusts to the next business day.

forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray

Applies an action to each value in the array.

forEach(IntIntConsumer) - Method in class com.opengamma.strata.collect.array.IntArray

Applies an action to each value in the array.

forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Applies an action to each value in the matrix.

forEach(IntLongConsumer) - Method in class com.opengamma.strata.collect.array.LongArray

Applies an action to each value in the array.

forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Performs an action for each entry in the stream, passing the key and value to the action.

forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an action to each pair in the time series.

forEachLine(Consumer<? super String>) - Method in class com.opengamma.strata.collect.io.BeanCharSource

forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forecast value.

forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the forecastValue property.

forecastValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the forecast value of the payment.

forecastValue(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the forecast value of a single payment period.

forecastValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the forecast value of a single fixed coupon payment period.

forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value of the FRA product.

forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value of the FRA trade.

forecastValue(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

forecastValue(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

forecastValue(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

forecastValue(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value of the swap leg.

forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value of the swap product.

forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value of the swap trade.

forecastValue(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

forecastValue(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the forecast value of a single payment event.

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the forecast value of a single payment period.

forecastValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the forecast value of the payment.

forecastValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the forecast value sensitivity of a single payment period.

forecastValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the forecast value sensitivity of a single fixed coupon payment period.

forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value sensitivity of the FRA product.

forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value sensitivity of the FRA trade.

forecastValueSensitivity(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

forecastValueSensitivity(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

forecastValueSensitivity(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

forecastValueSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value sensitivity of the swap leg.

forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value sensitivity of the swap product.

forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value sensitivity of the swap trade.

forecastValueSensitivity(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

forecastValueSensitivity(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the forecast value sensitivity of a single payment event.

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the forecast value sensitivity of a single payment period.

format(double) - Method in class com.opengamma.strata.collect.NumberFormatter

Formats a double using this formatter.

format(int, RoundingMode) - Method in class com.opengamma.strata.collect.Decimal

Formats the decimal to exactly the specified number of decimal places, specifying the rounding mode.

format(long) - Method in class com.opengamma.strata.collect.NumberFormatter

Formats a long using this formatter.

format(String, Object) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting a single argument.

format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting arguments.

format(T) - Method in class com.opengamma.strata.collect.named.EnumNames

Creates a standard Strata mixed case name from an enum-style constant.

FORMAT - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the format associated with the error.

formatAtLeast(int) - Method in class com.opengamma.strata.collect.Decimal

Formats the decimal to at least the specified number of decimal places.

FormatCategory - Enum in com.opengamma.strata.report.framework.format

Defines categories of data types.

formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a piece of data for display.

formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for use in a CSV file.

formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for display.

FormatSettings<T> - Class in com.opengamma.strata.report.framework.format

Contains formatting settings for a specific type.

FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format

The meta-bean for FormatSettings.

FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format

Provides and caches format settings across types.

FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider

Creates an instance.

formattedDouble(double) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Returns a value formatted as a double.

formattedPercentage(double) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Returns a value formatted as a percentage.

formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the formatter property.

formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a value into a string.

formatWithAttributes(String, Object...) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting named arguments, returning the implied attribute map.

forward() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the forward property.

FORWARD - com.opengamma.strata.math.impl.differentiation.FiniteDifferenceType

Forward differencing

FORWARD_FX_RATE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the forward FX rate of the calculation target.

FORWARD_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forward rate.

FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a forward rate - 'ForwardRate'.

FORWARD_RATE_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The end date used to calculate the forward rate.

FORWARD_RATE_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The start date used to calculate the forward rate.

forwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the forwardCurves property.

forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the forward curves in the group, keyed by index.

ForwardFxIndexRates - Class in com.opengamma.strata.pricer.fx

Provides access to rates for an FX index.

ForwardFxIndexRates.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for ForwardFxIndexRates.

forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates the forward FX rate across one or more scenarios.

forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates the forward FX rate for a single set of market data.

forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates the forward FX rate across one or more scenarios.

forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates the forward FX rate for a single set of market data.

forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingleBarrierOption, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingleBarrierOptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxVanillaOption, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxVanillaOptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the forward exchange rate.

forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the forward exchange rate point sensitivity.

forwardFxRatePointSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the forward exchange rate point sensitivity.

forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the sensitivity of the forward exchange rate to the spot rate.

forwardFxRateSpotSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the sensitivity of the forward exchange rate to the spot rate.

ForwardIborAveragedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on the average of multiple fixings of a single Ibor floating rate index.

ForwardIborAveragedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

Creates an instance.

ForwardIborInterpolatedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for rate based on the weighted average of the fixing on a single date of two Ibor indices.

ForwardIborInterpolatedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

Creates an instance.

ForwardIborRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for an Ibor index.

ForwardIborRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

Creates an instance.

ForwardInflationEndInterpolatedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for rate based on the weighted average of fixings of a single price index.

ForwardInflationEndInterpolatedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

Creates an instance.

ForwardInflationEndMonthRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a price index.

ForwardInflationEndMonthRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

Creates an instance.

ForwardInflationInterpolatedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for rate based on the weighted average of fixings of a single price index.

ForwardInflationInterpolatedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

Creates an instance.

ForwardInflationMonthlyRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a price index.

ForwardInflationMonthlyRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

Creates an instance.

ForwardOvernightAveragedDailyRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for an averaged daily rate for a single Overnight index.

ForwardOvernightAveragedDailyRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

Creates an instance.

ForwardOvernightAveragedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.

ForwardOvernightAveragedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

Creates an instance.

ForwardOvernightCompoundedAnnualRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on a single overnight index that is compounded using an annual rate.

ForwardOvernightCompoundedAnnualRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

Creates an instance.

ForwardOvernightCompoundedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on a single overnight index that is compounded.

ForwardOvernightCompoundedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

Creates an instance.

forwardRate(IborCapletFloorletPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Computes the forward rate for the Ibor caplet/floorlet.

forwardRate(CmsPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Computes the forward rate associated to the swap underlying the CMS period.

forwardRate(ResolvedSwaption, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Provides the forward rate.

forwardRate(ResolvedSwaption, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Provides the forward rate.

forwardRate(ResolvedSwaption, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Provides the forward rate.

forwardRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

forwardRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

forwardRates(ResolvedIborCapFloorLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor leg.

forwardRates(ResolvedIborCapFloor, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor.

forwardRates(ResolvedIborCapFloorTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor trade.

forwardRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

FpmlDocument - Class in com.opengamma.strata.loader.fpml

Provides data about the whole FpML document and parse helper methods.

FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument

Creates an instance, based on the specified element.

FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml

Loader of trade data in FpML format.

FpmlParseException - Exception in com.opengamma.strata.loader.fpml

Exception thrown when parsing FpML.

FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a message.

FpmlParseException(String, Object...) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a message template.

FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml

Pluggable FpML trade parser.

FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml

Finds the party representing "us" in FpML.

FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml

Pluggable FpML trade information parser.

FR - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FR' - France.

FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for FR-EXT-CPI Price index.

FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for France, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".

Fra - Class in com.opengamma.strata.product.fra

A forward rate agreement (FRA).

FRA - Static variable in class com.opengamma.strata.product.ProductType

A Fra.

FRA_DISCOUNTING_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FRA_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

The measure for ResolvedFraTrade using par rate discounting.

FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedFraTrade using par spread discounting.

FRA_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

The measure for FraTrade using present value discounting.

Fra.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for Fra.

Fra.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for Fra.

FraConvention - Interface in com.opengamma.strata.product.fra.type

A market convention for forward rate agreement (FRA) trades.

FraConventions - Class in com.opengamma.strata.product.fra.type

Market standard FRA conventions.

FraCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Forward Rate Agreement (FRA).

FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FraCurveNode.

FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FraCurveNode.

FraDiscountingMethod - Enum in com.opengamma.strata.product.fra

A convention defining how to discount Forward Rate Agreements (FRAs).

FRANCE_CD - com.opengamma.strata.product.bond.BillYieldConvention

France CD: interest at maturity.

FraTemplate - Class in com.opengamma.strata.product.fra.type

A template for creating a forward rate agreement (FRA) trade.

FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type

The bean-builder for FraTemplate.

FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type

The meta-bean for FraTemplate.

FraTrade - Class in com.opengamma.strata.product.fra

A trade in a forward rate agreement (FRA).

FraTrade.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for FraTrade.

FraTrade.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for FraTrade.

FraTradeCalculationFunction - Class in com.opengamma.strata.measure.fra

Perform calculations on a single FraTrade for each of a set of scenarios.

FraTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

Creates an instance.

FraTradeCalculations - Class in com.opengamma.strata.measure.fra

Calculates pricing and risk measures for forward rate agreement (FRA) trades.

FraTradeCalculations(DiscountingFraTradePricer) - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculations

Creates an instance.

freedom - Variable in class com.opengamma.strata.math.impl.cern.ChiSquare

freedom - Variable in class com.opengamma.strata.math.impl.cern.StudentT

frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

The meta-property for the frequency property.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the regular periodic frequency to use.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the periodic frequency used when building the schedule.

frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the frequency of the bond payments.

frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the frequency of the bond payments.

Frequency - Class in com.opengamma.strata.basics.schedule

A periodic frequency used by financial products that have a specific event every so often.

FREQUENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.

FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Friday/Saturday weekends.

from(double[]) - Method in class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

Produces a vector function that depends in some way on the given data points.

from(double[]) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunctionProvider

Produces a VectorFunction which builds a ParameterizedCurve from the input vector (treated as curve parameters), then samples the curve at the smaplePoints, to produce the output vector.

from(ByteSource) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from another byte source.

from(CharSource) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from another char source.

from(CheckedSupplier<? extends InputStream>) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from an input stream.

from(CheckedSupplier<? extends Reader>) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a Reader.

from(Attributes) - Static method in class com.opengamma.strata.product.SimpleAttributes

Obtains an instance from another instance, copying the attributes.

from(PortfolioItemInfo) - Static method in class com.opengamma.strata.product.PositionInfo

Obtains an instance based on the supplied info.

from(PortfolioItemInfo) - Static method in class com.opengamma.strata.product.TradeInfo

Obtains an instance based on the supplied info.

from(SecurityId) - Static method in class com.opengamma.strata.product.etd.SplitEtdId

Obtains an instance from a security identifier.

from(InputStream) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from an input stream.

from(InputStream, int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from an input stream, specifying the expected size.

from(Double[]) - Method in class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

from(Readable) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a Readable.

from(Throwable) - Static method in class com.opengamma.strata.collect.result.Failure

Creates a failure from the throwable.

from(Throwable) - Static method in class com.opengamma.strata.collect.result.FailureItem

Creates a failure item from the throwable.

from(Function<Double, Double>) - Static method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

Converts a Function<Double, Double> into a DoubleFunction1D.

from(List<Double>) - Method in class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

from(List<T>) - Method in interface com.opengamma.strata.math.impl.function.VectorFunctionProvider

Produces a vector function that maps from some 'model' parameters to values at the sample points.

from(T[]) - Method in interface com.opengamma.strata.math.impl.function.VectorFunctionProvider

Produces a vector function that maps from some 'model' parameters to values at the sample points.

FROM_FIXING_SERIES - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The flag to indicate that the that the observed value is from a fixing time-series.

fromBase64(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from a base-64 encoded string.

fromBasisPoints(BasisPoints) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from a basis points value, where 70bps will create an instance representing 0.7%.

fromBytes(byte[], Charset) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a byte array.

fromBytesUtf8(byte[]) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a UTF-8 byte array.

fromDecimalForm(double) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 70bps.

fromDecimalForm(double) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 0.7%.

fromDecimalForm(Decimal) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 70bps.

fromDecimalForm(Decimal) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 0.7%.

fromHex(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from a hex encoded string, sometimes referred to as base-16.

fromInternalKnots(double[], int) - Static method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Generate a set of knots capable of supporting the given degree of basis functions.

fromKnots(double[], int) - Static method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Generate a set of knots capable of supporting the given degree of basis functions.

fromPercentage(Percentage) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from a percentage, where 0.7% will create an instance representing 70bps.

fromStoredForm(Object) - Method in class com.opengamma.strata.product.AttributeType

Converts from the stored form.

fromUniform(double, double, int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Generate knots uniformly in the range xa and xb and knots outside this range to support the basis functions on the edge of the range.

FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Paris, France, with code 'FRPA'.

full(int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth full sequence date on or after the input date.

full(Period, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth full sequence date on or after the input date once the minimum period is added.

full(YearMonth) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the next full sequence date on or after the start of the specified month.

full(YearMonth, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth full sequence date on or after the start of the specified month.

function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Function interface.

FunctionRequirements - Class in com.opengamma.strata.calc.runner

Specifies the market data required for a function to perform a calculation.

FunctionRequirements.Builder - Class in com.opengamma.strata.calc.runner

The bean-builder for FunctionRequirements.

FunctionRequirements.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for FunctionRequirements.

functions() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the functions property.

FunctionUtils - Class in com.opengamma.strata.calc.runner

Static utility methods useful when writing calculation functions.

FUTURE - com.opengamma.strata.product.etd.EtdType

A future.

FUTURE_VALUE_NOTIONAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

futureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the futureExpiryDate property.

futureId(ExchangeId, EtdContractCode, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils

Creates an identifier for an ETD future instrument.

FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.option

The style of premium for an option on a futures contract.

futurePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futurePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futuresConvexityFactor(HullWhiteOneFactorPiecewiseConstantParameters, double, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the future convexity factor used in future pricing.

futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor for the specified period at the future reference date.

futuresConvexityFactorAdjoint(HullWhiteOneFactorPiecewiseConstantParameters, double, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the future convexity factor and its derivatives with respect to the model volatilities.

futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor and its derivative for the specified period at the future reference date.

futureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the futureValueNotional property.

futureValueNotional(FutureValueNotional) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the future value notional.

FutureValueNotional - Class in com.opengamma.strata.product.swap

A future value notional amount for a fixed swap leg.

FutureValueNotional.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FutureValueNotional.

FutureValueNotional.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FutureValueNotional.

fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the first array to the matching index in the second array within a tolerance.

fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the array to zero within a tolerance.

fx(CurrencyAmount, CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts an FX exchange to a string.

FX_NDF - Static variable in class com.opengamma.strata.product.ProductType

A FxNdf.

FX_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FX_RESET_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_INITIAL_NOTIONAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_RELATIVE_TO_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_SINGLE - Static variable in class com.opengamma.strata.product.ProductType

A FxSingle.

FX_SINGLE_BARRIER_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A FxSingleBarrierOption.

FX_SWAP - Static variable in class com.opengamma.strata.product.ProductType

A FxSwap.

FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedFxSwapTrade using par spread discounting.

FX_VANILLA_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A FxVanillaOption.

FxConvertible<R> - Interface in com.opengamma.strata.basics.currency

Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.

fxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

The meta-property for the fxForwardRates property.

fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the forward FX rates for a currency pair.

FxForwardRates - Interface in com.opengamma.strata.pricer.fx

Provides access to rates for a currency pair.

FxForwardSensitivity - Class in com.opengamma.strata.pricer.fx

Point sensitivity to a forward rate of an FX rate for a currency pair.

FxForwardSensitivity.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for FxForwardSensitivity.

FxIndex - Interface in com.opengamma.strata.basics.index

An index of foreign exchange rates.

FxIndexObservation - Class in com.opengamma.strata.basics.index

Information about a single observation of an FX index.

FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for FxIndexObservation.

fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an FX index.

FxIndexRates - Interface in com.opengamma.strata.pricer.fx

Provides access to rates for an FX index.

FxIndexSensitivity - Class in com.opengamma.strata.pricer.fx

Point sensitivity to a forward rate of an FX rate for an FX index.

FxIndexSensitivity.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for FxIndexSensitivity.

FxIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard foreign exchange indices.

FxMatrix - Class in com.opengamma.strata.basics.currency

A matrix of foreign exchange rates.

FxMatrix.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxMatrix.

FxMatrixBuilder - Class in com.opengamma.strata.basics.currency

A mutable builder class for FxMatrix.

FxMatrixId - Class in com.opengamma.strata.data

Identifies the market data for an FX matrix.

FxNdf - Class in com.opengamma.strata.product.fx

A Non-Deliverable Forward (NDF).

FxNdf.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdf.

FxNdf.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdf.

FxNdfTrade - Class in com.opengamma.strata.product.fx

A trade in a Non-Deliverable Forward (NDF).

FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdfTrade.

FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdfTrade.

FxNdfTradeCalculationFunction - Class in com.opengamma.strata.measure.fx

Perform calculations on a single FxNdfTrade for each of a set of scenarios.

FxNdfTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

Creates an instance.

FxNdfTradeCalculations - Class in com.opengamma.strata.measure.fx

Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.

FxNdfTradeCalculations(DiscountingFxNdfTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Creates an instance.

FxNdfTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV file format for FxNdf trades.

FxOptionMarketData - Interface in com.opengamma.strata.measure.fxopt

Market data for FX options.

FxOptionMarketDataLookup - Interface in com.opengamma.strata.measure.fxopt

The lookup that provides access to FX options volatilities in market data.

FxOptionProduct - Interface in com.opengamma.strata.product.fx

A foreign exchange product that is an option.

FxOptionScenarioMarketData - Interface in com.opengamma.strata.measure.fxopt

Market data for FX options, used for calculation across multiple scenarios.

FxOptionSensitivity - Class in com.opengamma.strata.pricer.fxopt

Point sensitivity to an implied volatility for a FX option model.

FxOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for FxOptionSensitivity.

FxOptionTrade - Interface in com.opengamma.strata.product.fx

A foreign exchange option trade such as a FxVanillaOptionTrade.

FxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt

Volatilities for pricing FX options.

FxOptionVolatilitiesDefinition - Class in com.opengamma.strata.measure.fxopt

The definition of how to build FX option volatilities.

FxOptionVolatilitiesDefinition.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for FxOptionVolatilitiesDefinition.

FxOptionVolatilitiesId - Class in com.opengamma.strata.pricer.fxopt

An identifier used to access FX option volatilities by name.

FxOptionVolatilitiesMarketDataFunction - Class in com.opengamma.strata.measure.fxopt

Market data function that builds FX option volatilities.

FxOptionVolatilitiesMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

FxOptionVolatilitiesName - Class in com.opengamma.strata.pricer.fxopt

The name of a set of FX option volatilities.

FxOptionVolatilitiesNode - Class in com.opengamma.strata.measure.fxopt

A node in the configuration specifying how to build FX option volatilities.

FxOptionVolatilitiesNode.Builder - Class in com.opengamma.strata.measure.fxopt

The bean-builder for FxOptionVolatilitiesNode.

FxOptionVolatilitiesNode.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for FxOptionVolatilitiesNode.

FxOptionVolatilitiesSpecification - Interface in com.opengamma.strata.measure.fxopt

The specification of how to build FX option volatilities.

FxProduct - Interface in com.opengamma.strata.product.fx

A foreign exchange product, such as an FX forward, FX spot or FX option.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns the FX rate for the specified currency pair and scenario index.

fxRate(Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the FX rate for the specified currency pair and scenario index.

FxRate - Class in com.opengamma.strata.basics.currency

A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.

FxRate.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxRate.

FxRateConfig - Class in com.opengamma.strata.measure.fx

Configuration defining how to create FxRate instances from observable market data.

FxRateConfig.Builder - Class in com.opengamma.strata.measure.fx

The bean-builder for FxRateConfig.

FxRateConfig.Meta - Class in com.opengamma.strata.measure.fx

The meta-bean for FxRateConfig.

fxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the fxRateId property.

fxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the fxRateId property.

fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the identifier used to obtain the FX rate market value, defaulted from the template.

fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the identifier used to obtain the FX rate market value, defaulted from the template.

FxRateId - Class in com.opengamma.strata.data

Identifies the market data for an FX rate.

FxRateLookup - Interface in com.opengamma.strata.calc.runner

The lookup that provides access to FX rates in market data.

FxRateMarketDataFunction - Class in com.opengamma.strata.measure.fx

Function which builds FxRate instances from observable market data.

FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fx.FxRateMarketDataFunction

fxRateProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the FX rate provider.

fxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

The meta-property for the fxRateProvider property.

fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the fxRateProvider property.

fxRateProvider(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the FX rate provider for the specified scenario index.

fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Sets the FX rate provider.

fxRateProvider(MarketData) - Method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an FX rate provider based on the specified market data.

fxRateProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an FX rate provider based on the specified market data.

FxRateProvider - Interface in com.opengamma.strata.basics.currency

A provider of FX rates.

FxRateScenarioArray - Class in com.opengamma.strata.data.scenario

A set of FX rates between two currencies containing rates for multiple scenarios.

FxRateScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for FxRateScenarioArray.

FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of FX rates into memory from CSV resources.

FxRateShifts - Class in com.opengamma.strata.market

A perturbation that applies different shifts to an FX rate.

FxRateShifts.Meta - Class in com.opengamma.strata.market

The meta-bean for FxRateShifts.

fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the fxReset property.

fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the fxReset property.

fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the FX reset definition, optional.

fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the FX reset definition, optional.

FxReset - Class in com.opengamma.strata.product.swap

An FX rate conversion for the notional amount of a swap leg.

FxReset.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxReset.

FxResetCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of an FX rate conversion for the notional amount of a swap leg.

FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxResetCalculation.

FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetCalculation.

FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each FX reset fixing is made relative to.

FxResetNotionalExchange - Class in com.opengamma.strata.product.swap

An exchange of notionals between two counterparties where FX reset applies.

FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetNotionalExchange.

fxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the fxResetObservation property.

fxResetObservation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the FX reset definition, optional.

FxSingle - Class in com.opengamma.strata.product.fx

A single foreign exchange, such as an FX forward or FX spot.

FxSingle.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingle.

FxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt

FX (European) single barrier option.

FxSingleBarrierOption.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxSingleBarrierOption.

FxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxSingleBarrierOption.

FxSingleBarrierOptionMethod - Enum in com.opengamma.strata.measure.fxopt

The method to use for pricing FX single barrier options.

FxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt

A trade in an FX single barrier option.

FxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxSingleBarrierOptionTrade.

FxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxSingleBarrierOptionTrade.

FxSingleBarrierOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt

Perform calculations on an FX single barrier option trade for each of a set of scenarios.

FxSingleBarrierOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

Creates an instance.

FxSingleBarrierOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt

Calculates pricing and risk measures for FX single barrier option trades.

FxSingleBarrierOptionTradeCalculations(BlackFxSingleBarrierOptionTradePricer, ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Creates an instance.

FxSingleBarrierOptionTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV files format for FX Single Barrier Option trades.

FxSingleTrade - Class in com.opengamma.strata.product.fx

A foreign exchange trade, such as an FX forward or FX spot.

FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSingleTrade.

FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingleTrade.

FxSingleTradeCalculationFunction - Class in com.opengamma.strata.measure.fx

Perform calculations on a single FxSingleTrade for each of a set of scenarios.

FxSingleTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

Creates an instance.

FxSingleTradeCalculations - Class in com.opengamma.strata.measure.fx

Calculates pricing and risk measures for single FX trades.

FxSingleTradeCalculations(DiscountingFxSingleTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Creates an instance.

FxSwap - Class in com.opengamma.strata.product.fx

An FX swap.

FxSwap.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwap.

FxSwapConvention - Interface in com.opengamma.strata.product.fx.type

A market convention for FX Swap trades.

FxSwapConventions - Class in com.opengamma.strata.product.fx.type

Market standard FX swap conventions.

FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an FX Swap.

FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FxSwapCurveNode.

FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FxSwapCurveNode.

FxSwapTemplate - Class in com.opengamma.strata.product.fx.type

A template for creating an FX swap trade.

FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type

The bean-builder for FxSwapTemplate.

FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type

The meta-bean for FxSwapTemplate.

FxSwapTrade - Class in com.opengamma.strata.product.fx

A trade in an FX swap.

FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSwapTrade.

FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwapTrade.

FxSwapTradeCalculationFunction - Class in com.opengamma.strata.measure.fx

Perform calculations on a single FxSwapTrade for each of a set of scenarios.

FxSwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

Creates an instance.

FxSwapTradeCalculations - Class in com.opengamma.strata.measure.fx

Calculates pricing and risk measures for FX swap trades.

FxSwapTradeCalculations(DiscountingFxSwapTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Creates an instance.

FxTrade - Interface in com.opengamma.strata.product.fx

A foreign exchange trade, such as an FX forward, FX spot or FX option.

FxVanillaOption - Class in com.opengamma.strata.product.fxopt

A vanilla FX option.

FxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxVanillaOption.

FxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxVanillaOption.

FxVanillaOptionMethod - Enum in com.opengamma.strata.measure.fxopt

The method to use for pricing FX vanilla options.

FxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt

A trade in a vanilla FX option.

FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxVanillaOptionTrade.

FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxVanillaOptionTrade.

FxVanillaOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt

Perform calculations on an FX vanilla option trade for each of a set of scenarios.

FxVanillaOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

Creates an instance.

FxVanillaOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt

Calculates pricing and risk measures for FX vanilla option trades.

FxVanillaOptionTradeCalculations(BlackFxVanillaOptionTradePricer, VannaVolgaFxVanillaOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Creates an instance.

FxVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.fxopt

Surface node metadata for a surface node with a specific time to expiry and strike.

FxVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.

G

gamma(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the integral from zero to x of the gamma probability density function.

gamma(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward driftless gamma.

gamma(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the spot gamma.

gamma(double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the gamma.

gamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the gamma of the FX barrier option product.

gamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the gamma of the foreign exchange vanilla option product.

Gamma - Class in com.opengamma.strata.math.impl.cern

Gamma distribution; math definition, definition of gamma function and animated definition.

Gamma(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.Gamma

Constructs a Gamma distribution.

gammaComplemented(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the integral from x to infinity of the gamma probability density function:

GammaDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The Gamma distribution is a continuous probability distribution with cdf $$ \begin{align*} F(x)=\frac{\gamma\left(k, \frac{x}{\theta}\right)}{\Gamma(k)} \end{align*} $$ and pdf $$ \begin{align*} f(x)=\frac{x^{k-1}e^{-\frac{x}{\theta}}}{\Gamma{k}\theta^k} \end{align*} $$ where $k$ is the shape parameter and $\theta$ is the scale parameter.

GammaDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

GammaDistribution(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

GammaFunction - Class in com.opengamma.strata.math.impl.function.special

The gamma function is a generalization of the factorial to complex and real numbers.

GammaFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.GammaFunction

gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product.

gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product based on the price of the underlying future.

gap(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Computes the gap from the UFR at x value.

GaussHermiteQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Hermite quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-\infty}^{\infty} e^{-x^2} g(x) dx \end{align*} $$ The weights and abscissas are generated by GaussHermiteWeightAndAbscissaFunction.

GaussHermiteQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D

GaussHermiteWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Hermite quadrature.

GaussHermiteWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussHermiteWeightAndAbscissaFunction

GaussianQuadratureData - Class in com.opengamma.strata.math.impl.integration

Class holding the results of calculations of weights and abscissas by QuadratureWeightAndAbscissaFunction.

GaussianQuadratureData(double[], double[]) - Constructor for class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

GaussianQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Class that performs integration using Gaussian quadrature.

GaussianQuadratureIntegrator1D(int, QuadratureWeightAndAbscissaFunction) - Constructor for class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

Creates an instance.

GaussJacobiQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Jacobi quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} (1 - x)^\alpha (1 + x)^\beta f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussJacobiWeightAndAbscissaFunction.

GaussJacobiQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D

GaussJacobiWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Jacobi quadrature.

GaussJacobiWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction

Creates an instance.

GaussJacobiWeightAndAbscissaFunction(double, double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction

Creates an instance.

GaussLaguerreQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Laguerre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{0}^{\infty} e^{-x}f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLaguerreWeightAndAbscissaFunction.

GaussLaguerreQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

Creates an instance.

GaussLaguerreQuadratureIntegrator1D(int, double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

Creates an instance.

GaussLaguerreWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Laguerre quadrature.

GaussLaguerreWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction

Creates an instance.

GaussLaguerreWeightAndAbscissaFunction(double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction

Creates an instance.

GaussLegendreQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Legendre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLegendreWeightAndAbscissaFunction.

GaussLegendreQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D

GaussLegendreWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Legendre quadrature.

GaussLegendreWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussLegendreWeightAndAbscissaFunction

GB - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GB' - United Kingdom.

GB_BUMP_DMO - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

UK BUMP/DMO method.

GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".

GB_IL_BOND - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

The UK real yield convention.

GB_IL_FLOAT - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

The UK real yield convention.

GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GB-RPI Price index.

GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".

GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".

GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.

GBP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'GBP' - British pound.

GBP_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.

GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.

GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.

GBP_FIXED_3M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-3M-LIBOR-3M' swap convention.

GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-6M-LIBOR-6M' swap convention.

GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.

GBP_FIXED_ZC_GB_HCIP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Deprecated.

Use FixedInflationSwapConventions.GBP_FIXED_ZC_GB_HICP.

GBP_FIXED_ZC_GB_HICP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

GBP vanilla fixed vs UK HICP swap.

GBP_FIXED_ZC_GB_RPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

GBP vanilla fixed vs UK RPI swap.

GBP_FIXED_ZC_GB_RPIX - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

GBP vanilla fixed vs UK RPIX swap.

GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/JPY" FX Swap convention.

GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/JPY convention with 2 days spot date.

GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GBP-LIBOR.

GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 10 years.

GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 12 years.

GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 15 years.

GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 1 year.

GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 20 years.

GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 25 years.

GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 2 years.

GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 30 years.

GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 3 years.

GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 4 years.

GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 5 years.

GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 6 years.

GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 7 years.

GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 8 years.

GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 9 years.

GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for GBP.

GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for GBP.

GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for GBP.

GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for GBP.

GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for GBP.

GBP_LIBOR_3M_EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.

GBP_LIBOR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs

The 'GBP-LIBOR-3M-IMM-ICE' contract.

GBP_LIBOR_3M_JPY_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-JPY-LIBOR-3M' swap convention.

GBP_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'GBP-LIBOR-3M-Monthly-IMM' convention.

GBP_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'GBP-LIBOR-3M-Quarterly-IMM' convention.

GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.

GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for GBP.

GBP_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.

GBP_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.

GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GBP-SONIA Overnight index.

GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SONIA index for GBP.

GBP_SONIA_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 10 years.

GBP_SONIA_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 12 years.

GBP_SONIA_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 15 years.

GBP_SONIA_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 1 year.

GBP_SONIA_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 20 years.

GBP_SONIA_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 25 years.

GBP_SONIA_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 2 years.

GBP_SONIA_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 30 years.

GBP_SONIA_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 3 years.

GBP_SONIA_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 4 years.

GBP_SONIA_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 5 years.

GBP_SONIA_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 6 years.

GBP_SONIA_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 7 years.

GBP_SONIA_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 8 years.

GBP_SONIA_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 9 years.

GBP_SONIA_1M_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-1M-ICE' contract.

GBP_SONIA_1M_IMM_LCH - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-1M-IMM-LCH' contract.

GBP_SONIA_3M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-3M-IMM-CME' contract.

GBP_SONIA_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-3M-IMM-ICE' contract.

GBP_SONIA_3M_IMM_LCH - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-3M-IMM-LCH' contract.

GBP_SONIA_OIS_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions

The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.

GBP_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

GBP-dominated standardized credit default swap.

GBP_US_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

GBP-dominated standardized credit default swap.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/USD" FX Swap convention.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/USD convention with 2 days spot date.

GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".

gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the gearing property.

gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the gearing property.

gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the gearing property.

gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the gearing property.

gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the gearing multiplier, defaulted to 1.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the gearing multiplier, optional.

GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The gearing, that the rate is multiplied by.

GEARING_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

GeneralizedExtremeValueDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The generalized extreme value distribution is a family of continuous probability distributions that combines the Gumbel (type I), Fréchet (type II) and Weibull (type III) families of distributions.

GeneralizedExtremeValueDistribution(double, double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Creates an instance.

GeneralizedLeastSquare - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Generalized least square method.

GeneralizedLeastSquare() - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare

Creates an instance.

GeneralizedLeastSquareResults<T> - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Generalized least square calculator.

GeneralizedLeastSquareResults(List<Function<T, Double>>, double, DoubleArray, DoubleMatrix) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

Creates an instance.

GeneralizedLeastSquaresRegression - Class in com.opengamma.strata.math.impl.regression

GeneralizedLeastSquaresRegression() - Constructor for class com.opengamma.strata.math.impl.regression.GeneralizedLeastSquaresRegression

GeneralizedParetoDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

Calculates the Pareto distribution.

GeneralizedParetoDistribution(double, double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Creates an instance.

GeneralizedParetoDistribution(double, double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Creates an instance.

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteWeightAndAbscissaFunction

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreWeightAndAbscissaFunction

generate(int) - Method in interface com.opengamma.strata.math.impl.integration.QuadratureWeightAndAbscissaFunction

generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator

Generates a rates provider from a set of parameters.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator

Generates a rates provider from a set of parameters and calibration information.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator

Generates a rates provider from a set of parameters and calibration information.

generate(BasisFunctionKnots, int) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

Generate the i^th basis function

generate(List<String>, List<AsciiTableAlignment>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.AsciiTable

Generates the ASCII table.

generateSet(BasisFunctionKnots) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

Generate a set of b-splines with a given polynomial degree on the specified knots.

generateSet(BasisFunctionKnots[]) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

Generate a set of N-dimensional b-splines as the produce of 1-dimensional b-splines with a given polynomial degree.

genericClass(Class<T>) - Static method in class com.opengamma.strata.collect.Guavate

Returns a generified Class instance.

GenericDoubleShifts - Class in com.opengamma.strata.market

A perturbation that applies different shifts to a double value.

GenericDoubleShifts.Meta - Class in com.opengamma.strata.market

The meta-bean for GenericDoubleShifts.

GenericImpliedVolatiltySolver - Class in com.opengamma.strata.pricer.impl.option

Finds an implied volatility (a parameter that put into a model gives the market pirce of an option) for any option pricing model that has a 'volatility' parameter.

GenericImpliedVolatiltySolver(Function<Double, double[]>) - Constructor for class com.opengamma.strata.pricer.impl.option.GenericImpliedVolatiltySolver

Creates an instance.

GenericImpliedVolatiltySolver(Function<Double, Double>, Function<Double, Double>) - Constructor for class com.opengamma.strata.pricer.impl.option.GenericImpliedVolatiltySolver

Creates an instance.

GenericSecurity - Class in com.opengamma.strata.product

A generic security, defined in terms of the value of each tick.

GenericSecurity.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurity.

GenericSecurityPosition - Class in com.opengamma.strata.product

A position in a security, where the security is embedded ready for mark-to-market pricing.

GenericSecurityPosition.Builder - Class in com.opengamma.strata.product

The bean-builder for GenericSecurityPosition.

GenericSecurityPosition.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurityPosition.

GenericSecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security

Perform calculations on a single GenericSecurityPosition for each of a set of scenarios.

GenericSecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

Creates an instance.

GenericSecurityTrade - Class in com.opengamma.strata.product

A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.

GenericSecurityTrade.Builder - Class in com.opengamma.strata.product

The bean-builder for GenericSecurityTrade.

GenericSecurityTrade.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurityTrade.

GenericSecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security

Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.

GenericSecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

Creates an instance.

GenericSecurityTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV file format for Generic Security trades.

GenericSecurityTradeCsvPlugin() - Constructor for class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

GenericVolatilitySurfacePeriodParameterMetadata - Class in com.opengamma.strata.pricer.common

Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.

GenericVolatilitySurfacePeriodParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common

The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.

GenericVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.common

Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.

GenericVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common

The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.

GeometricMeanCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the geometric mean of a series of data.

GeometricMeanCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.GeometricMeanCalculator

get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier

Gets a result.

get() - Method in class com.opengamma.strata.collect.result.Result

Returns the result value if calculated successfully, empty if a failure occurred.

get(int) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Gets the amount at the specified index.

get(int) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the amount at the specified index.

get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the value at the specified index in this array.

get(int) - Method in class com.opengamma.strata.collect.array.IntArray

Gets the value at the specified index in this array.

get(int) - Method in class com.opengamma.strata.collect.array.LongArray

Gets the value at the specified index in this array.

get(int) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

get(int) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

get(int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns the FX rate for a scenario.

get(int) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a MultiCurrencyAmount at the specified index.

get(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Gets the value at the specified scenario index.

get(int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

get(int, int) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column index.

get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the value at the specified row and column in this matrix.

get(int, int, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column index, casting the result to a known type.

get(int, ColumnName) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column name.

get(int, ColumnName, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column name, casting the result to a known type.

get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets a value by key.

get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an item of configuration that is the default of its type.

get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

get(String) - Method in class com.opengamma.strata.calc.Column.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

get(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

get(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

get(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

get(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

get(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

get(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

get(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

get(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

get(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

get(String) - Method in class com.opengamma.strata.product.bond.Bill.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

get(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets the value associated with the specified date.

get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Gets the value associated with the specified date.

get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor

Gets the value of the specified unit.

get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the value of the specified unit.

getAbscissas() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

getAbsoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

Gets the absolute tolerance for the root finder.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.

getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the accrual end date.

getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the accrual end date.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

Gets the accrual factor.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the method of accruing Overnight interest.

getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the method of accruing Overnight interest.

getAccrualMethod() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the method of accruing Overnight interest.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the accrual method using the fixed rate, defaulted to 'None'.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Gets the accrual-on-default formula used in this pricer.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Gets the accrual-on-default formula used in this pricer.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Obtains the accrual-on-default formula.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Gets the accrual-on-default formula used in this pricer.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Gets the accrual-on-default formula used in this pricer.

getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual periods that combine to form the payment period.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the accrual period schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the accrual schedule.

getAccrualSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg

Gets the accrual period schedule.

getAccrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Gets the accrual start.

getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the accrual start date.

getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the accrual start date.

getAction() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Gets the action to perform if a clash occurs.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the additional spread added to the fixed rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the addition convention to apply.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the addition convention to apply.

getAdjustedRSquared() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the business day adjustment that is to be applied to the unadjusted date.

getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDates

Gets the business day adjustment that is to be applied to the unadjusted dates.

getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the adjustment representing the change that occurs at each step.

getAdjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets the shift type applied to the unadjusted value and the adjustment.

getAdjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Gets the shift type applied to the unadjusted value and the adjustment.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAlpha() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the alpha parameter.

getAlphaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the alpha (volatility level) curve.

getAlphaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the alpha (volatility level) surface.

getAmount() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the amount of the payment.

getAmount() - Method in class com.opengamma.strata.basics.currency.BigMoney

Deprecated.

Use BigMoney.getValue()

getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the amount of the currency.

getAmount() - Method in class com.opengamma.strata.basics.currency.Money

Deprecated.

Use Money.getValue()

getAmount() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).

getAmount() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).

getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the known amount schedule.

getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the notional amount.

getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the CurrencyAmount for the specified currency, throwing an exception if not found.

getAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Gets a double amount for the provided Ibor caplet/floorlet.

getAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Gets a currency amount for the provided Ibor caplet/floorlet.

getAmountOrZero(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the CurrencyAmount for the specified currency, returning zero if not found.

getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of currency amounts.

getAmounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Gets the currency amounts, one per scenario.

getAmounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Gets the multi-currency amounts, one per scenario.

getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts

Gets the leg amounts.

getAmounts() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Gets the map of Ibor caplet/floorlet periods to the double amount.

getAmounts() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Gets the map of Ibor caplet/floorlet periods to the currency amount.

getAmounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

Gets the amounts, identified by legal entity ID.

getArbitrageHandling() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Obtains the arbitrage handling.

getAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes

Gets the attribute associated with the specified type.

getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets an attribute by name, throwing an exception if not found.

getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the attributes.

getAttributes() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the attributes associated with this failure.

getAttributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the attributes.

getAttributes() - Method in class com.opengamma.strata.product.PositionInfo

Gets the position attributes.

getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the security attributes.

getAttributes() - Method in class com.opengamma.strata.product.SimpleAttributes

Gets the attributes.

getAttributes() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade attributes.

getAttributeTypes() - Method in interface com.opengamma.strata.product.Attributes

Gets the attribute types that are available.

getAttributeTypes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

getAttributeTypes() - Method in interface com.opengamma.strata.product.PortfolioItemInfo

getAttributeTypes() - Method in class com.opengamma.strata.product.PositionInfo

getAttributeTypes() - Method in class com.opengamma.strata.product.SecurityInfo

getAttributeTypes() - Method in class com.opengamma.strata.product.SimpleAttributes

getAttributeTypes() - Method in class com.opengamma.strata.product.TradeInfo

getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country

Obtains the set of available countries.

getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency

Obtains the set of configured currencies.

getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Obtains the set of configured currency pairs.

getB() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Gets the scale parameter.

getBarrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets the barrier description.

getBarrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets the barrier description.

getBarrierLevel() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the constant barrier level.

getBarrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Gets the barrier level.

getBarrierLevel(int) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

getBarrierLevel(LocalDate) - Method in interface com.opengamma.strata.product.option.Barrier

Obtains the barrier level for a given observation date.

getBarrierLevel(LocalDate) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

getBarrierType() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the barrier type.

getBarrierType() - Method in interface com.opengamma.strata.product.option.Barrier

Obtains the barrier type.

getBarrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Gets the barrier type.

getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the base currency of the pair.

getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the base currency, positive if receiving, negative if paying.

getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the discount factors for the base currency of the currency pair.

getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the payment in the base currency, positive if receiving, negative if paying.

getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the payment in the base currency, positive if receiving, negative if paying.

getBaseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the base curve.

getBeta() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the beta parameter.

getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the beta (elasticity) curve.

getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the beta (elasticity) curve.

getBetaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the beta (elasticity) curve.

getBetas() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getBetaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the beta (elasticity) surface.

getBondPricer() - Method in class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Gets the bond pricer.

getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.MinimumBracketer

getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.ParabolicMinimumBracketer

getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.rootfinding.BracketRoot

Gets the bracketed roots.

getBracketedPoints(Function<Double, Double>, double, double, double, double) - Method in class com.opengamma.strata.math.impl.rootfinding.BracketRoot

Gets the bracketed roots.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the business day adjustment to apply.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the business day adjustment to apply to the start and end date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the business day adjustment to apply to the start date, end date and accrual schedule.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the business day adjustment to apply to the delivery date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment to apply to payment schedule dates.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the business day adjustment to apply to the start and end date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the business day adjustment to apply to the reference date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the business day adjustment to apply to the reference date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the business day adjustment to apply, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the business day adjustment to apply to each reset date.

getBuySell() - Method in class com.opengamma.strata.product.credit.Cds

Gets whether the CDS is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets whether the CDS index is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets whether the CDS is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets whether the CDS index is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets whether the term deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.fra.Fra

Gets whether the FRA is buy or sell.

getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the byte source to access the resource.

getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the interest rate accrual calculation.

getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the interest rate accrual calculation.

getCalculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the calculation functions.

getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the calculation results.

getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the calendar that defines holidays and business days.

getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that defines the meaning of a day when performing the addition.

getCalibrator() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Gets the calibrator.

getCalibrator() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Gets the curve calibrator.

getCalibrator() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Obtains the calibrator.

getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

Gets the Ibor cap/floor leg of the product.

getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Gets the Ibor cap/floor leg of the product.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional caplet strike.

getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the periodic payments based on the successive observed values of an Ibor index.

getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the cap schedule, optional.

getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the cap schedule, optional.

getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flow by index.

getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flows.

getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the category of this type.

getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the type of the throwable that caused the failure, not present if it wasn't caused by a throwable.

getCDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

Calculates CDF.

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

Returns the cumulative distribution function for a value

getCDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution

Returns the cumulative distribution function for a value

getCdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the CDS index identifier.

getCdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the CDS index identifier.

getCdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the CDS index identifier.

getCells() - Method in class com.opengamma.strata.calc.Results

Gets the grid of results, stored as a flat list.

getCells() - Method in class com.opengamma.strata.calc.runner.CalculationResults

Gets the calculated cells.

getCells() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the cells to be calculated.

getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource using UTF-8.

getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource specifying the character set.

getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets a child element by index.

getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child element with the specified name, throwing an exception if not found or more than one.

getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements.

getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements matching the specified name.

getChiSq() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

Gets the Chi-square of the fit.

getChiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

Gets the chi-square value.

getCleanStrikePrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the clean price at which the option can be exercised, in decimal form.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the CMS leg of the product.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms

Gets the CMS leg of the product.

getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the periodic payments based on the successive observed values of a swap index.

getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the type of the CMS period.

getCode() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the three letter ISO code.

getCode() - Method in class com.opengamma.strata.basics.date.MarketTenor

Gets the market tenor code.

getCode() - Method in class com.opengamma.strata.basics.location.Country

Gets the two letter ISO code.

getCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Gets the contract group code, as defined by the exchange.

getCode() - Method in enum com.opengamma.strata.product.etd.EtdOptionType

Gets the short code for the type.

getCode() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType

Gets the short code for the type.

getCode() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the short code that describes the variant.

getCode3Char() - Method in class com.opengamma.strata.basics.location.Country

Gets the ISO-3166-1 alpha-3 three letter country code.

getCoeff() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getCoefficients() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Gets the coefficients of this polynomial.

getCoefficientSensitivity(int) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

Access _coeffSense for the i-th interval.

getCoefficientSensitivityAll() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

Access _coeffSense.

getCoefMatrix() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _coefMatrix.

getCoefs() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _coefMatrix.

getColumnCount() - Method in class com.opengamma.strata.calc.Results

Gets the number of columns in the results.

getColumnCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of columns in the report table.

getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the column headers.

getColumnHeaders() - Method in interface com.opengamma.strata.report.Report

Gets the report column headers.

getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the column index of the value in the results grid.

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the column index of the cell in the results grid.

getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the keys corresponding to the columns.

getColumns() - Method in class com.opengamma.strata.calc.Results

Gets the column headers.

getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the columns that will be calculated.

getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the columns contained in the results.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the report columns, which may contain information required for formatting.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

Gets the columns in the report.

getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Gets the type of the data in each report column.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the compounding method to use when there is more than one accrual period, default is 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the condition number of the matrix.

getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the condition number of the matrix.

getConditionNumber() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the condition number of the matrix.

getConditionNumber() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the condition number of the matrix.

getConstraintFunction(NonLinearParameterTransforms) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the constraint function.

getContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element content.

getContractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.

getContractCode() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.

getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the size of each contract.

getContractSpec() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the underlying contract specification.

getContractSpec() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Gets the underlying contract specification.

getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the ID of the contract specification from which this security is derived.

getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the ID of the contract specification from which this security is derived.

getContractSpecId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the ID of the contract specification from which this security is derived.

getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the convention used to the adjust the date if it does not fall on a business day.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the convention of the swap for which the data is valid.

getConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate

Gets the market convention of the credit default swap.

getConvention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

Gets the market convention of the credit default swap.

getConvention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Gets the market convention of the credit default swap.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the underlying Ibor fixing deposit convention.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the underlying term deposit convention.

getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the underlying FRA convention.

getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the underlying FX Swap convention.

getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Deprecated.

Use IborFutureTemplate.getContractSpec()

getConvention() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate

The market convention of the associated swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the market convention of the swap.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the conversion factor for each bond in the basket.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the conversion factor for each bond in the basket.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the conversion factor for each bond in the basket.

getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the counter currency of the pair.

getCounterCurrency() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Get the counter currency of the underlying FX transaction.

getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the counter currency, positive if receiving, negative if paying.

getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the discount factors for the counter currency of the currency pair.

getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the payment in the counter currency, positive if receiving, negative if paying.

getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the payment in the counter currency, positive if receiving, negative if paying.

getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo

Gets the counterparty identifier, optional.

getCountry() - Method in interface com.opengamma.strata.product.LegalEntity

Gets the country that the legal entity is based in.

getCountry() - Method in class com.opengamma.strata.product.SimpleLegalEntity

Gets the country that the legal entity is based in.

getCovariance() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

Gets the estimated covariance matrix of the standard errors in the fitting parameters.

getCreditLegalEntities() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the set of pairs of legal entity ID and currency that credit curves are provided for.

getCreditMarketDataIds(StandardId, Currency) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the identifiers used to obtain the credit curve for the pair of legal entity ID and currency.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Returns the set of currencies held within this matrix.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of stored currencies.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the set of currencies for which this object contains values.

getCurrencies() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the set of currencies for which this object contains values.

getCurrencies() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the currencies of the item.

getCurrency() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the currency of the payment.

getCurrency() - Method in class com.opengamma.strata.basics.currency.BigMoney

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.Money

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the currency of the payment.

getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRate

Gets the associated currency.

getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the currency of the index.

getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the currency of the floating rate.

getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the currency of the Ibor index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the currency of the Overnight index.

getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the currency of the Ibor index.

getCurrency() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the currency of the result.

getCurrency() - Method in class com.opengamma.strata.calc.ReportingCurrency

Gets the currency if the type is 'Specific'.

getCurrency() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve currency.

getCurrency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the currency of the point sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the currency for which the data is valid.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

getCurrency() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

Gets the currency of the amounts.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the currency.

getCurrency() - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.product.bond.Bill

getCurrency() - Method in class com.opengamma.strata.product.bond.BillPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.BillSecurity

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the currency of the underlying fixed coupon bonds.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the currency that the future is traded in.

getCurrency() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the currency of the payment resulting from the period.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

The currency of the underlying bond.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Returns the currency of the bill.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Obtains the currency of the underlying fixed coupon bonds.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Returns the bond option currency.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the currency of the leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the currency of the leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.credit.Cds

Gets the currency of the CDS.

getCurrency() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the currency of the CDS index.

getCurrency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the currency.

getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the currency.

getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Get the currency of the CDS.

getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the currency of the CDS.

getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the primary currency.

getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the currency of the underlying swap.

getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfPosition

getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

getCurrency() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the currency of the underlying swap.

getCurrency() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the currency of the position.

getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the currency of the trade.

getCurrency() - Method in class com.opengamma.strata.product.fra.Fra

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.GenericSecurity

getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the currency of the trade.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the currency that the future is traded in, defaulted from the index if not set.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the currency that the option is traded in.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the currency that the future is traded in, defaulted from the index if not set.

getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the currency of this payment.

getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Gets the currency of this payment.

getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the currency of the Ibor index.

getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct

Gets the currency that the security is traded in.

getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

Gets the currency of the position.

getCurrency() - Method in interface com.opengamma.strata.product.Security

Gets the currency that the security is traded in.

getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the currency that the security is traded in.

getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the payment currency.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the currency of the swap leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the currency of the event.

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the currency of the swap leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the primary currency of the swap leg.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the payment currency of the leg.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent

Gets the currency of the payment resulting from the event.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the currency of the payment resulting from the period.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the leg currency.

getCurrency() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the currency of the convention.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets the currency of the leg from the index.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the currency of the swaption.

getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the currency of the swaption.

getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the currency pair of the index.

getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the currency pair of the FX index.

getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the currency pair for which the shifts are applied.

getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the currencyPair.

getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the currency pair.

getCurrencyPair() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the currency pair that the rates are for.

getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the currency pair for which the sensitivity is computed.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the currency pair for which the sensitivity is presented.

getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the currency pair for which the data is valid.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the currency pair that describes the node.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxNdf

getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.FxProduct

Gets the currency pair that the FX trade is based on, in conventional order.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the currency pair in conventional order.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the currency pair of the template.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the currency pair associated with the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the currency pair of the template.

getCurve() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

Gets the Black volatility curve.

getCurve() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

Gets the normal volatility curve.

getCurve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Gets the Black volatility curve.

getCurve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the underlying forward curve.

getCurve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Gets the underlying curve.

getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of curves.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets definitions which specify how the curves are calibrated.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the curve group name.

getCurveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Gets the metadata for the curve.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the curve name.

getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the curve name.

getCurveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve nodes.

getCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Returns a map containing all the curves, keyed by curve name.

getCurves(CurveGroupName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Returns a map containing all the curves, keyed by curve identifier.

getCurveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve valuation date.

getCutOffStrike() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

Gets the cut-off strike.

getCutOffStrike() - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Returns the cut-off strike.

getCutOffStrike() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the cut-off strike.

getData() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the data.

getData() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

Gets the map of tenor to option data.

getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the cashflow data table.

getData() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the calculation results.

getData(Tenor) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

Gets the raw option data for a given tenor.

getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Alpha parameters to the raw data used for calibration.

getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Alpha parameters to the raw data used for calibration.

getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Alpha parameters to the raw data used for calibration.

getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Beta parameters to the raw data used for calibration.

getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Beta parameters to the raw data used for calibration.

getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Beta parameters to the raw data used for calibration.

getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Nu parameters to the raw data used for calibration.

getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Nu parameters to the raw data used for calibration.

getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Nu parameters to the raw data used for calibration.

getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Rho parameters to the raw data used for calibration.

getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Rho parameters to the raw data used for calibration.

getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Rho parameters to the raw data used for calibration.

getDataType() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the type of the raw data.

getDate() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the date that the payment is made.

getDate() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the date that the payment is made.

getDate() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the date of the schedule period boundary at which the change occurs.

getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the date.

getDate() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Gets the node date if the type is 'Fixed'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in interface com.opengamma.strata.market.param.DatedParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the date that the payment is made.

getDateCode() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the optional date code, populated for Weekly and Daily.

getDateDefinition() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets an explicit list of exercise dates.

getDateOrder() - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the date order rules that apply to this node within the curve.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Gets an explicit list of exercise dates.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the sequence of dates that the future is based on.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the sequence of dates that the future is based on.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the sequence of dates that the future is based on.

getDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the day count convention of the index.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the day count convention of the index, which is '1/1'.

getDayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the day count.

getDayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the dayCount.

getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the day count convention used for the expiry.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the day count to measure the time.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Gets the day count to use.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Obtains day count convention.

getDayCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getDayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the day count convention used for the expiry.

getDayCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the day count convention used for the expiry.

getDayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the day count to use.

getDayCount() - Method in class com.opengamma.strata.product.bond.Bill

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the day count of the period.

getDayCount() - Method in class com.opengamma.strata.product.credit.Cds

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.fra.Fra

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the day count convention applicable.

getDayCount() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the day count of the convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

Gets the number of days in the calculation period.

getDayOfMonth() - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the day-of-month that the roll convention implies.

getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the number of days to be added.

getDecomposition(String) - Static method in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Given a name, returns an instance of that decomposition method.

getDecompositionName(Decomposition<?>) - Static method in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Given a decomposition method, returns its name.

getDefaultFixedLegDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the default day count convention for the associated fixed leg.

getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the default day count convention for the associated fixed leg.

getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the default day count convention for the associated fixed leg.

getDefaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Gets the default local time.

getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

Gets the default underlying parameter.

getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

Gets the default underlying parameter.

getDefaultTenor() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets a default tenor applicable for this floating rate.

getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException

Gets the invalid schedule definition.

getDeformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the deformation function.

getDegree() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

the polynomial degree of the basis functions.

getDegrees() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Gets the number of degrees of freedom.

getDegreesOfFreedom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Gets the degrees of freedom.

getDegreesOfFreedom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the basket of deliverable bonds.

getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the basket of deliverable bonds.

getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the basket of deliverable bonds.

getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the delivery date.

getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the delivery date.

getDelta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the delta of the different data points.

getDelta() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets delta values.

getDeltaFull() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Computes full delta for all strikes including put delta absolute value.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the period between the start date and the end date.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the period between the start date and the end date.

getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivative of the variable with respect to an input.

getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the derivative function.

getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the derivative function.

getDerivativeMatrix(double[], int, boolean) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Get the kth order finite difference derivative matrix, D_k(x), for a non-uniform set of points.

getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivatives of the variable with respect to some inputs.

getDescription() - Method in interface com.opengamma.strata.collect.named.Described

Gets the human-readable described of the instance.

getDescription() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the human readable description of the product.

getDescription() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the description of the item.

getDescription() - Method in class com.opengamma.strata.product.ProductType

Gets the human-readable description of the type.

getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the detachment date.

getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the detachment date.

getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

getDeterminant() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult

Return the determinant of the matrix.

getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Return the determinant of the matrix.

getDeterminant() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Return the determinant of the matrix.

getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the determinant of the matrix.

getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the determinant of the matrix.

getDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

getDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Direct access to Diagonal Data.

getDifferenceMatrix(int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

get the k^th order difference matrix, D, which acts on a vector, x, of length m to produce the k^th order difference vector.

getDiffNorm() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getDimensions() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _dim.

getDirection(DoubleMatrix, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianDirectionFunction

getDirection(DoubleMatrix, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.JacobianDirectionFunction

getDirection(DoubleMatrix, DoubleArray) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderDirectionFunction

getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the currencies for which the curve provides discount rates.

getDiscountCurrencies() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the set of currencies that discount factors are provided for.

getDiscountCurrencies() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the set of currencies that discount factors are provided for.

getDiscountCurrencies() - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the set of currencies that discount factors are provided for.

getDiscountCurrencies() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getDiscountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the discount curves in the group, keyed by currency.

getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the discount curves, defaulted to an empty map.

getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the discount factor.

getDiscountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the discount factor.

getDiscountFactorAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains discount factor between the i-th layer to the (i+1)-th layer.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Gets the underlying discount factor curve.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Gets the underlying discount factor curve.

getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra

Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the method to use for discounting.

getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the method to use for discounting, providing a default result if no override specified.

getDiscountMarketDataIds(Currency) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the identifiers used to obtain the discount factors for the specified currency.

getDiscountMarketDataIds(Currency) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the identifiers used to obtain the discount factors for the specified currency.

getDof() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getDuration() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the underlying duration.

getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the earliest date contained in this time-series.

getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the earliest date contained in this time-series.

getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the effective date of the investment implied by the fixing date.

getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the effective date of the investment implied by the fixing date.

getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the effective date.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEffectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the effective protection end date of the period.

getEffectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the effective protection start date of the period.

getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the end date, which is the end of the last schedule period.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the end date of this period, used for financial calculations such as interest accrual.

getEndDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the end date of the period.

getEndDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the end date of the product.

getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the end date of the product.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

Gets the end date.

getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the last date of the rate calculation period.

getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the last date of the rate calculation period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the accrual end date of the swap.

getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the accrual end date of the swap.

getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the accrual end date of the leg.

getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the end date of the period.

getEndDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the days adjustment to apply to get the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the business day adjustment to apply to the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

Gets the observation at the end.

getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the observation for interpolation at the end.

getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation for interpolation at the end.

getEntries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the configuration for building the curves in the group.

getEntry(int...) - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Gets the entry for the indices.

getError() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the measurement error of the option data.

getEta() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the eta parameters.

getEventPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Gets the underlying leg pricer.

getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Gets the exchange identifier.

getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the ID of the exchange where the instruments derived from the product are traded.

getExchangeId() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the ID of the exchange where the instruments derived from the product are traded.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets ex-coupon period.

getExerciseDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Gets the adjusted exercise date.

getExerciseInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the exercise information.

getExerciseInfo() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the exercise information, optional.

getExpiries() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getExpiries() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the expiries associated with the volatility term.

getExpiries() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the expiry values.

getExpiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the time to expiry associated with the data.

getExpiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the expiry of the option.

getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the year-month of the expiry.

getExpiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the year-month of the expiry.

getExpiry() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the year-month of the expiry.

getExpiry() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the year-month of the expiry.

getExpiry() - Method in interface com.opengamma.strata.product.fx.FxOptionProduct

Returns the product's expiry.

getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets the underlying Fx vanilla option's expiry.

getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the expiry of the option.

getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date-time.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date of the option.

getExpiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the offset of the expiry date from the delivery date.

getExpiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the expiry tenor associated with the parameter.

getExpiryTenor() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the tenor associated with the time to expiry, optional.

getExpiryTenors() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getExpiryTenors() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the tenor associated with each expiry in the volatility term.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry time of the option.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the time-zone of the expiry time.

getExternalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the left, defaulted to 'Flat".

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the left of the leftmost point on the curve.

getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the extrapolator for the caplet volatilities on the left.

getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the left extrapolator for the SABR parameter curves.

getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the left extrapolator for the SABR parameters.

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the right, defaulted to 'Flat".

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the right of the rightmost point on the curve.

getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the extrapolator for the caplet volatilities on the right.

getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the right extrapolator for the SABR parameter curves.

getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the right extrapolator for the SABR parameters.

getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException

Returns the details of the failure.

getFailure() - Method in class com.opengamma.strata.collect.result.Result

Returns the failure instance indicating the reason why the calculation failed.

getFailureItem() - Method in exception com.opengamma.strata.collect.result.FailureItemException

Gets the failure item.

getFailureItem() - Method in interface com.opengamma.strata.collect.result.FailureItemProvider

Gets the failure item.

getFailureItem() - Method in exception com.opengamma.strata.collect.result.IllegalArgFailureException

Gets the failure item.

getFailureItem() - Method in exception com.opengamma.strata.collect.result.ParseFailureException

Gets the failure item.

getFailures() - Method in class com.opengamma.strata.collect.result.FailureItems

Gets the failures.

getFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Gets the failure items.

getFarForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the identifier of the market data value which provides the FX forward points.

getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the later date.

getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Gets the foreign exchange transaction at the later date.

getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

getField(String, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header, post processing the result.

getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

getField(Pattern, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern, post processing the result.

getFieldName() - Method in interface com.opengamma.strata.data.ObservableId

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the field name in the market data record that contains the market data item.

getFile() - Method in class com.opengamma.strata.collect.io.FileByteSource

Gets the File.

getFileName() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

getFileName() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Gets the file name of the source.

getFileName() - Method in class com.opengamma.strata.collect.io.BeanCharSource

Gets the file name of the source.

getFileName() - Method in class com.opengamma.strata.collect.io.FileByteSource

getFileName() - Method in class com.opengamma.strata.collect.io.StringCharSource

getFileName() - Method in class com.opengamma.strata.collect.io.UriByteSource

getFileNameOrThrow() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Gets the file name of the source.

getFileNameOrThrow() - Method in class com.opengamma.strata.collect.io.BeanCharSource

Gets the file name of the source.

getFilter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets the filter that decides whether the perturbation should be applied to a piece of market data.

getFinalFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the fixing date time of the final caplet/floorlet period.

getFinalPeriod() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the final caplet/floorlet period.

getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the final stub if it exists.

getFinalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the final stub, optional.

getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in final stub, optional.

getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the first element in this triple.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first delivery date.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the first delivery date.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the first delivery date.

getFirstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the offset of the first fixing date from the first adjusted reset date, optional.

getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the first index value

getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the first index value

getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the first index value

getFirstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the initial value of the index, optional.

getFirstItem() - Method in class com.opengamma.strata.collect.result.Failure

Gets the first failure item.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first notice date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the first notice date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the first notice date.

getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the first schedule period.

getFirstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate of the first reset period, which may be a stub, optional.

getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate of the first regular reset period, optional.

getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.

getFirstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.

getFirstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the first date in the sequence.

getFitParameters() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

Gets the value of the fitting parameters, when the chi-squared is minimised.

getFittingFunction() - Method in class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction

getFittingJacobian() - Method in class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction

getFittingParameterSensitivityToData() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

This a matrix where the i,jth element is the (infinitesimal) sensitivity of the ith fitting parameter to the jth data point (NOT the model point), when the fitting parameter are such that the chi-squared is minimised.

getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the fixed curve.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the fixed leg.

getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.Cds

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the fixed interest rate to be paid.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the fixed rate for the fixing date, optional.

getFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Gets the fixed rate to use in the stub.

getFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the fixed rate to use in the stub.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the calendar that the index uses.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the resolved calendar that the index uses.

getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the fixing date of the underlying future.

getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the fixing date of the index.

getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the fixing date of the index.

getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the applicable fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Gets the fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the fixing date.

getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the adjustment applied to the maturity date to obtain the fixing date.

getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the adjustment applied to the maturity date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the offset of the FX reset fixing date from each adjusted accrual date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.

getFixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the fixing date offset, in days, optional.

getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the fixing date-time of the index.

getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the fixing date-time of the index.

getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the fixing month.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the base date that each fixing is made relative to, optional with defaulting getter.

getFixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

Gets the monthly time-series of fixings.

getFixings() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Gets the time-series of fixings for the index.

getFixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the monthly time-series of fixings.

getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

Gets the list of fixings.

getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the fixing time.

getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the fixing time.

getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the fixing time of the index.

getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the fixing time-zone.

getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the time-zone of the fixing time.

getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the time-zone of the fixing time.

getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the floating rate of interest.

getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the floating rate of interest.

getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRate

Gets the associated floating rate name.

getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the floating rate name for this index.

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional floorlet strike.

getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the floor schedule, optional.

getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the floor schedule, optional.

getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the forecast value of the cash flow.

getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the formatter to use to convert this type into a string.

getForward() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the underlying bond forward yield.

getForward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the forward rate.

getForward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the forward rate.

getForward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the underlying swap forward rate.

getForwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the forward curves in the group, keyed by index.

getForwardIndices() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the set of indices that forward rates are provided for.

getForwardMarketDataIds(Index) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the identifiers used to obtain the forward rates for the specified index.

getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the FpML root element.

getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the periodic frequency of the schedule period.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the regular periodic frequency to use.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the periodic frequency used when building the schedule.

getFrequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the frequency of the sequence.

getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the frequency of the bond payments.

getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the frequency of the bond payments.

getFrequency() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets the frequency of exercise between the earliest and latest dates.

getFunction() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the function that will calculate the value.

getFunction() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

Gets the functions field.

getFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Gets the function that handles the specified target.

getFunctions() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the calculation functions.

getFuture() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

A future providing asynchronous notification when the results are available.

getFutureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the expiry date of the underlying future.

getFuturePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the underlying future price.

getFuturePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the underlying future price.

getFutureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the future value notional.

getFxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Gets the underlying FX forward rates.

getFxForwardRates() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Gets the underlying FX forward rates.

getFxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the identifier used to obtain the FX rate market value, defaulted from the template.

getFxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the identifier used to obtain the FX rate market value, defaulted from the template.

getFxRateLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the underlying FX lookup.

getFxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the provider of FX rates.

getFxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the provider of foreign exchange rates.

getFxRatesSource() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the source of market data for FX rates.

getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the FX reset definition, optional.

getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the FX reset definition, optional.

getFxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the FX reset definition, optional.

getFxResetObservation() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod

Gets the FX reset observation, optional.

getFxResetObservation() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the gearing multiplier, defaulted to 1.

getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the column header.

getIborIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getIborIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of Ibor indices that are available.

getIborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the market convention of the floating leg.

getIborLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the market convention of the Ibor leg.

getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the rate to be observed.

getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the rate to be observed.

getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the Ibor rate observation.

getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the identifier for the calendar.

getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the identifier, such as 'GBLO'.

getId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

Gets the market data key identifying the quote.

getId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the ID of this contract specification.

getId() - Method in interface com.opengamma.strata.product.PortfolioItem

Gets the primary identifier for the portfolio item, optional.

getId() - Method in interface com.opengamma.strata.product.PortfolioItemInfo

Gets the primary identifier for the portfolio item, optional.

getId() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the identifier of the item, optional.

getId() - Method in class com.opengamma.strata.product.PositionInfo

Gets the primary identifier for the position, optional.

getId() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the security identifier.

getId() - Method in class com.opengamma.strata.product.TradeInfo

Gets the primary identifier for the trade, optional.

getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in interface com.opengamma.strata.market.param.ParameterMetadata

Returns an object used to identify the parameter.

getIdentifier() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the identifier, which is the year-month.

getIdentifier() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getIds() - Method in class com.opengamma.strata.data.ImmutableMarketData

getIds() - Method in interface com.opengamma.strata.data.MarketData

Gets the market data identifiers.

getIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the market data identifiers.

getIndependentVariableNames() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation

Gets the index to be observed.

getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the Ibor index for which the data is valid.

getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Gets the index that the rates are for.

getIndex() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the FX index that the sensitivity refers to.

getIndex() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the index of the underlying future for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Gets the index of the underlying future.

getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

Gets the index that the values are for.

getIndex() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the Ibor index that the sensitivity refers to.

getIndex() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the Ibor index that the sensitivity refers to.

getIndex() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the Overnight index that the sensitivity refers to.

getIndex() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the index that the values are for.

getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the Ibor index of the leg.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the swap index of the leg.

getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.Fra

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the index defining the FX rate to observe on the fixing date.

getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the underlying Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the Ibor index that the option is based on.

getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the underlying Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the underlying Overnight index.

getIndex() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the underlying Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.index.RateIndexSecurity

Get the rate index.

getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the Ibor index that the future is based on.

getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the Ibor index that the option is based on.

getIndex() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the Overnight index that the future is based on.

getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the underlying index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Gets the underlying index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the FX index used to obtain the FX reset rate.

getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the Ibor index to be used for the stub.

getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the index of prices.

getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the index of the convention.

getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the index of the underlying swap.

getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the index of the underlying swap.

getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets reference price index calculation method.

getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets reference price index calculation method.

getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the forward curves, defaulted to an empty map.

getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra

Gets the second Ibor index to be used for linear interpolation, optional.

getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the second Ibor index to be used for the stub, linearly interpolated.

getIndexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.

getIndices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the indices for which the curve provides forward rates.

getIndices() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

Gets the indices.

getIndices(Class<T>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the subset of indices matching the specified type for which the curve provides forward rates.

getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the additional curve information.

getInfo() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets the additional information.

getInfo() - Method in interface com.opengamma.strata.market.sensitivity.Sensitivities

Gets the additional information.

getInfo() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the additional surface information.

getInfo() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in interface com.opengamma.strata.product.PortfolioItem

Gets the additional information about the portfolio item.

getInfo() - Method in interface com.opengamma.strata.product.Position

Gets the standard position information.

getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade

Gets the standard information.

getInfo() - Method in interface com.opengamma.strata.product.Security

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in interface com.opengamma.strata.product.Trade

Gets the standard trade information.

getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets curve information of a specific type.

getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

getInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

getInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets surface information of a specific type.

getInitialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the initial guess values for the curve parameters.

getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianEstimateInitializationFunction

getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.JacobianEstimateInitializationFunction

getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderMatrixInitializationFunction

getInitialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the initial notional value, specified in the payment currency.

getInitialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the initial parameter values used in calibration.

getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the initial stub if it exists.

getInitialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the initial stub, optional.

getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in initial stub, optional.

getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the initial value.

getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the inner (or dot) product.

getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the inner (or dot) product.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegrationsPoints(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator

Combines the discount curve nodes and credit curve nodes.

getIntegrator(String) - Static method in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Given a name, returns an instance of that integrator.

getIntegratorName(Integrator1D<Double, Double>) - Static method in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Given an integrator, returns its name.

getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the accrued interest.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the interpolator.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the interpolator used to find points on the curve.

getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the underlying interpolator.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the interpolator for the caplet volatilities.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the interpolator for the caplet volatilities.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the interpolator for the SABR parameter curves.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the interpolator for the SABR parameters.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the interpolator for the caplet volatilities.

getInterpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the interpolator for the alpha, rho and nu surfaces.

getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the inverse (or pseudo-inverse) of the matrix.

getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the inverse (or pseudo-inverse) of the matrix.

getInverseCDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution

Given a probability, return the value that returns this cdf

getIssuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the groups used to find an issuer curve by legal entity.

getIssuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the issuer curves in the curve group, keyed by legal entity group and currency.

getIssuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the issuer curves, keyed by group and currency.

getItems() - Method in class com.opengamma.strata.collect.result.Failure

Gets the set of failure items.

getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the inverse Jacobian matrix produced during curve calibration.

getK() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

getKnockType() - Method in interface com.opengamma.strata.product.option.Barrier

Obtains the knock type.

getKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Gets the knock type.

getKnots() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Get the full set of knots.

getKnots() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _knots.

getKnots0() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _knots0.

getKnots1() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _knots1.

getKnots2D() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _knots0 and _knots1.

getKnotsMat1D(double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver

getKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Gets the known amount to pay/receive for the stub.

getKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the known amount to pay/receive for the stub.

getKsi() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Gets the shape parameter.

getKsi() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Gets the shape parameter.

getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

getL() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult

Returns the $\mathbf{L}$ matrix of the decomposition.

getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the $\mathbf{L}$ matrix of the decomposition.

getL() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the $\mathbf{L}$ matrix of the decomposition.

getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

getLabel() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.option.Strike

Gets a label describing the strike.

getLabel() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the label that describes the parameter, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the label that describes the parameter, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the label that describes the parameter, defaulted to both tenors.

getLabel() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the label that describes the parameter, defaulted to the year-month.

getLabel() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

getLabel() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Gets the label that describes the node.

getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the positive period between the price index and the accrual date, typically a number of months.

getLag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets the positive period between the price index and the accrual date, typically a number of months.

getLambda() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets penalty intensity parameter.

getLambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets penalty intensity parameter for expiry dimension.

getLambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets penalty intensity parameter for strike dimension.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last delivery date.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last delivery date.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last delivery date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last notice date.

getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the last schedule period.

getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional end date of the last regular schedule period, which is the start date of the final stub.

getLastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the optional end date of the last regular payment schedule period, which is the start date of the final stub.

getLastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the last date in the sequence.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the last date of trading, which is the same as the fixing date.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the last date of trading.

getLastTradeDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the days adjustment to apply to get the last trade date.

getLastVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the last volatility of the volatility parameters.

getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the latest date contained in this time-series.

getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the latest date contained in this time-series.

getLeftCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Gets the left nodal curve.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first pay or receive leg of the swap.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay or receive leg of the swap.

getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the legal entity group.

getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the legal entity group.

getLegalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the legal entity identifier.

getLegalEntityId() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates

Gets the standard identifier of a legal entity.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.Bill

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity

Get the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.credit.Cds

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the legal entity identifier.

getLegalEntityId() - Method in interface com.opengamma.strata.product.LegalEntity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.SimpleLegalEntity

Gets the legal entity identifier.

getLegalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the legal entity identifiers.

getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the legal entity identifiers.

getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the legal entity identifiers.

getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Gets the underlying leg pricer.

getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the legs of the swap.

getLegs() - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the legs of the swap with the specified type.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap with the specified type.

getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.VectorFunction

The length of the input vector $\mathbf{x}$.

getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.VectorFunction

The length of the output vector $\mathbf{y}$.

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D

Gets the limits.

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

Gets the limits.

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D

getLocalTimes() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Gets the local time.

getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the string form of the locator.

getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Gets the longer Ibor index observation.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the long quantity of the security.

getLongQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the long quantity of the security.

getLongShort() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets whether the option is long or short.

getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Gets the lookup that provides access to bond future volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Gets the lookup that provides access to bond future volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the lookup that provides access to repo and issuer curves.

getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Gets the lookup that provides access to repo and issuer curves.

getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Gets the lookup that provides access to cap/floor volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Gets the lookup that provides access to cap/floor volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the lookup that provides access to credit, discount and recovery rate curves.

getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Gets the lookup that provides access to credit, discount and recovery rate curves.

getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Gets the lookup that provides access to FX options volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Gets the lookup that provides access to FX options volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Gets the lookup that provides access to Ibor future option volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Gets the lookup that provides access to Ibor future option volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the lookup that provides access to discount curves and forward curves.

getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Gets the lookup that provides access to discount curves and forward curves.

getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Gets the lookup that provides access to swaption volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Gets the lookup that provides access to swaption volatilities.

getLowerSubDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

getLowerSubDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Direct access to lower sub-Diagonal Data.

getLT() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

getLT() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

getLT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult

Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.

getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the map of explanatory values.

getMappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Gets the market data filters and perturbations that define the scenarios.

getMarketData() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the market data that provides the FX rates.

getMarketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Gets the market data.

getMarketDataId() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Gets the market data identifier of the market data value.

getMarketDataId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Returns the type of market data ID handled by this filter.

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Returns the type of market data ID this function can handle.

getMarketDataIdType() - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction

getMarketDataName() - Method in interface com.opengamma.strata.data.NamedMarketDataId

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.curve.CurveId

getMarketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets the type of market data handled by this mapping.

getMarketDataType() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

getMarketDataType() - Method in class com.opengamma.strata.data.FxMatrixId

getMarketDataType() - Method in class com.opengamma.strata.data.FxRateId

getMarketDataType() - Method in interface com.opengamma.strata.data.MarketDataId

Gets the type of data this identifier refers to.

getMarketDataType() - Method in class com.opengamma.strata.data.MarketDataName

Gets the type of data this name refers to.

getMarketDataType() - Method in interface com.opengamma.strata.data.ObservableId

Gets the type of data this identifier refers to, which is a double.

getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the type of the market data value used in each scenario.

getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns the market data type that the perturbation changes.

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveName

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

getMarketDataType() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.FxRateShifts

getMarketDataType() - Method in class com.opengamma.strata.market.GenericDoubleShifts

getMarketDataType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

getMarketDataType() - Method in class com.opengamma.strata.market.param.PointShifts

getMarketDataType() - Method in class com.opengamma.strata.market.surface.SurfaceName

getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName

getMatrixAlgebra(String) - Static method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Given a name, returns an instance of the matrix algebra calculator.

getMatrixAlgebraName(MatrixAlgebra) - Static method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Given a matrix algebra calculator, returns its name.

getMatrixForFlattened(int[], DoubleMatrix, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (see PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the date of the transfer implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the maturity date of the investment implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the maturity date of the investment implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the maturity date.

getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the adjustment applied to the fixing date to obtain the maturity date.

getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the adjustment applied to the fixing date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaximumStep() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

getMaximumStep() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the maximum number of iterations.

getMaximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

Gets the maximum number of steps for the root finder.

getMean() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

getMeanAndStd() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getMeanReversion() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the mean reversion speed parameter.

getMeanSquareError() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getMeasure() - Method in class com.opengamma.strata.calc.Column

Gets the measure to be calculated.

getMeasure() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the measure that was calculated.

getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the measure to be calculated.

getMeasures() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the set of measures that will be calculated by this task.

getMeasures() - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Gets the measures.

getMeasures() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Gets the market quote measures.

getMessage() - Method in class com.opengamma.strata.collect.result.Failure

Gets the error message associated with the failure.

getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the error message associated with the failure.

getMessageTemplate() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the message template that was used to create the message.

getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the curve metadata.

getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the surface metadata.

getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface metadata.

getMethod() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

Gets the cash settlement method.

getMinGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Gets the minimum gap between two curve nodes, measured in calendar days.

getMinimumPeriod() - Method in class com.opengamma.strata.basics.date.SequenceDate

Gets the minimum period before using the sequence number.

getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the number of digits in the minor unit.

getModel() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the volatility function provider.

getModel() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Returns a Hull-White one-factor model.

getModelJacobianFunction() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains Jacobian function of the smile model.

getModelParameters() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

getModelParameterSensitivityToData() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

This a matrix where the i,j-th element is the (infinitesimal) sensitivity of the i-th model parameter to the j-th data point, when the fitting parameter are such that the chi-squared is minimised.

getModelValueFunction() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains volatility function of the smile model.

getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the value used to modify the base value.

getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Gets the location parameter.

getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Gets the location parameter.

getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Gets the location parameter.

getMu() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

Gets the tail thickness parameter.

getMu() - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Returns the tail thickness parameter.

getMu() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the tail thickness parameter.

getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.DateSequence

Gets the name that uniquely identifies this sequence.

getName() - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the name that identifies this calendar.

getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the name that uniquely identifies this calendar.

getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the name that uniquely identifies this floating rate, such as 'GBP-LIBOR'.

getName() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the name that uniquely identifies this index.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the index name, such as 'EUR/GBP-ECB'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the index name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the index name, such as 'GBP-SONIA'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the index name, such as 'GB-HICP'.

getName() - Method in interface com.opengamma.strata.basics.index.Index

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.calc.Column

Gets the column name.

getName() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the column name.

getName() - Method in class com.opengamma.strata.calc.ImmutableMeasure

Gets the measure name.

getName() - Method in interface com.opengamma.strata.calc.Measure

Gets the name that uniquely identifies this measure.

getName() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

Gets the name of the parameters.

getName() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element name.

getName() - Method in interface com.opengamma.strata.collect.named.Named

Gets the unique name of the instance.

getName() - Method in interface com.opengamma.strata.collect.named.NamedEnum

Gets the unique name of the instance.

getName() - Method in class com.opengamma.strata.collect.TypedString

Gets the name.

getName() - Method in class com.opengamma.strata.data.MarketDataName

Gets the market data name.

getName() - Method in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

getName() - Method in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

getName() - Method in class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

getName() - Method in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

getName() - Method in interface com.opengamma.strata.loader.csv.PositionCsvParserPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

getName() - Method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.CurveGroup

Gets the name of the curve group.

getName() - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.CurveName

getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Gets the name that uniquely identifies this extrapolator.

getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Gets the name that uniquely identifies this interpolator.

getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getName() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.param.ParameterSize

Gets the name of the market data.

getName() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface name.

getName() - Method in class com.opengamma.strata.market.surface.SurfaceName

getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the name.

getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the name of a set of FX option volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getName() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName

getName() - Method in class com.opengamma.strata.pricer.bond.BondVolatilitiesName

getName() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName

getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the name.

getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the name.

getName() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Gets the name of the set of measures.

getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName

getName() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName

getName() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the name.

getName() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName

getName() - Method in class com.opengamma.strata.product.AttributeType

Gets the name.

getName() - Method in class com.opengamma.strata.product.common.CcpId

Returns the code identifying the CCP.

getName() - Method in class com.opengamma.strata.product.common.ExchangeId

Returns the Market Identifier Code (MIC) identifying the exchange.

getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention name.

getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the convention name, such as 'GBP-Deposit-ON'.

getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the name, such as 'USD-LIBOR-3M-IMM-CME'.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the name, such as 'GBP-SONIA-3M-IMM-ICE'.

getName() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.LegalEntity

Gets the name of the legal entity.

getName() - Method in class com.opengamma.strata.product.SimpleLegalEntity

Gets the legal entity name.

getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the index name.

getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the convention name.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the name that uniquely identifies this convention.

getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the earlier date.

getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Gets the foreign exchange transaction at the earlier date.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the negative rate method, defaulted to 'AllowNegative'.

getNextOptionValues(double, double, double, double, DoubleArray, double, double, double, int) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes the option values in the intermediate nodes.

getNextOptionValues(double, DoubleMatrix, DoubleArray, DoubleArray, int) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes the option values in the intermediate nodes.

getNodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts

Gets indices of each parameter, keyed by an object identifying the node.

getNodes() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the nodes that define the curve.

getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the nodes in the curve.

getNodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the nodes of the underlying instruments.

getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the nodes.

getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the nodes in the FX option volatilities.

getNodes() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the volatilities nodes.

getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the nominal payment of the product.

getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the nominal payment of the product.

getNonCentrality() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Gets the non-centrality parameter.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the non-deliverable currency.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the non-deliverable currency.

getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getNorm() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the $L_2$ norm of the matrix.

getNorm() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the $L_2$ norm of the matrix.

getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

For a vector, returns the $L_1$ norm (also known as the Taxicab norm or Manhattan norm), i.e.

getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

For a vector, returns the $L_1$ norm (also known as the Taxicab norm or Manhattan norm), i.e.

getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

For a vector, returns $L_2$ norm (also known as the Euclidean norm).

getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

For a vector, returns $L_2$ norm (also known as the Euclidean norm).

getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

For a vector, returns the $L_\infty$ norm.

getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

For a vector, returns the $L_\infty$ norm.

getNotional() - Method in class com.opengamma.strata.product.bond.Bill

Gets the adjustable notional payment of the bill notional, the amount must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the adjustable notional payment of the bill notional, the amount must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the notional of underlying fixed coupon bonds.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the notional amount, must be non-zero.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the notional payment of the bill notional, the amount must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Obtains the notional of underlying fixed coupon bonds.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.credit.Cds

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the notional.

getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the notional.

getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the notional of the futures.

getNotional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the notional.

getNotional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the notional of the futures.

getNotional() - Method in class com.opengamma.strata.product.fra.Fra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the notional amount.

getNotional() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the notional.

getNotional() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the notional deposit that the contract models.

getNotional() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the notional deposit that the contract models.

getNotional() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the notional.

getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the amount of the notional.

getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod

The notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the notional schedule.

getNu() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Obtains the nu parameters.

getNuCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the nu (volatility of volatility) curve.

getNumberOfFittingParameters() - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

getNumberOfFittingParameters() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

getNumberOfIntervals() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _nIntervals.

getNumberOfIntervals() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _nIntervals.

getNumberOfModelParameters() - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

getNumberOfModelParameters() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

getNumberOfParameters() - Method in class com.opengamma.strata.math.impl.function.ParameterizedFunction

Gets the number of parameters.

getNumberOfParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

getNumberOfParameters() - Method in interface com.opengamma.strata.pricer.impl.volatility.smile.SmileModelData

Obtains the number of model parameters.

getNumberOfParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator

Obtains number of time steps.

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the number of time steps.

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the number of time steps.

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the number of time steps.

getNumberOfSteps() - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Obtains number of time steps.

getNumKnots() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

The number of knots.

getNumSplines() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

The number of basis splines of the degree this set of knots will support.

getNuSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the nu (volatility of volatility) surface.

getObservableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the identifier of the market data value that provides the rate.

getObservableId() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Get the observable ID.

getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the identifier of the market data value that provides the quoted value.

getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the identifier of the market data value that provides the quoted value.

getObservableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the identifier of the market data value that provides the rate.

getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.measure.fx.FxRateConfig

Returns a key identifying the market quote for an observable FX rate.

getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getObservableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the source of market data for FX, quotes and other observable market data.

getObservableSource() - Method in class com.opengamma.strata.data.FxMatrixId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.data.FxRateId

Gets the source of observable market data.

getObservableSource() - Method in interface com.opengamma.strata.data.ObservableId

Gets the source of market data from which the market data should be retrieved.

getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the source of observable market data.

getObservableSource() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the observable source.

getObservation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the FX rate observation.

getObservation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the Ibor index observation.

getObservation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the Price index observation.

getObservation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the Overnight rate observation.

getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX index observation.

getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the Ibor index observation to use to determine a rate for the reset period.

getObservation() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the underlying index observation.

getObservation() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the FX index observation.

getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the FX index observation.

getOmega() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

Gets the omega value.

getOne() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getOption() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the additional information if the ID is an option.

getOptionType() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the optional option type, 'American' or 'European', populated for Flex Options.

getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the curve order.

getOrder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the sensitivity order.

getOrder() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _order.

getOrder() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _order.

getOriginalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the original surface.

getOurPartyHrefIds() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the party href/id references representing "our" party.

getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the outer product.

getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the outer product.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets the currencies in the calculation results.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the currencies used in the calculation results.

getOvernightIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getOvernightIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of Overnight indices that are available.

getOvernightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the market convention of the floating leg.

getOvernightLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the market convention of the overnight leg.

getOvernightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the rate to be observed.

getOvernightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the rate to be observed.

getOvernightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the Overnight rate observation.

getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first schedule period, overriding normal schedule generation.

getP() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the rows permutation matrix, $\mathbf{P}$.

getP() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the rows permutation matrix, $\mathbf{P}$.

getPair() - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the currency pair.

getPair() - Method in class com.opengamma.strata.data.FxRateId

Gets the currency pair that is required.

getPair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Gets the currency pair.

getParameter() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the three fitting parameters.

getParameter(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

getParameter(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the value of the parameter at the specified index.

getParameter(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the value of the parameter at the specified index.

getParameter(int) - Method in class com.opengamma.strata.market.surface.ConstantSurface

getParameter(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameter(int) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameter(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

getParameter(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameter(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getParameter(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

getParameter(int) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

getParameter(int) - Method in interface com.opengamma.strata.pricer.impl.volatility.smile.SmileModelData

Obtains a model parameter specified by the index.

getParameter(int) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

getParameter(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

getParameter(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

getParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Returns the parameter that matches the specified query type throwing an exception if not available.

getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

getParameterCount() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameterCount() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

Gets the number of parameters.

getParameterCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

getParameterCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getParameterCount() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

getParameterCount() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

getParameterCount() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

getParameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the nodes of SABR parameter curves.

getParameterDerivativeForward() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the three fitting parameters derivatives with respect to the forward.

getParameterDerivativeSabr() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the three fitting parameters derivatives with respect to the SABR parameters.

getParameterKeys() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Obtains the parameter keys of the underlying curve.

getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Obtains the parameter keys of the underlying curve.

getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets metadata about each parameter underlying the curve, optional.

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the parameter metadata of the curve, defaulted to empty metadata instances.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets metadata about each parameter underlying the surface, optional.

getParameterMetadata() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the associated metadata.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.Curve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.Surface

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

getParameters() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the calculation parameters, used to control the how the calculation is performed.

getParameters() - Method in class com.opengamma.strata.calc.Column

Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.

getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Gets the parameters, keyed by query type.

getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the additional parameters.

getParameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the array of parameters for the curve function.

getParameters() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

Gets the underlying parameters, keyed by target type.

getParameters() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

Gets the underlying parameters, keyed by counterparty ID.

getParameters() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the SABR model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the SABR model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the Hull-White model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the SABR model parameters.

getParameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the split of parameters between the underlying parameterized data.

getParameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the split of parameters between the underlying parameterized data.

getParametersTrinomial(double, double, double) - Method in class com.opengamma.strata.pricer.impl.tree.CoxRossRubinsteinLatticeSpecification

getParametersTrinomial(double, double, double) - Method in interface com.opengamma.strata.pricer.impl.tree.LatticeSpecification

Computes parameters for uniform trinomial tree.

getParametersTrinomial(double, double, double) - Method in class com.opengamma.strata.pricer.impl.tree.TrigeorgisLatticeSpecification

getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of party identifiers keyed by href/id reference.

getPayCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the currency amount in which the amount is paid.

getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first pay leg of the swap.

getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay leg of the swap.

getPayLegPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Gets the pay leg pricer.

getPayment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the payment.

getPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

Gets the payment of the settlement.

getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Gets the payment to be made.

getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the payment.

getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the payment.

getPayment() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the notional exchange payment.

getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the payment amount.

getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.

getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the payment date.

getPaymentDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the last payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Returns the date that the transaction settles.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange

getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent

Gets the date that the payment is made.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the date that the payment is made.

getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the payment date adjustment, optional.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the offset of payment from the base calculation period date, defaulted to 'None'.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the payment date from the start date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the offset of the payment date from the base date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the additional payment events that are associated with the swap leg.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the payment events that are associated with the swap leg.

getPaymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the periodic frequency of payments, optional with defaulting getter.

getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the periodic frequency of payments.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the periodic frequency of payments.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the payment on default.

getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the periodic payments based on the fixed rate.

getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the periodic payments based on the fixed rate.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Gets the payment pricer.

getPaymentPricer() - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Gets the underlying payment pricer.

getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.

getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the periodic payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the periodic payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds

Gets the payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the payment period schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the payment schedule.

getPaymentSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg

Gets the payment period schedule.

getPayoffAtExpiryTrinomial(double, double, double) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes payoff at expiry for trinomial tree.

getPayoffAtExpiryTrinomial(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

getPayoffAtExpiryTrinomial(DoubleArray) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes payoff at expiry for trinomial tree.

getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets whether the payment is to be paid or received.

getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets whether the leg is pay or receive.

getPDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

Calculates PDF.

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

Return the probability density function for a value

getPDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution

Return the probability density function for a value

getPenalty() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareWithPenaltyResults

Gets the value of the penalty.

getPenaltyMatrix(double[][], int[], double[]) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Get a penalty for a non-uniform grid whose values have been flattened to a vector.

getPenaltyMatrix(double[][], int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Get a kth order penalty matrix for a non-uniform grid whose values have been flattened to a vector.

getPenaltyMatrix(double[], int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

get a k^th order penalty matrix,P, for a non-uniform grid, x.

getPenaltyMatrix(int[], int[], double[]) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (see PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.

getPenaltyMatrix(int[], int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (see PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.

getPenaltyMatrix(int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

get the k^th order penalty matrix, P.

getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the period to be added.

getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the underlying period of the tenor.

getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the underlying period of the frequency.

getPeriod() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Gets the period of the surface node.

getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets a schedule period by index.

getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule period.

getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule

Finds the period end date given a date in the period.

getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the periodic payments of the product.

getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the periodic payments of the product.

getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the index of the schedule period boundary at which the change occurs.

getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Obtains the period pricer.

getPeriodPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Obtains the underlying period pricer.

getPeriodPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Gets the underlying leg pricer.

getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the schedule periods.

getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the end date.

getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the far date.

getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the near date.

getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets perturbation that should be applied to market data as part of a scenario.

getPivot() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the pivot permutation vector.

getPivot() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the pivot permutation vector.

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.HermitePolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.LegendrePolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunction

getPolynomials(int, double) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

Gets the polynomials.

getPolynomials(int, double, double) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

Calculates polynomials.

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.HermitePolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.LegendrePolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunction

getPolynomialsAndFirstDerivative(int, double) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

Gets the polynomials and derivative.

getPolynomialsAndFirstDerivative(int, double, double) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

Calculates polynomials and derivative.

getPortfolioItemType() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the type of the item.

getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

Returns a real matrix raised to some real power Currently this method is limited to symmetric matrices only as Commons Math does not support the diagonalization of asymmetric matrices.

getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.

getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.

getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns a matrix raised to an integer power, e.g.

getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns a matrix raised to an integer power, e.g.

getPredictedValue(double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getPredictedValue(Map<String, Double>) - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the premium of the swaption.

getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the premium of the swaption.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the style of the option premium.

getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the present value of the cash flow.

getPrice() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the price at which the bill was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the clean price at which the bond was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in interface com.opengamma.strata.product.SecurityQuantityTrade

Gets the price that was traded.

getPrice() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the price agreed when the trade occurred.

getPrice() - Method in class com.opengamma.strata.product.TradedPrice

Gets the price at which the trade was agreed.

getPriceIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getPriceIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of Price indices that are available.

getPriceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the information about the security price.

getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the information about the security price.

getPricer() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Gets the pricer.

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Hyman filter modifies derivative values at knot points which are initially computed by a "primary" interpolator.

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator

getProbabilityAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the transition probability values at the i-th time layer.

getProduct() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the bill that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the bill that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the resolved bill product.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the resolved capital indexed bond product.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the resolved fixed coupon bond product.

getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the cap/floor product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the resolved Ibor cap/floor product.

getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the CMS product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the resolved CMS product.

getProduct() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

Gets the CDS index product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the CDS product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Gets the resolved CDS index product.

getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the resolved CDS product.

getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the Ibor fixing deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Gets the resolved Ibor Fixing Deposit product.

getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Gets the resolved Term Deposit product.

getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the term deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the DSF that was traded.

getProduct() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

getProduct() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the FRA product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Gets the resolved FRA product.

getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.fx.FxOptionTrade

getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the FX swap product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.fx.FxTrade

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Gets the resolved Non-Deliverable Forward (NDF) product.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Gets the resolved single FX product.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Gets the resolved FX swap product.

getProduct() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Gets the FX option product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Gets the FX option product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Gets the resolved barrier FX option product.

getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Gets the resolved vanilla FX option product.

getProduct() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getProduct() - Method in class com.opengamma.strata.product.GenericSecurityTrade

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Gets the resolved bullet payment product.

getProduct() - Method in interface com.opengamma.strata.product.ProductTrade

Gets the underlying product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade

Gets the underlying product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

Gets the product of the security that was traded.

getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Gets the resolved Swap product.

getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the swap product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the resolved Swaption product.

getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the swaption product that was agreed when the trade occurred.

getProductPricer() - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Gets the underlying product pricer.

getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Gets the underlying product pricer.

getProductType() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the type of the product.

getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Gets all the key-value properties of this file.

getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the protection end date.

getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the protection end date.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.Cds

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the protection start of the day.

getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the date that the rate implied by the fixing date is published.

getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the publication frequency of the index.

getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the frequency that the index is published.

getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets whether the option is a put or call.

getPutCall() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets whether the option is a put or call.

getPutCall() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Returns the put/call flag.

getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets whether the option is put or call.

getPValues() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getQ() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Returns the matrix $\mathbf{Q}$ of the decomposition.

getQ() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult

Returns the matrix $\mathbf{Q}$ of the decomposition.

getQ() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Gets the mean reversion related parameter.

getQT() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.

getQT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult

Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.

getQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition

getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in interface com.opengamma.strata.product.Position

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the net quantity of the security.

getQuantity() - Method in interface com.opengamma.strata.product.SecurityQuantity

Gets the quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the quantity that was traded.

getQueryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

Gets the parameter query type.

getQueryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

Gets the parameter query type.

getQuote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

Gets the CDS quote.

getQuote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

Gets the CDS index quote.

getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the market quote convention.

getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the market quote convention.

getQuoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote

Gets the CDS quote convention.

getQuotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote

Gets the quoted value.

getQuoteId() - Method in class com.opengamma.strata.market.observable.Quote

Gets the identifier of the quoted value.

getQuoteId() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the quote ID.

getQuotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

Gets the values of the quotes.

getQuoteValueType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the value type of the quote.

getR() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Returns the matrix $\mathbf{R}$ of the decomposition.

getR() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult

Returns the matrix $\mathbf{R}$ of the decomposition.

getRank() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the effective numerical matrix rank.

getRank() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the effective numerical matrix rank.

getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the fixed rate of interest.

getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the fixed interest rate to be paid.

getRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

Gets the fixed rate for overnight compounding.

getRate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation

Gets the fixed rate to be paid.

getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the interest rate to be paid.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the inflation rate calculation.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the inflation rate calculation.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the inflation rate calculation.

getRateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the rate to be computed.

getRateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the rate to be computed.

getRateComputationFn() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Obtains the rate computation function.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the number of digits in the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the identifier of the market data value which provides the price.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the identifier of the market data value which provides the price.

getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Gets the matrix with all the exchange rates.

getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the rate of real coupon.

getReason() - Method in class com.opengamma.strata.collect.result.Failure

Gets the reason associated with the failure.

getReason() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the reason associated with the failure.

getRebate() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the rebate.

getRebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.

getRebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.

getRebate(int) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the currency amount in which the amount is received.

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the currency amount in which the amount is received.

getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first receive leg of the swap.

getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first receive leg of the swap.

getRecoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

Gets the recovery rate.

getRecoveryRateLegalEntities() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the set of legal entity IDs that recovery rate curves are provided for.

getRecoveryRateMarketDataIds(StandardId) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the identifiers used to obtain the recovery rate curve for the legal entity ID.

getReferenceCounterCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the currency counter to the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the reference currency, as defined in the contract.

getReferenceData() - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Gets the reference data being used.

getReferenceData() - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Gets the reference data being used.

getReferenceData() - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Gets the reference data being used.

getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the reference data.

getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the reference data.

getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in interface com.opengamma.strata.basics.ReferenceDataId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in class com.opengamma.strata.product.LegalEntityId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId

Gets the type of data this identifier refers to.

getReferenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the date to query the rate for.

getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the reference map of id to element.

getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of href/id references.

getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the region of the index.

getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the region that the index is defined for.

getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the regular schedule periods.

getRelativeTolerance() - Method in class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

getRelativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

Gets the relative tolerance for the root finder.

getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the tokens remaining in the expression after evaluation.

getRepoCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the groups used to find a repo curve by legal entity.

getRepoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the repo curves in the curve group, keyed by repo group and currency.

getRepoCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the repo curves, keyed by group and currency.

getRepoCurveSecurityGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the groups used to find a repo curve by security.

getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the repo group.

getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the repo group.

getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the reporting currency, used to control currency conversion.

getReportingCurrency() - Method in class com.opengamma.strata.calc.Column

Gets the reporting currency, used to control currency conversion, optional.

getReportingCurrency() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the reporting currency.

getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader

Gets the type of report handled by this loader.

getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the periodic frequency of reset dates.

getResetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the rate reset method, defaulted to 'Unweighted'.

getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the reset schedule, used when averaging rates, optional.

getResiduals() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation.

getResult() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the result of evaluating the expression against the object.

getResult(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation, casting the result to a known type.

getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that will be applied to the result.

getRho() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the rho parameter.

getRho() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the rho parameter.

getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the rho (correlation) curve.

getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the rho (correlation) curve.

getRhoCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the rho (correlation) curve.

getRhoSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the rho (correlation) surface.

getRightCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Gets the right nodal curve.

getRMat() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to roll dates.

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the roll convention used when building the schedule.

getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the roll convention of the bond payments.

getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the roll convention of the bond payments.

getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention defining how to roll dates, optional with defaulting getter.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the root element of this file.

getRoot(DoubleFunction1D, DoubleFunction1D, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(DoubleFunction1D, DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(DoubleFunction1D, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the DoubleFunction1D.derivative() method.

getRoot(DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the DoubleFunction1D.derivative() method.

getRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

getRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

getRoot(Function<DoubleArray, DoubleArray>, DoubleArray...) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

Finds the root.

getRoot(Function<Double, Double>, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

getRoot(Function<Double, Double>, Double...) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.BrentSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RidderSingleRootFinder

getRoot(Function<Double, Double>, Function<Double, Double>, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(Function<Double, Double>, Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(Function<S, T>, S...) - Method in interface com.opengamma.strata.math.impl.rootfinding.SingleRootFinder

Finds the root.

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.CubicRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.LaguerrePolynomialRealRootFinder

getRoots(RealPolynomialFunction1D) - Method in interface com.opengamma.strata.math.impl.rootfinding.Polynomial1DRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.QuadraticRealRootFinder

getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRowCount() - Method in class com.opengamma.strata.calc.Results

Gets the number of rows in the results.

getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

getRowCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of rows in the report table.

getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the row index of the value in the results grid.

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the index of the row in the grid of results.

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the row index of the cell in the results grid.

getRSquared() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the instant at which the report was run.

getRunInstant() - Method in interface com.opengamma.strata.report.Report

Gets the instant at which the report was run, which is independent of the valuation date.

getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the instant at which the report was run.

getS() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.

getS() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.

getSabrData() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the underlying SABR data.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the SABR formula.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the SABR formula.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the SABR volatility formula.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the SABR volatility formula.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns the number of scenarios for which this mapping can generate data.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns the number of scenarios.

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the number of scenarios for which this box contains data.

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the number of currency values for each currency.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns the number of scenarios for which this perturbation generates data.

getScenarioCount() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

getScenarioCount() - Method in class com.opengamma.strata.market.FxRateShifts

getScenarioCount() - Method in class com.opengamma.strata.market.GenericDoubleShifts

getScenarioCount() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.market.param.PointShifts

getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Gets the number of scenarios.

getScenarioMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Gets the type of the object containing the market data for all scenarios.

getScenarioMarketDataType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Gets the names of the scenarios.

getScenarios(int, int, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns multi-scenario results for a target and column index, casting the result to a known type.

getScenarios(int, ColumnName, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns multi-scenario results for a target and column name, casting the result to a known type.

getScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the market data value containing data for multiple scenarios.

getScenarioValue(ScenarioMarketDataId<T, U>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets an object containing market data for multiple scenarios.

getScheme() - Method in class com.opengamma.strata.basics.StandardId

Gets the scheme that categorizes the identifier value.

getSeasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets describes the monthly seasonal adjustments.

getSeasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets definitions which specify which seasonality should be used for some price index curves.

getSeasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Gets the month on month adjustment.

getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the second element in this triple.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the underlying security.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the security that was traded.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the underlying security.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the security that was traded.

getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the underlying ETD security.

getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the underlying ETD security.

getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the underlying security.

getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the security that was traded.

getSecurityId() - Method in class com.opengamma.strata.product.bond.Bill

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BillPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.dsf.DsfPosition

getSecurityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the security identifier of the trade.

getSecurityId() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the security ID that was split.

getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurity

getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.Position

Gets the identifier of the underlying security.

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPosition

getSecurityId() - Method in interface com.opengamma.strata.product.Security

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the identifier of the underlying security.

getSecurityId() - Method in interface com.opengamma.strata.product.SecurityQuantity

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the identifier of the security that was traded.

getSensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the immutable list of point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

Gets the sensitivities.

getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

Gets the sensitivities.

getSensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the point sensitivity value.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the sensitivity to the market data specified by name.

getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets a single sensitivity instance by name.

getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity(MarketDataName<?>, MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets a single sensitivity instance by names and currency.

getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the parameter sensitivity function.

getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the parameter sensitivity function.

getSensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the type of the sensitivity.

getSensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the type of the sensitivity.

getSequenceDate() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the instructions that define which future is desired.

getSequenceDate() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Gets the instructions that define which future is desired.

getSequenceNumber() - Method in class com.opengamma.strata.basics.date.SequenceDate

Gets the 1-based sequence number.

getSet(int) - Static method in class com.opengamma.strata.math.impl.minimization.SumToOne

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the settlement details of the bill trade.

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the settlement details of the bond trade.

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the bond's settlement details.

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the settlement details of the bond trade.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the settlement currency.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the settlement currency.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the settlement date when the option is exercised.

getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the settlement date, optional.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Get the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the number of days between valuation date and settlement date.

getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the settlement notional.

getSettlementType() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.

getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement

Gets the settlement type of swaption.

getShift() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the shift for which the raw data is valid.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the amount by which y-values are shifted.

getShiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the shifts to apply to FxRate.

getShiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the shifts to apply to a Double value.

getShiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

Gets the amount by which the y-values are shifted.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the shift parameter of shifted Black model.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the shift curve.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the shift curve.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the shift parameter of shifted Black model.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the shift parameter of shifted Black model.

getShiftCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the shift parameter of shifted SABR model.

getShifts() - Method in class com.opengamma.strata.market.param.PointShifts

Gets the shift to apply to the rates.

getShiftSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the shift parameter of shifted SABR model.

getShiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the type of shift applied to the FX rate.

getShiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the type of shift applied to a Double value.

getShiftType() - Method in class com.opengamma.strata.market.param.PointShifts

Gets the type of shift applied to the parameters.

getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Gets the shorter Ibor index observation.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the short quantity of the security.

getShortQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the quantity that was traded.

getSigma() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Gets the scale parameter.

getSigma() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Gets the scale parameter.

getSigma() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the sigma parameter.

getSign() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the sign.

getSign() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the sign.

getSimpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Gets the simple moneyness of the surface node.

getSimpleRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

Calculates the simple interest rate associated with the compounded rate.

getSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the single market data value used for all scenarios if available.

getSingularValues() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the diagonal elements of the matrix $\mathbf{\Sigma}$ of the decomposition.

getSingularValues() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the diagonal elements of the matrix $\mathbf{\Sigma}$ of the decomposition.

getSize() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the size of this array.

getSmile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the volatility model.

getSmile() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

Gets the smile.

getSmileCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the number of smiles.

getSpecification() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

Gets the FX option volatility specification.

getSpot() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the spot.

getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the offset of the start date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the offset of the start date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the offset of the spot value date from the valuation date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpread() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the constant spread.

getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the spread rate, with a 5% rate expressed as 0.05, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the spread rate, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the spread rate, defaulted to 0.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the spread curve.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the spread curve.

getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the identifier of the market data value which provides the spread.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the fixed leg for the spread.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the spread leg.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets stack trace where the failure occurred.

getStandardDeviation() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

getStandardErrorOfBetas() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getStandardId() - Method in interface com.opengamma.strata.data.ObservableId

Gets the standard identifier identifying the data.

getStandardId() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the identifier of the data.

getStandardId() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the identifier of the data.

getStandardId() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Gets the standard two-part identifier.

getStandardId() - Method in class com.opengamma.strata.product.LegalEntityId

Gets the standard two-part identifier.

getStandardId() - Method in class com.opengamma.strata.product.SecurityId

Gets the standard two-part identifier.

getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the start date, which is the start of the first schedule period.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the start date of this period, used for financial calculations such as interest accrual.

getStartDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the start date of the product.

getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the start date of the product.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

Gets the start date.

getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the first date of the rate calculation period.

getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the first date of the rate calculation period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the accrual start date of the swap.

getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the accrual start date of the swap.

getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the accrual start date of the leg.

getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the start date of the period.

getStartDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the business day adjustment to apply to get the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the business day adjustment to apply to the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the start index value.

getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

Gets the start index value.

getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation at the start.

getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

Gets the observation at the start.

getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation for interpolation at the start.

getStateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the state value.

getStateValueAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the state values at the i-th time layer.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the number of days between valuation date and step-in date.

getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the steps defining the change in the value.

getStepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the sequence of steps changing the value.

getStrike() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the strike.

getStrike() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the strike yield.

getStrike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the strike rate.

getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the strike rate.

getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the swaption strike rate.

getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the strike value.

getStrike() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the strike rate.

getStrikeCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the number of strikes.

getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the left extrapolator used in the strike dimension.

getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the left extrapolator used in the strike dimension.

getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the left extrapolator used in the strike dimension.

getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the right extrapolator used in the strike dimension.

getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the right extrapolator used in the strike dimension.

getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the right extrapolator used in the strike dimension.

getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the interpolator used in the strike dimension.

getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the interpolator used in the strike dimension.

getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the interpolator used in the strike dimension.

getStrikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the strike price, in decimal form, may be negative.

getStrikePrice() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets the strike price, in decimal form, may be negative.

getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the strike price, in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the strike price, in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the strike price, in decimal form.

getStrikes() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the strike values.

getStrikeType() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the value type of the strike-like dimension.

getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to handle stubs.

getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention defining how to handle stubs, optional with defaulting getter.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubs(boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the stubs if they exist.

getSurface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the normal volatility surface.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the surface name.

getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the surface name.

getSurvivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the underlying curve.

getSwapPricer() - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Returns the underlying swap pricer.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Gets the swap pricer.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Gets the swap pricer.

getSwapStartDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Gets the adjusted swap start date.

getSwapStartDateOffset() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets the offset to the swap start date.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets settlement method.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets settlement method.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResults

Gets the target of the calculation, often a trade.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the target for which the value will be calculated.

getTargets() - Method in class com.opengamma.strata.basics.CalculationTargetList

Gets the targets.

getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the targets that calculations will be performed on.

getTargets() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the targets on which the results are calculated.

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Gets the type against which tokens can be evaluated in this implementation.

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner

Gets the underlying task runner.

getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the tasks that perform the individual calculations.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the template for the single names associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the template for the CDS associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the template for the FRA associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the template for the FX Swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the template for the Ibor fixing deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the template for the Ibor Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the template for the Overnight Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the template for the term deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the template for creating a Fixed-Ibor or Fixed-Overnight swap.

getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the template for creating Fixed-Float swap.

getTenor() - Method in class com.opengamma.strata.basics.date.MarketTenor

Gets the tenor of the instrument.

getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the tenor to be added.

getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

getTenor() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the tenor of the index.

getTenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the period between the start date and the end date.

getTenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in interface com.opengamma.strata.market.param.TenoredParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the tenor.

getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Gets the tenor of the surface node.

getTenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Gets the tenor of the credit default swap.

getTenor() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate

The associated swap tenor.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the tenor of the swap.

getTenors() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the active tenors that are applicable for this floating rate.

getTenors() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

getTenors() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

Gets the set of tenors.

getTheta() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

getThird() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the third element in this triple.

getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the size of each tick.

getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the monetary value of one tick.

getTime() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the time.

getTime(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the time for the i-th layer.

getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the left extrapolator used in the time dimension.

getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the left extrapolator used in the time dimension.

getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the left extrapolator used in the time dimension.

getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the right extrapolator used in the time dimension.

getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the right extrapolator used in the time dimension.

getTimeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the right extrapolator used in the time dimension.

getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the interpolator used in the time dimension.

getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the interpolator used in the time dimension.

getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the interpolator used in the time dimension.

getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the time series of market data values required for the calculations.

getTimeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the time-series.

getTimeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the time-series of market data values.

getTimeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the time-series, defaulted to an empty map.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.ImmutableMarketData

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.MarketData

Gets the time-series identified by the specified identifier, empty if not found.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the time-series associated with the specified identifier, empty if not found.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the failures that occurred when building time series of market data values.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the failures that occurred when building time series of market data values.

getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getTimeSeriesIds() - Method in class com.opengamma.strata.data.ImmutableMarketData

getTimeSeriesIds() - Method in interface com.opengamma.strata.data.MarketData

Gets the time-series identifiers.

getTimeSeriesIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getTimeSeriesIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the time-series identifiers.

getTimeSeriesIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getTimeSeriesIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of indices that have time-series available.

getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the market data identifiers of the time-series of required for the calculation.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the time to expiry.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the time to expiry.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the time to expiry.

getTimeToExpiry() - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Obtains time to expiry.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of parameters.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the total number of parameters in the group.

getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

Gets total weight of all the fixings in this observation.

getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the trace (i.e.

getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the trace (i.e.

getTrade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Gets the trade that describes the parameter.

getTradeDate() - Method in class com.opengamma.strata.product.TradedPrice

Gets the trade date.

getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the price that was traded, together with the trade date, optional.

getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements

Gets the trade-level measure requirements.

getTradePricer() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Obtains the trade pricer used in this calibration.

getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time, optional.

getTradeType() - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure

Gets the trade type of the calibrator.

getTradeType() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

getTradeType() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

getTradeType() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

getTradeTypes() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Gets the supported trade types.

getTradeUnitValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Returns the value of a single tradeable unit of the security.

getTransform(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

getTransform(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the nonlinear transformation of parameters from the initial values.

getTransform(DoubleArray, BitSet) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

getTransform(DoubleArray, BitSet) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the nonlinear transformation of parameters from the initial values with some parameters fixed.

getTransitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the transition probability.

getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the transpose of a matrix.

getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the transpose of a matrix.

getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the preferred triangulation currency.

getTriangulationCurrency() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the triangulation currency to use.

getTStatistics() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getType() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the type of the index - Ibor, Overnight or Price.

getType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the type of the index.

getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the type of adjustment to make.

getType() - Method in class com.opengamma.strata.calc.ReportingCurrency

Gets the type of reporting currency.

getType() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Gets the enum type.

getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getType() - Method in class com.opengamma.strata.market.option.DeltaStrike

getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.SimpleStrike

getType() - Method in interface com.opengamma.strata.market.option.Strike

Gets the type of the strike.

getType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the type of the contract - future or option.

getType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

getType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

getType() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the type of the contract - future or option.

getType() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the type of the contract - future or option.

getType() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the type of the contract that was traded.

getType() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the type of ETD - Monthly, Weekly or Daily.

getType() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the type of the contract - future or option.

getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getTypedSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets the sensitivities, keyed by type.

getTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets a sensitivity instance by type, throwing an exception if not found.

getU() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the $\mathbf{U}$ matrix of the decomposition.

getU() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the $\mathbf{U}$ matrix of the decomposition.

getU() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the matrix $\mathbf{U}$ of the decomposition.

getU() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the matrix $\mathbf{U}$ of the decomposition.

getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the unadjusted date.

getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDates

Gets the unadjusted dates, in order.

getUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the complete list of unadjusted dates.

getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted end date.

getUnadjustedExerciseDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Gets the unadjusted exercise date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted start date.

getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the underlying market data.

getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the underlying market data.

getUnderlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets the underlying curve, before the seasonality adjustment.

getUnderlying() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the bond underlying the option.

getUnderlying() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the bond underlying the option.

getUnderlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the underlying foreign exchange transaction.

getUnderlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the underlying foreign exchange transaction.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the underlying swap.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the underlying swap.

getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the underlying curve.

getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the expiry year-month of the underlying instrument.

getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets the expiry year-month of the underlying instrument.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the underlying future.

getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the identifier of the underlying future.

getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the identifier of the underlying future.

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BillSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

getUnderlyingIds() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security

Gets the set of underlying security identifiers.

getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the underlying Rate index that the leg is based on.

getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the underlying Rate index that the leg is based on.

getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets the underlying FX vanilla option.

getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets the underlying FX vanilla option.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the underlying swap.

getUnderlyingTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the underlying tenor associated with the parameter.

getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

Gets the underlying CDS trade.

getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

Gets the underlying CDS index trade.

getUnits() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the units supported by a tenor.

getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the unit of this periodic frequency.

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BroydenMatrixUpdateFunction

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultUpdateFunction

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderMatrixUpdateFunction

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonMatrixUpdateFunction

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

Gets the upfront fee of the product.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the upfront fee of the product.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Gets the upfront fee of the product.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the upfront fee of the product.

getUpperSubDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

getUpperSubDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Direct access to upper sub-Diagonal Data.

getUri() - Method in class com.opengamma.strata.collect.io.UriByteSource

Gets the URI.

getUT() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.

getUT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.

getV() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the matrix $\mathbf{V}$ of the decomposition.

getV() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the matrix $\mathbf{V}$ of the decomposition.

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getValuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the valuation date associated with the market data.

getValuationDate() - Method in interface com.opengamma.strata.data.MarketData

Gets the valuation date of the market data.

getValuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the valuation date associated with each scenario.

getValuationDate() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets a box that can provide the valuation date of each scenario.

getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getValuationDate() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getValuationDate() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.report.Report

Gets the valuation date of the results driving the report.

getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the valuation date.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the valuation date.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the valuation date-time.

getValue() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.basics.currency.BigMoney

Gets the numeric amount of the money.

getValue() - Method in class com.opengamma.strata.basics.currency.Money

Gets the numeric amount of the money.

getValue() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.basics.StandardId

Gets the value of the identifier within the scheme.

getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the value of the variable.

getValue() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the value representing the change that occurs.

getValue() - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.

getValue() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Gets the success value.

getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the value.

getValue() - Method in class com.opengamma.strata.market.observable.Quote

Gets the value that was quoted.

getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike

Gets the value of absolute delta.

getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

Gets the value of log-moneyness.

getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike

Gets the value of moneyness.

getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike

Gets the value of strike.

getValue() - Method in interface com.opengamma.strata.market.option.Strike

Gets the value of the strike.

getValue() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

Gets the quantile value.

getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

Gets the amount.

getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the reference to a value to display in this column.

getValue(double[], double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

getValue(double[], double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

getValue(int) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the market data value associated with the specified scenario.

getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData

Gets the reference data value associated with the specified identifier.

getValue(DoubleArray, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

getValue(DoubleArray, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

getValue(DoubleMatrix, double, double, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData

Gets the market data value associated with the specified identifier.

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the market data value associated with the specified identifier.

getValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

getValue(String, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header, post processing the result.

getValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

getValue(Pattern, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern, post processing the result.

getValueDate() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

Gets the value date.

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the failures when building single market data values.

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the failures when building single market data values.

getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the y-value function.

getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the y-value function.

getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.

getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.

getValueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the market data identifiers of the values required for the calculation.

getValues() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Gets the values.

getValues() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the currency values, keyed by currency.

getValues() - Method in class com.opengamma.strata.basics.ImmutableReferenceData

Gets the typed reference data values by identifier.

getValues() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the market data values.

getValues() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Gets the calculated values, one per scenario.

getValues() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the individual items of market data.

getValues(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the values for the specified currency, throws an exception if there are no values for the currency.

getValues(Currency) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the values for the specified currency, throws an exception if there are no values for the currency.

getVariant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the variant of ETD.

getVariant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the variant of ETD.

getVariant() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the variant of ETD.

getVariant() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the variant of ETD.

getVector(int) - Method in class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator

getVector(int) - Method in interface com.opengamma.strata.math.impl.random.RandomNumberGenerator

Gets an array of random numbers.

getVectors(int, int) - Method in class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator

getVectors(int, int) - Method in interface com.opengamma.strata.math.impl.random.RandomNumberGenerator

Gets a list of random number arrays.

getVersion() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the version of the option, defaulted to zero.

getVersion() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets the version of the option, defaulted to zero.

getVersionString() - Static method in class com.opengamma.strata.collect.Version

Gets the version of Strata.

getVolatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

Gets the caplet volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the name of the volatilities.

getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the volatilities associated with the strikes.

getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

Gets the volatility.

getVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the volatility parameters.

getVolatilityCurrencyPairs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Gets the set of currency pairs that volatilities are provided for.

getVolatilityIds(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency pair.

getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency.

getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency.

getVolatilityIds(RateIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency.

getVolatilityIds(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified security ID.

getVolatilityIndices() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Gets the set of indices that volatilities are provided for.

getVolatilityIndices() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Gets the set of indices that volatilities are provided for.

getVolatilityIndices() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Gets the set of indices that volatilities are provided for.

getVolatilitySecurityIds() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Gets the set of security IDs that volatilities are provided for.

getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the smile description at the different time to expiry.

getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the volatility smiles from delta.

getVolatilityTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the times separating the constant volatility periods.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the type of volatility returned by the BondFutureVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the type of volatility returned by the BondYieldVolatilities.volatility(double, double, double, double) method.

getVolatilityType() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.BlackSabrIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the type of volatility returned by the IborCapletFloorletVolatilities.volatility(java.time.ZonedDateTime, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.NormalSabrIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the type of volatility returned by the FxOptionVolatilities.volatility(com.opengamma.strata.basics.currency.CurrencyPair, java.time.ZonedDateTime, double, double) method.

getVolatilityType() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

getVolatilityType() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the type of volatility returned by the IborFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula

Gets the type of volatility returned by the SabrVolatilityFormula.volatility(double, double, double, double, double, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the type of volatility returned by the SwaptionVolatilities.volatility(java.time.ZonedDateTime, double, double, double) method.

getVT() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.

getVT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.

getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the weight to apply to this fixing.

getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the positive weight used when interpolating.

getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the positive weight used when interpolating.

getWeight(double) - Method in interface com.opengamma.strata.math.impl.interpolation.WeightingFunction

Gets the weight.

getWeight(double[], int, double) - Method in interface com.opengamma.strata.math.impl.interpolation.WeightingFunction

Gets the function weight for point x, based on the lower bound index.

getWeightedPredictedValue(double[], double[]) - Method in class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegressionResult

getWeights() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

getWeights() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

Gets the weights.

getX() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getXExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value left extrapolator.

getXExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value right extrapolator.

getXInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value interpolator.

getXValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the single x-value.

getXValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Gets the x-value.

getXValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the x-value.

getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known x-values of the curve.

getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known x-values of the surface.

getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Gets the type of the x-value.

getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the type of the x-value.

getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the surface.

getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the year fraction of the investment implied by the fixing date.

getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the year fraction of the investment implied by the fixing date.

getYearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the year fraction.

getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the year fraction that the accrual period represents.

getYearFractionTenor() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the tenor associated with the year fraction.

getYearFractionTenor() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the tenor associated with the year fraction.

getYearMonth() - Method in class com.opengamma.strata.basics.date.SequenceDate

Gets the base year-month.

getYearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the year-month associated with the parameter.

getYExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value left extrapolator.

getYExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value right extrapolator.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.Bill

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets yield convention.

getYInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value interpolator.

getYParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurve

For a scalar function (curve) that can be written as $y=f(x;\boldsymbol{\theta})$ where x & y are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.

getYValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve

Gets the single y-value.

getYValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the single y-value.

getYValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the y-value.

getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known y-values of the curve.

getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known y-values of the surface.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the type of the y-value.

getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the surface.

getZero() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the zero rate sensitivity.

getZone() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time-zone, optional.

getZoneId() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Gets the zone ID.

getZoneId(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Returns the ZoneId matching this string representation of a holiday calendar id.

getZParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedSurface

For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.

getZValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface

Gets the single z-value.

getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of z-values, one for each point.

getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known z-values of the surface.

getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the z-values of the curve.

getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the z-value type, providing meaning to the z-values of the surface.

GOLDEN - Static variable in class com.opengamma.strata.math.impl.minimization.MinimumBracketer

GoldenSectionMinimizer1D - Class in com.opengamma.strata.math.impl.minimization

GoldenSectionMinimizer1D() - Constructor for class com.opengamma.strata.math.impl.minimization.GoldenSectionMinimizer1D

GR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GR' - Greece.

GREATER_THAN - com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform.LimitType

Greater than limit.

GridSurfaceInterpolator - Class in com.opengamma.strata.market.surface.interpolator

A surface interpolator that is based on two curve interpolators.

GridSurfaceInterpolator.Meta - Class in com.opengamma.strata.market.surface.interpolator

The meta-bean for GridSurfaceInterpolator.

groupingAndThen() - Method in class com.opengamma.strata.collect.MapStream

Returns a stream built from a map of the entries in the stream, grouped by key.

groupingAndThen(Collector<? super V, A, R>) - Method in class com.opengamma.strata.collect.MapStream

Returns a stream built from a map of the entries in the stream, grouped by key.

Guavate - Class in com.opengamma.strata.collect

Utilities that help bridge the gap between Java 8 and Google Guava.

GZ - com.opengamma.strata.collect.io.ByteSourceCodec

Encode using gz.

GZ_BASE64 - com.opengamma.strata.collect.io.ByteSourceCodec

Encode using gz then base-64.

H

hagan() - Static method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula

The Hagan SABR volatility formula.

hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if the element has content.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Checks if there is an ex-coupon period.

hasFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Checks if there are any failures.

hash(HashFunction) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

hash(HashFunction) - Method in class com.opengamma.strata.collect.io.BeanByteSource

hashCode() - Method in class com.opengamma.strata.basics.CalculationTargetList

hashCode() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

hashCode() - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.Currency

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix

hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate

hashCode() - Method in class com.opengamma.strata.basics.currency.Money

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

hashCode() - Method in class com.opengamma.strata.basics.currency.Payment

hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate

hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDates

hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

hashCode() - Method in class com.opengamma.strata.basics.date.MarketTenor

Returns a suitable hash code for the market tenor.

hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.SequenceDate

hashCode() - Method in class com.opengamma.strata.basics.date.Tenor

Returns a suitable hash code for the tenor.

hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

hashCode() - Method in class com.opengamma.strata.basics.ImmutableReferenceData

hashCode() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

hashCode() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.location.Country

Returns a suitable hash code for the country.

hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency

Returns a suitable hash code for the periodic frequency.

hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

hashCode() - Method in class com.opengamma.strata.basics.StandardId

Returns a suitable hash code, based on the scheme and value.

hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule

hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep

hashCode() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

hashCode() - Method in class com.opengamma.strata.calc.CalculationRules

hashCode() - Method in class com.opengamma.strata.calc.Column

hashCode() - Method in class com.opengamma.strata.calc.ColumnHeader

hashCode() - Method in class com.opengamma.strata.calc.ImmutableMeasure

hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

hashCode() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

hashCode() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

hashCode() - Method in class com.opengamma.strata.calc.ReportingCurrency

hashCode() - Method in class com.opengamma.strata.calc.Results

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResults

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTask

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

hashCode() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

hashCode() - Method in class com.opengamma.strata.collect.array.IntArray

hashCode() - Method in class com.opengamma.strata.collect.array.LongArray

hashCode() - Method in class com.opengamma.strata.collect.BasisPoints

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.Decimal

hashCode() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

hashCode() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile

Returns a suitable hash code for the CSV file.

hashCode() - Method in class com.opengamma.strata.collect.io.CsvRow

Returns a suitable hash code for the CSV file.

hashCode() - Method in class com.opengamma.strata.collect.io.FileByteSource

hashCode() - Method in class com.opengamma.strata.collect.io.IniFile

Returns a suitable hash code for the INI file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns a suitable hash code for the property set.

hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Returns a suitable hash code for the locator.

hashCode() - Method in class com.opengamma.strata.collect.io.SerializedValue

hashCode() - Method in class com.opengamma.strata.collect.io.StringCharSource

hashCode() - Method in class com.opengamma.strata.collect.io.UriByteSource

hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.Percentage

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.result.Failure

hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem

hashCode() - Method in class com.opengamma.strata.collect.result.FailureItems

hashCode() - Method in class com.opengamma.strata.collect.result.Result

hashCode() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

A hash code for this point.

hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple

hashCode() - Method in class com.opengamma.strata.collect.TypedString

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.data.FxMatrixId

hashCode() - Method in class com.opengamma.strata.data.FxRateId

hashCode() - Method in class com.opengamma.strata.data.ImmutableMarketData

hashCode() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

hashCode() - Method in class com.opengamma.strata.data.MarketDataName

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

hashCode() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows

hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts

hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CombinedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CurveId

hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap

hashCode() - Method in class com.opengamma.strata.market.FxRateShifts

hashCode() - Method in class com.opengamma.strata.market.GenericDoubleShifts

hashCode() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

hashCode() - Method in class com.opengamma.strata.market.observable.Quote

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteId

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike

hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike

hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.ParameterSize

hashCode() - Method in class com.opengamma.strata.market.param.PointShifts

hashCode() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

hashCode() - Method in class com.opengamma.strata.market.surface.ConstantSurface

hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.DeformedSurface

hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

hashCode() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

hashCode() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

hashCode() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

hashCode() - Method in class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

hashCode() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

hashCode() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

hashCode() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

hashCode() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

hashCode() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

hashCode() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

hashCode() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

hashCode() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

hashCode() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

hashCode() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

hashCode() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

hashCode() - Method in class com.opengamma.strata.measure.fx.FxRateConfig

hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

hashCode() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

hashCode() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

hashCode() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

hashCode() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

hashCode() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

hashCode() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

hashCode() - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

hashCode() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

hashCode() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

hashCode() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

hashCode() - Method in class com.opengamma.strata.pricer.model.SabrParameters

hashCode() - Method in class com.opengamma.strata.pricer.option.RawOptionData

hashCode() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

hashCode() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

hashCode() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

hashCode() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.product.AttributeType

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.product.bond.Bill

hashCode() - Method in class com.opengamma.strata.product.bond.BillPosition

hashCode() - Method in class com.opengamma.strata.product.bond.BillSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BillTrade

hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBill

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

hashCode() - Method in class com.opengamma.strata.product.cms.Cms

hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg

hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod

hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCms

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

hashCode() - Method in class com.opengamma.strata.product.common.CcpId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.common.ExchangeId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.credit.Cds

hashCode() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndex

hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CdsQuote

hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCds

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

hashCode() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.dsf.Dsf

hashCode() - Method in class com.opengamma.strata.product.dsf.DsfPosition

hashCode() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

hashCode() - Method in class com.opengamma.strata.product.dsf.DsfTrade

hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

hashCode() - Method in class com.opengamma.strata.product.etd.EtdVariant

hashCode() - Method in class com.opengamma.strata.product.etd.SplitEtdId

hashCode() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

hashCode() - Method in class com.opengamma.strata.product.fra.Fra

hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade

hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFra

hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

hashCode() - Method in class com.opengamma.strata.product.GenericSecurity

hashCode() - Method in class com.opengamma.strata.product.GenericSecurityPosition

hashCode() - Method in class com.opengamma.strata.product.GenericSecurityTrade

hashCode() - Method in class com.opengamma.strata.product.index.IborFuture

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.index.IborFuturePosition

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuture

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

hashCode() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

hashCode() - Method in class com.opengamma.strata.product.LegalEntityId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

hashCode() - Method in class com.opengamma.strata.product.PortfolioItemSummary

hashCode() - Method in class com.opengamma.strata.product.PositionInfo

hashCode() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.IborRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

hashCode() - Method in class com.opengamma.strata.product.SecurityId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.SecurityInfo

hashCode() - Method in class com.opengamma.strata.product.SecurityPosition

hashCode() - Method in class com.opengamma.strata.product.SecurityPriceInfo

hashCode() - Method in class com.opengamma.strata.product.SecurityTrade

hashCode() - Method in class com.opengamma.strata.product.SimpleAttributes

hashCode() - Method in class com.opengamma.strata.product.SimpleLegalEntity

hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

hashCode() - Method in class com.opengamma.strata.product.swap.FxReset

hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange

hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

hashCode() - Method in class com.opengamma.strata.product.swap.Swap

hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption

hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

hashCode() - Method in class com.opengamma.strata.product.TradedPrice

hashCode() - Method in class com.opengamma.strata.product.TradeInfo

hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

hashCode() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults

hashCode() - Method in class com.opengamma.strata.report.ReportRequirements

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

hasIntercept() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

hasNext() - Method in class com.opengamma.strata.collect.io.CsvIterator

Checks whether there is another row in the CSV file.

header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the header property.

header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets the column header.

headers() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets the header row.

headers() - Method in class com.opengamma.strata.collect.io.CsvIterator

Gets the header row.

headers() - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Gets the list of headers that are in use.

headers() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the header row.

headers(CurveSensitivities) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoSupplier

Returns the list of additional headers this supplier provides.

headers(Trade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoSupplier

Returns the list of additional headers this supplier provides.

headers(List<IborCapFloorTrade>) - Method in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

headers(List<FxNdfTrade>) - Method in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

headers(List<FxSingleBarrierOptionTrade>) - Method in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

headers(List<GenericSecurityTrade>) - Method in class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

headers(List<SecurityQuantityTrade>) - Method in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

headers(List<T>) - Method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Returns the set of headers needed for this type of trade.

HEADERS - Static variable in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

The CSV headers.

headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series, choosing the earliest entries.

HermiteCoefficientsProvider - Class in com.opengamma.strata.math.impl.interpolation

Hermite interpolation is determined if one specifies first derivatives for a cubic interpolant and first and second derivatives for a quintic interpolant.

HermiteCoefficientsProvider() - Constructor for class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

HermitePolynomialFunction - Class in com.opengamma.strata.math.impl.function.special

HermitePolynomialFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.HermitePolynomialFunction

HistoricIborIndexRates - Class in com.opengamma.strata.pricer.rate

Historic Ibor index rates, used for indices that are no longer active.

HistoricIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for HistoricIborIndexRates.

HistoricOvernightIndexRates - Class in com.opengamma.strata.pricer.rate

Historic Overnight index rates, used for indices that are no longer active.

HistoricOvernightIndexRates.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for HistoricOvernightIndexRates.

HistoricPriceIndexValues - Class in com.opengamma.strata.pricer.rate

Historic Price index values, used for indices that are no longer active.

HistoricPriceIndexValues.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for HistoricPriceIndexValues.

HK - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'HK' - Hong Kong.

HKD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HKD' - Hong Kong Dollar.

HKEX - Static variable in class com.opengamma.strata.product.common.CcpIds

Hong Kong Exchange.

HolidayCalendar - Interface in com.opengamma.strata.basics.date

A holiday calendar, classifying dates as holidays or business days.

HolidayCalendarId - Class in com.opengamma.strata.basics.date

An identifier for a holiday calendar.

HolidayCalendarIds - Class in com.opengamma.strata.basics.date

Identifiers for common holiday calendars.

HolidayCalendars - Class in com.opengamma.strata.basics.date

Constants and implementations for standard holiday calendars.

holidays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the stream of holidays between the two dates.

HREF - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument

The 'href' attribute key.

HRK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HRK' - Croatian Kuna.

HU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'HU' = Hungary.

HUBU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.

HUDX - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Hungarian Derivative Energy Exchange.

HUF - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HUF' = Hugarian Forint.

HUF_BUBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for HUF-BUBOR.

HUF_BUBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month BUBOR index.

HUF_BUBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month BUBOR index.

HUF_BUBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week BUBOR index.

HUF_BUBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month BUBOR index.

HUF_BUBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 week BUBOR index.

HUF_BUBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month BUBOR index.

HUF_BUBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month BUBOR index.

HUF_BUBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 9 month BUBOR index.

HullWhiteIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future products.

HullWhiteIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Creates an instance.

HullWhiteIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future trades.

HullWhiteIborFutureTradePricer(HullWhiteIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Creates an instance.

HullWhiteOneFactorPiecewiseConstantInterestRateModel - Class in com.opengamma.strata.pricer.impl.rate.model

Methods related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParameters - Class in com.opengamma.strata.pricer.model

Data bundle related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParametersProvider - Class in com.opengamma.strata.pricer.model

Hull-White one factor model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta - Class in com.opengamma.strata.pricer.model

The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.

HullWhiteSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.

HullWhiteSwaptionPhysicalProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Creates an instance.

HullWhiteSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.

HullWhiteSwaptionPhysicalTradePricer() - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

HUPX - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Hungarian Power Exchange.

HybridNodalCurve - Class in com.opengamma.strata.market.curve

A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.

HybridNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for HybridNodalCurve.

I

i0(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the modified Bessel function of order 0 of the argument.

i0e(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the exponentially scaled modified Bessel function of order 0 of the argument.

i1(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the modified Bessel function of order 1 of the argument.

i1e(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the exponentially scaled modified Bessel function of order 1 of the argument.

IBOR - com.opengamma.strata.basics.index.FloatingRateType

A floating rate index that is based on an Ibor index.

IBOR - com.opengamma.strata.product.swap.SwapLegType

A floating rate swap leg based on an Ibor index.

IBOR_CAP_FLOOR - Static variable in class com.opengamma.strata.product.ProductType

A IborCapFloor.

IBOR_FIXING_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

The measure for ResolvedIborFixingDepositTrade using par rate discounting.

IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedIborFixingDepositTrade using par spread discounting.

IBOR_FIXING_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

The calibrator for IborFixingDepositTrade using present value discounting.

IBOR_FUTURE - Static variable in class com.opengamma.strata.product.ProductType

A IborFuture.

IBOR_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

The measure for ResolvedIborFutureTrade using price discounting.

IBOR_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A IborFutureOption.

IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedIborFutureTrade using par spread discounting.

IBOR_FUTURE_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

The calibrator for IborFutureTrade using present value discounting.

IborAveragedFixing - Class in com.opengamma.strata.product.rate

A single fixing of an index that is observed by IborAveragedRateComputation.

IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for IborAveragedFixing.

IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborAveragedFixing.

IborAveragedRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.

IborAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborAveragedRateComputation.

IborCapFloor - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor product.

IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapFloor.

IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor leg of a cap/floor product.

IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for IborCapFloorLeg.

IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapFloorLeg.

IborCapFloorMarketData - Interface in com.opengamma.strata.measure.capfloor

Market data for Ibor cap/floor.

IborCapFloorMarketDataLookup - Interface in com.opengamma.strata.measure.capfloor

The lookup that provides access to cap/floor volatilities in market data.

IborCapFloorScenarioMarketData - Interface in com.opengamma.strata.measure.capfloor

Market data for cap/floors, used for calculation across multiple scenarios.

IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor

A trade in an Ibor cap/floor.

IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for IborCapFloorTrade.

IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapFloorTrade.

IborCapFloorTradeCalculationFunction - Class in com.opengamma.strata.measure.capfloor

Perform calculations on a single IborCapFloorTrade for each of a set of scenarios.

IborCapFloorTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

Creates an instance.

IborCapFloorTradeCalculations - Class in com.opengamma.strata.measure.capfloor

Calculates pricing and risk measures for cap/floor trades.

IborCapFloorTradeCalculations(VolatilityIborCapFloorTradePricer) - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Creates an instance.

IborCapFloorTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV file format for CapFloor trades.

IborCapletFloorletBinaryPeriod - Class in com.opengamma.strata.product.capfloor

A period over which an Ibor caplet/floorlet binary payoff is paid.

IborCapletFloorletBinaryPeriod.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for IborCapletFloorletBinaryPeriod.

IborCapletFloorletBinaryPeriod.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapletFloorletBinaryPeriod.

IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor

A period over which an Ibor caplet/floorlet payoff is paid.

IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for IborCapletFloorletPeriod.

IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapletFloorletPeriod.

IborCapletFloorletPeriodAmounts - Class in com.opengamma.strata.pricer.capfloor

A map of double values keyed by Ibor caplet/floorlet periods.

IborCapletFloorletPeriodAmounts.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for IborCapletFloorletPeriodAmounts.

IborCapletFloorletPeriodAmounts.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for IborCapletFloorletPeriodAmounts.

IborCapletFloorletPeriodCurrencyAmounts - Class in com.opengamma.strata.pricer.capfloor

A map of currency amounts keyed by Ibor caplet/floorlet periods.

IborCapletFloorletPeriodCurrencyAmounts.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for IborCapletFloorletPeriodCurrencyAmounts.

IborCapletFloorletPeriodCurrencyAmounts.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for IborCapletFloorletPeriodCurrencyAmounts.

IborCapletFloorletSabrSensitivity - Class in com.opengamma.strata.pricer.capfloor

Sensitivity of a caplet/floorlet to SABR model parameters.

IborCapletFloorletSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for IborCapletFloorletSabrSensitivity.

IborCapletFloorletSensitivity - Class in com.opengamma.strata.pricer.capfloor

Point sensitivity to Ibor caplet/floorlet implied parameter point.

IborCapletFloorletSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for IborCapletFloorletSensitivity.

IborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatilities for pricing Ibor caplet/floorlet.

IborCapletFloorletVolatilitiesId - Class in com.opengamma.strata.pricer.capfloor

An identifier used to access Ibor cap/floor volatilities by name.

IborCapletFloorletVolatilitiesName - Class in com.opengamma.strata.pricer.capfloor

The name of a set of Ibor cap/floor volatilities.

IborCapletFloorletVolatilityCalibrationResult - Class in com.opengamma.strata.pricer.capfloor

Calibration result for Ibor caplet/floorlet volatilities.

IborCapletFloorletVolatilityCalibrationResult.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for IborCapletFloorletVolatilityCalibrationResult.

IborCapletFloorletVolatilityDefinition - Interface in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

IborFixingDeposit - Class in com.opengamma.strata.product.deposit

An Ibor fixing deposit.

IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for IborFixingDeposit.

IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for IborFixingDeposit.

IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type

A convention for Ibor fixing deposit trades.

IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor fixing deposit.

IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFixingDepositCurveNode.

IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFixingDepositCurveNode.

IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type

A template for creating an Ibor fixing deposit trade.

IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for IborFixingDepositTemplate.

IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for IborFixingDepositTemplate.

IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in an Ibor fixing deposit.

IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for IborFixingDepositTrade.

IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for IborFixingDepositTrade.

IborFuture - Class in com.opengamma.strata.product.index

A futures contract based on an Ibor index.

IborFuture.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFuture.

IborFuture.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFuture.

IborFutureContractSpec - Interface in com.opengamma.strata.product.index.type

A contract specification for exchange traded Ibor Futures.

IborFutureContractSpecs - Class in com.opengamma.strata.product.index.type

Market standard Ibor future conventions.

IborFutureConvention - Interface in com.opengamma.strata.product.index.type

Deprecated.

Use IborFutureContractSpec

IborFutureConventions - Class in com.opengamma.strata.product.index.type

Deprecated.

Use IborFutureContractSpecs

IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor Future.

IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFutureCurveNode.

IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFutureCurveNode.

IborFutureOption - Class in com.opengamma.strata.product.index

A futures option contract, based on an Ibor index.

IborFutureOption.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOption.

IborFutureOption.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOption.

IborFutureOptionMarketData - Interface in com.opengamma.strata.measure.index

Market data for Ibor future options.

IborFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.index

The lookup that provides access to Ibor future option volatilities in market data.

IborFutureOptionPosition - Class in com.opengamma.strata.product.index

A position in an option on a futures contract based on an Ibor index.

IborFutureOptionPosition.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOptionPosition.

IborFutureOptionPosition.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOptionPosition.

IborFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.index

Market data for Ibor future options, used for calculation across multiple scenarios.

IborFutureOptionSecurity - Class in com.opengamma.strata.product.index

A security representing a futures option contract, based on an Ibor index.

IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOptionSecurity.

IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOptionSecurity.

IborFutureOptionSensitivity - Class in com.opengamma.strata.pricer.index

Point sensitivity to an implied volatility for a Ibor future option model.

IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.index

The meta-bean for IborFutureOptionSensitivity.

IborFutureOptionTrade - Class in com.opengamma.strata.product.index

A trade representing an option on a futures contract based on an Ibor index.

IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOptionTrade.

IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOptionTrade.

IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>> - Class in com.opengamma.strata.measure.index

Perform calculations on a single IborFutureOptionTrade or IborFutureOptionPosition for each of a set of scenarios.

IborFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.index

Calculates pricing and risk measures for trades in an option contract based on an Ibor index future.

IborFutureOptionTradeCalculations(NormalIborFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Creates an instance.

IborFutureOptionVolatilities - Interface in com.opengamma.strata.pricer.index

Volatilities for pricing Ibor futures.

IborFutureOptionVolatilitiesId - Class in com.opengamma.strata.pricer.index

An identifier used to access Ibor future option volatilities by name.

IborFutureOptionVolatilitiesName - Class in com.opengamma.strata.pricer.index

The name of a set of Ibor future option volatilities.

IborFuturePosition - Class in com.opengamma.strata.product.index

A position in a futures contract based on an Ibor index.

IborFuturePosition.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFuturePosition.

IborFuturePosition.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFuturePosition.

IborFutureSecurity - Class in com.opengamma.strata.product.index

A security representing a futures contract based on an Ibor index.

IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureSecurity.

IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureSecurity.

IborFutureTemplate - Class in com.opengamma.strata.product.index.type

A template for creating an Ibor Future trade.

IborFutureTrade - Class in com.opengamma.strata.product.index

A trade representing a futures contract based on an Ibor index.

IborFutureTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureTrade.

IborFutureTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureTrade.

IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>> - Class in com.opengamma.strata.measure.index

Perform calculations on a single IborFutureTrade or IborFuturePosition for each of a set of scenarios.

IborFutureTradeCalculations - Class in com.opengamma.strata.measure.index

Calculates pricing and risk measures for trades in a futures contract based on an Ibor index.

IborFutureTradeCalculations(DiscountingIborFutureTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Creates an instance.

IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Ibor-Ibor swap trades.

IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Ibor-Ibor swap conventions.

IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Ibor-Ibor interest rate swap.

IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborIborSwapCurveNode.

IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborIborSwapCurveNode.

IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Ibor-Ibor swap trades.

IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for IborIborSwapTemplate.

IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for IborIborSwapTemplate.

IborIndex - Interface in com.opengamma.strata.basics.index

An inter-bank lending rate index, such as Libor or Euribor.

iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Ibor index forward curve to the provider.

iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Ibor index forward curve to the provider with associated time-series.

IborIndexObservation - Class in com.opengamma.strata.basics.index

Defines the observation of a rate of interest from a single Ibor index.

IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for IborIndexObservation.

iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an Ibor index.

IborIndexRates - Interface in com.opengamma.strata.pricer.rate

Provides access to rates for an Ibor index.

IborIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for commonly used Ibor indices.

IborInterpolatedRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of a rate of interest interpolated from two Ibor indices.

IborInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborInterpolatedRateComputation.

iborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

The meta-property for the iborLeg property.

iborLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

Sets the market convention of the floating leg.

iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the iborRate property.

iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the iborRate property.

iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the iborRate property.

iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the rate to be observed.

iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the rate to be observed.

iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the Ibor rate observation.

IborRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a floating rate swap leg based on an Ibor index.

IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for IborRateCalculation.

IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for IborRateCalculation.

IborRateComputation - Class in com.opengamma.strata.product.rate

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

IborRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborRateComputation.

IborRateResetMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to process a floating rate reset schedule.

IborRateSensitivity - Class in com.opengamma.strata.pricer.rate

Point sensitivity to a rate from an Ibor index curve.

IborRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for IborRateSensitivity.

IborRateStubCalculation - Class in com.opengamma.strata.product.swap

Defines the rates applicable in the initial or final stub of an Ibor swap leg.

IborRateStubCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for IborRateStubCalculation.

IborRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for IborRateStubCalculation.

IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Ibor index.

IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for IborRateSwapLegConvention.

IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for IborRateSwapLegConvention.

ICE_EU - Static variable in class com.opengamma.strata.product.common.CcpIds

Intercontinental Exchange (EU).

ICE_US - Static variable in class com.opengamma.strata.product.common.CcpIds

Intercontinental Exchange (US).

id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the id property.

id() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

The meta-property for the id property.

id() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the id property.

id() - Method in class com.opengamma.strata.product.PositionInfo.Meta

The meta-property for the id property.

id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

The meta-property for the id property.

id() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the id property.

id(StandardId) - Method in interface com.opengamma.strata.product.PortfolioItemInfoBuilder

Sets the primary identifier for the position, optional.

id(StandardId) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the identifier of the item, optional.

id(StandardId) - Method in class com.opengamma.strata.product.PositionInfoBuilder

Sets the primary identifier for the position, optional.

id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the primary identifier for the trade, optional.

id(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the ID of the contract specification.

id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Sets the security identifier.

ID - Static variable in class com.opengamma.strata.basics.location.Country

The country 'ID' - Indonesia.

ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument

The 'id' attribute key.

ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

identifier(IborCapFloorTrade) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

identifier(CmsTrade) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

identifier(CdsIndexTrade) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

identifier(CdsTrade) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

identifier(TermDepositTrade) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

identifier(FraTrade) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

identifier(FxNdfTrade) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

identifier(FxSingleTrade) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

identifier(FxSwapTrade) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

identifier(FxSingleBarrierOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

identifier(FxVanillaOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

identifier(GenericSecurityPosition) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

identifier(GenericSecurityTrade) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

identifier(BulletPaymentTrade) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

identifier(SecurityPosition) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

identifier(SecurityTrade) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

identifier(SwapTrade) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

identifier(SwaptionTrade) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

identifier(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Returns an identifier that should uniquely identify the specified target.

identifier(T) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

identifier(T) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an identity matrix.

IDR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'IDR' = Indonesian Rupiah.

IE - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'IE' - Ireland.

IFEN - Static variable in class com.opengamma.strata.product.common.ExchangeIds

ICE Futures Europe - Oil and Refined Products Division.

ifFailure(Consumer<Failure>) - Method in class com.opengamma.strata.collect.result.Result

Executes the given consumer if the result represents a failure.

IFLL - Static variable in class com.opengamma.strata.product.common.ExchangeIds

ICE Futures Europe - Financial Products Division.

IFLO - Static variable in class com.opengamma.strata.product.common.ExchangeIds

ICE Futures Europe - Equity Products Division.

IFLX - Static variable in class com.opengamma.strata.product.common.ExchangeIds

ICE Futures Europe - Agricultural Products Division.

ifSuccess(Consumer<? super T>) - Method in class com.opengamma.strata.collect.result.Result

Executes the given consumer if the result represents a successful call and has a result available.

IFUS - Static variable in class com.opengamma.strata.product.common.ExchangeIds

ICE Futures U.S.

IFUT - Static variable in class com.opengamma.strata.product.common.ExchangeIds

ICE Futures Europe - European Utilities Division.

IGNORE - com.opengamma.strata.pricer.credit.ArbitrageHandling

Ignore.

ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the ignoreFailures property.

ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets whether to ignore failures, or report the errors.

IL - Static variable in class com.opengamma.strata.basics.location.Country

The country 'IL' - Israel.

IllegalArgFailureException - Exception in com.opengamma.strata.collect.result

Exception thrown when input is invalid.

IllegalArgFailureException(FailureItem) - Constructor for exception com.opengamma.strata.collect.result.IllegalArgFailureException

Returns an exception wrapping the failure item.

IllegalArgFailureException(String, Object...) - Constructor for exception com.opengamma.strata.collect.result.IllegalArgFailureException

Returns an exception from a message.

IllegalArgFailureException(Throwable, String, Object...) - Constructor for exception com.opengamma.strata.collect.result.IllegalArgFailureException

Returns an exception from a cause and message.

ILS - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ILS' = Israeli Shekel.

IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMM' roll convention which adjusts the date to the third Wednesday.

IMM_DATE - com.opengamma.strata.product.credit.type.AccrualStart

The accrual starts on the previous IMM date.

IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.

IMMCAD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMMCAD' roll convention which adjusts the date two days before the third Wednesday.

IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.

ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type

A market convention for credit default swap trades.

ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type

The bean-builder for ImmutableCdsConvention.

ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type

The meta-bean for ImmutableCdsConvention.

ImmutableCreditRatesProvider - Class in com.opengamma.strata.pricer.credit

The immutable rates provider, used to calculate analytic measures.

ImmutableCreditRatesProvider.Builder - Class in com.opengamma.strata.pricer.credit

The bean-builder for ImmutableCreditRatesProvider.

ImmutableCreditRatesProvider.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for ImmutableCreditRatesProvider.

ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Ibor swap trades.

ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableFixedIborSwapConvention.

ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableFixedIborSwapConvention.

ImmutableFixedInflationSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Inflation swap trades.

ImmutableFixedInflationSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableFixedInflationSwapConvention.

ImmutableFixedInflationSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableFixedInflationSwapConvention.

ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableFixedOvernightSwapConvention.

ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableFixedOvernightSwapConvention.

ImmutableFloatingRateName - Class in com.opengamma.strata.basics.index

An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.

ImmutableFloatingRateName.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableFloatingRateName.

ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type

A market convention for forward rate agreement (FRA) trades.

ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type

The bean-builder for ImmutableFraConvention.

ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type

The meta-bean for ImmutableFraConvention.

ImmutableFxIndex - Class in com.opengamma.strata.basics.index

A foreign exchange index implementation based on an immutable set of rules.

ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableFxIndex.

ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableFxIndex.

ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type

A market convention for FX swap trades

ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type

The bean-builder for ImmutableFxSwapConvention.

ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type

The meta-bean for ImmutableFxSwapConvention.

ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date

An immutable holiday calendar implementation.

ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for ImmutableHolidayCalendar.

ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type

A convention for Ibor fixing deposit trades.

ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for ImmutableIborFixingDepositConvention.

ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for ImmutableIborFixingDepositConvention.

ImmutableIborFutureContractSpec - Class in com.opengamma.strata.product.index.type

A contract specification for exchange traded Ibor Futures.

ImmutableIborFutureContractSpec.Builder - Class in com.opengamma.strata.product.index.type

The bean-builder for ImmutableIborFutureContractSpec.

ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type

Deprecated.

Use ImmutableIborFutureContractSpec

ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type

Deprecated.

The bean-builder for ImmutableIborFutureConvention.

ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type

Deprecated.

The meta-bean for ImmutableIborFutureConvention.

ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Ibor-Ibor swap trades.

ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableIborIborSwapConvention.

ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableIborIborSwapConvention.

ImmutableIborIndex - Class in com.opengamma.strata.basics.index

An Ibor index implementation based on an immutable set of rules.

ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableIborIndex.

ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableIborIndex.

ImmutableLegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.bond

An immutable provider of data for bond pricing, based on repo and issuer discounting.

ImmutableLegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.bond

The bean-builder for ImmutableLegalEntityDiscountingProvider.

ImmutableLegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for ImmutableLegalEntityDiscountingProvider.

ImmutableMarketData - Class in com.opengamma.strata.data

An immutable set of market data

ImmutableMarketData.Meta - Class in com.opengamma.strata.data

The meta-bean for ImmutableMarketData.

ImmutableMarketDataBuilder - Class in com.opengamma.strata.data

A mutable builder for instances of ImmutableMarketData.

ImmutableMeasure - Class in com.opengamma.strata.calc

The default, immutable implementation of Measure.

ImmutableMeasure.Meta - Class in com.opengamma.strata.calc

The meta-bean for ImmutableMeasure.

ImmutableOvernightFutureContractSpec - Class in com.opengamma.strata.product.index.type

A contract specification for exchange traded Overnight Futures.

ImmutableOvernightFutureContractSpec.Builder - Class in com.opengamma.strata.product.index.type

The bean-builder for ImmutableOvernightFutureContractSpec.

ImmutableOvernightIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

ImmutableOvernightIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableOvernightIborSwapConvention.

ImmutableOvernightIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableOvernightIborSwapConvention.

ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index

An overnight index, such as Sonia or Eonia.

ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableOvernightIndex.

ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableOvernightIndex.

ImmutablePriceIndex - Class in com.opengamma.strata.basics.index

A price index implementation based on an immutable set of rules.

ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutablePriceIndex.

ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutablePriceIndex.

ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate

The default immutable rates provider, used to calculate analytic measures.

ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for ImmutableRatesProvider.

ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate

Builder for the immutable rates provider.

ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.curve

Generates a rates provider based on an existing provider.

ImmutableReferenceData - Class in com.opengamma.strata.basics

An immutable set of reference data

ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics

The meta-bean for ImmutableReferenceData.

ImmutableScenarioMarketData - Class in com.opengamma.strata.data.scenario

An immutable set of market data across one or more scenarios.

ImmutableScenarioMarketData.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for ImmutableScenarioMarketData.

ImmutableScenarioMarketDataBuilder - Class in com.opengamma.strata.data.scenario

A mutable builder for market data.

ImmutableSwapIndex - Class in com.opengamma.strata.product.swap

A swap index implementation based on an immutable set of rules.

ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ImmutableSwapIndex.

ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ImmutableSwapIndex.

ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type

A market convention for term deposit trades.

ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for ImmutableTermDepositConvention.

ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for ImmutableTermDepositConvention.

ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for three leg basis swap trades.

ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableThreeLegBasisSwapConvention.

ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableThreeLegBasisSwapConvention.

ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for cross-currency Ibor-Ibor swap trades.

ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableXCcyIborIborSwapConvention.

ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableXCcyIborIborSwapConvention.

impliedSpread(List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

impliedStrike(double, boolean, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the implied strike from delta and volatility in the Black formula.

impliedStrike(double, boolean, double, double, double, double[]) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the implied strike and its derivatives from delta and volatility in the Black formula.

impliedStrikesDerivativeToExpiry(double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Calculates the derivatives of the implied strikes to expiry.

impliedStrikesDerivativeToSmileVols(double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Calculates the derivatives of the implied strikes to volatility.

ImpliedTrinomialTreeFxOptionCalibrator - Class in com.opengamma.strata.pricer.fxopt

Utilities to calibrate implied trinomial tree to Black volatilities of FX options.

ImpliedTrinomialTreeFxOptionCalibrator(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator

Calibrator with the specified number of time steps.

ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX barrier option products under implied trinomial tree.

ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Pricer with the default number of time steps.

ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Pricer with the specified number of time steps.

ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX barrier option trades under implied trinomial tree.

ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer(ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Creates an instance.

ImpliedTrinomialTreeLocalVolatilityCalculator - Class in com.opengamma.strata.pricer.impl.volatility.local

Local volatility calculation based on trinomila tree model.

ImpliedTrinomialTreeLocalVolatilityCalculator() - Constructor for class com.opengamma.strata.pricer.impl.volatility.local.ImpliedTrinomialTreeLocalVolatilityCalculator

Creates an instance with default setups.

ImpliedTrinomialTreeLocalVolatilityCalculator(int, double) - Constructor for class com.opengamma.strata.pricer.impl.volatility.local.ImpliedTrinomialTreeLocalVolatilityCalculator

Creates an instance with the number of steps and maximum time fixed.

ImpliedTrinomialTreeLocalVolatilityCalculator(int, double, SurfaceInterpolator) - Constructor for class com.opengamma.strata.pricer.impl.volatility.local.ImpliedTrinomialTreeLocalVolatilityCalculator

Creates an instance by specifying the number of steps, maximum time, and 2D interpolator.

impliedVolatilities(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor leg.

impliedVolatilities(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor.

impliedVolatilities(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor trade.

impliedVolatility(double) - Method in class com.opengamma.strata.pricer.impl.option.GenericImpliedVolatiltySolver

Computes the implied volatility.

impliedVolatility(double, double) - Method in class com.opengamma.strata.pricer.impl.option.GenericImpliedVolatiltySolver

Computes the implied volatility.

impliedVolatility(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the log-normal implied volatility.

impliedVolatility(double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the log-normal (Black) implied volatility of an out-the-money European option starting from an initial guess.

impliedVolatility(double, double, double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the implied volatility.

impliedVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Computes the implied volatility of the Ibor caplet/floorlet.

impliedVolatility(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the implied Black volatility of the FX barrier option product.

impliedVolatility(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the implied Black volatility of the FX barrier option trade.

impliedVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the implied Black volatility of the foreign exchange vanilla option product.

impliedVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the implied Black volatility of the foreign exchange vanilla option trade.

impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Computes the implied volatility of the swaption.

impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Computes the implied volatility of the swaption.

impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Computes the implied volatility of the swaption.

impliedVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Computes the implied volatility of the swaption.

impliedVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Computes the implied volatility of the swaption.

impliedVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Computes the implied volatility of the swaption.

impliedVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Computes the implied volatility of the swaption.

impliedVolatilityAdjoint(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the log-normal implied volatility and its derivative with respect to price.

impliedVolatilityAdjoint(double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the log-normal (Black) implied volatility of an out-the-money European option starting from an initial guess and the derivative of the volatility w.r.t.

impliedVolatilityFromBlackApproximated(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Compute the implied volatility using an approximate explicit transformation formula.

impliedVolatilityFromBlackApproximatedAdjoint(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Compute the implied volatility using an approximate explicit transformation formula and its derivative with respect to the input Black volatility.

impliedVolatilityFromNormalApproximated(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Compute the log-normal implied volatility from a normal volatility using an approximate initial guess and a root-finder.

impliedVolatilityFromNormalApproximated2(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Compute the normal implied volatility from a normal volatility using an approximate explicit formula.

impliedVolatilityFromNormalApproximatedAdjoint(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Compute the log-normal implied volatility from a normal volatility using an approximate initial guess and a root-finder and compute the derivative of the log-normal volatility with respect to the input normal volatility.

impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Computes the implied normal volatility from the present value of a swaption.

impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Computes the implied normal volatility from the present value of a swaption.

in(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts a stream to an iterable for use in the for-each statement.

IN - Static variable in class com.opengamma.strata.basics.location.Country

The country 'IN' - India.

IncompleteBetaFunction - Class in com.opengamma.strata.math.impl.function.special

The incomplete beta function is defined as: $$ \begin{equation*} I_x(a, b)=\frac{B_x(a, b)}{B(a, b)}\int_0^x t^{a-1}(1-t)^{b-1}dt \end{equation*} $$ where $a,b>0$.

IncompleteBetaFunction(double, double) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteBetaFunction

Creates an instance using the default values for the accuracy (10^-12) and number of iterations (10000).

IncompleteBetaFunction(double, double, double, int) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteBetaFunction

Creates an instance.

IncompleteGammaFunction - Class in com.opengamma.strata.math.impl.function.special

The incomplete gamma function is defined as: $$ \begin{equation*} P(a, x) = \frac{\gamma(a, x)}{\Gamma(a)}\int_0^x e^{-t}t^{a-1}dt \end{equation*} $$ where $a > 0$.

IncompleteGammaFunction(double) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteGammaFunction

Creates an instance.

IncompleteGammaFunction(double, int, double) - Constructor for class com.opengamma.strata.math.impl.function.special.IncompleteGammaFunction

Creates an instance.

index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the index defining the FX rate to observe on the fixing date.

index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the FX index used to obtain the FX reset rate.

index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the Ibor index for which the data is valid.

index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets the Ibor index for which the data is valid.

index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the Ibor index for which the data is valid.

index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the Ibor index for which the data is valid.

index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

Sets the index of the underlying future.

index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the underlying Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the underlying Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the Ibor index.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

Sets the Ibor index to be used for the stub.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the Ibor index.

index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the underlying Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the underlying Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

Sets the Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

Sets the Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

Sets the Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

Sets the Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the Overnight index.

index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the Overnight index.

index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the index of prices.

index(PriceIndex) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

Sets the Price index.

index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the swap index.

index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the swap index.

Index - Interface in com.opengamma.strata.basics.index

An index of values, such as LIBOR, FED FUND or daily exchange rates.

INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index, such as an Ibor or Overnight index.

INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

INDEX_SERIES_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index value, typically derived from a curve.

INDEX_VERSION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

IndexAboveQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

IndexAboveQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.IndexAboveQuantileMethod

indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the indexCalculationMethod property.

indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

The meta-property for the indexCalculationMethod property.

indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets reference price index calculation method.

indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

Sets reference price index calculation method.

indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExcelInterpolationQuantileMethod

indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.MidwayInterpolationQuantileMethod

indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SampleInterpolationQuantileMethod

indexCorrection() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneInterpolationQuantileMethod

indexCurve(Index, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an index forward curve to the provider.

indexCurve(Index, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an index forward curve to the provider with associated time-series.

indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the indexCurves property.

indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds index forward curves to the provider with associated time-series.

indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds index forward curves to the provider with associated time-series.

indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the indexInterpolated property.

indexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

The meta-property for the indexInterpolated property.

indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the second Ibor index to be used for linear interpolation, optional.

indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

Sets the second Ibor index to be used for the stub, linearly interpolated.

indexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

The meta-property for the indexName property.

IndexObservation - Interface in com.opengamma.strata.basics.index

A single observation of an index.

indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Find the index of the first occurrence of the specified value.

indexOf(int) - Method in class com.opengamma.strata.collect.array.IntArray

Find the index of the first occurrence of the specified value.

indexOf(long) - Method in class com.opengamma.strata.collect.array.LongArray

Find the index of the first occurrence of the specified value.

IndexQuoteId - Class in com.opengamma.strata.market.observable

An identifier used to access the current value of an index.

indexShift() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.NearestIndexQuantileMethod

indexShift() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneNearestIndexQuantileMethod

indices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the indices property.

indices() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

The meta-property for the indices property.

indices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

indices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the forward indices that are available.

indices(Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the indices property in the builder from an array of objects.

indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the indices for which the curve provides forward rates.

INFLATION - com.opengamma.strata.product.swap.SwapLegType

A floating rate swap leg based on an price index.

INFLATION_FIRST_INDEX_VALUE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

INFLATION_LAG_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

INFLATION_METHOD_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

InflationEndInterpolatedRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of inflation figures from a price index with interpolation where the start index value is known.

InflationEndInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationEndInterpolatedRateComputation.

InflationEndMonthRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of inflation figures from a price index where the start index value is known.

InflationEndMonthRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationEndMonthRateComputation.

InflationInterpolatedRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of inflation figures from a price index with interpolation.

InflationInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationInterpolatedRateComputation.

InflationMonthlyRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of inflation figures from a price index.

InflationMonthlyRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationMonthlyRateComputation.

InflationNodalCurve - Class in com.opengamma.strata.market.curve

Curve specifically designed for inflation, with features for seasonality and initial point.

InflationNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InflationNodalCurve.

InflationRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.

InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for InflationRateCalculation.

InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for InflationRateCalculation.

InflationRateSensitivity - Class in com.opengamma.strata.pricer.rate

Point sensitivity to a rate from a price index curve.

InflationRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for InflationRateSensitivity.

InflationRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on a price index.

InflationRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for InflationRateSwapLegConvention.

InflationRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for InflationRateSwapLegConvention.

info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the info property.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

Sets the additional information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

Sets the additional position information, defaulted to an empty instance.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the standard security information.

info(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the standard security information.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

IniFile - Class in com.opengamma.strata.collect.io

An INI file.

IniFileOutput - Class in com.opengamma.strata.collect.io

Outputs an INI formatted file.

INITIAL_STUB_AMOUNT_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

INITIAL_STUB_AMOUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

INITIAL_STUB_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

INITIAL_STUB_INTERPOLATED_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

INITIAL_STUB_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the initialExchange property.

initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the initialExchange property.

initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the initial notional.

initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the initial notional.

initialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the initialGuess property.

initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the list of all initial guesses.

initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

initialGuess(MarketData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

initialGuess(MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the initial guess used for calibrating the node.

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

initialGuess(Double...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the initialGuess property in the builder from an array of objects.

initialGuess(List<Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the initial guess values for the curve parameters.

initialGuesses(MarketData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the list of all initial guesses.

initialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the initialNotionalValue property.

initialNotionalValue(Double) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the initial notional value, specified in the payment currency.

initialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the initialParameters property.

initialParameters(DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the initial parameter values used in calibration.

initialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the initialStub property.

initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the initialStub property.

initialStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the initial stub, optional.

initialStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate to be used in initial stub, optional.

initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

The meta-property for the initialValue property.

initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the initial value.

inNullable(T) - Static method in class com.opengamma.strata.collect.Guavate

Converts a nullable value to an iterable for use in the for-each statement.

inOptional(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts an optional to an iterable for use in the for-each statement.

inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the two values are in order and not equal.

inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the two values are in order or equal.

INR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'INR' = Indian Rupee.

inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x < high.

inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x < high.

inRangeComparable(T, T, T, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x < high using the items' natural order.

inRangeComparableExclusive(T, T, T, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low < x < high using the items' natural order.

inRangeComparableInclusive(T, T, T, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x <= high using the items' natural order.

inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low < x < high.

inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low < x < high.

inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x <= high.

inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x <= high.

INSTANCE - Static variable in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

The singleton instance of the plugin.

INSTANCE - Static variable in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

The singleton instance of the plugin.

INSTANCE - Static variable in class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

The singleton instance of the plugin.

INSTANCE - Static variable in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

The singleton instance of the plugin.

INSTANCE - Static variable in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

The singleton instance of the plugin.

INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

The single shared instance of this report formatter.

INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

The single shared instance of this report runner.

INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider

The default instance.

INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter

The single shared instance of this report formatter.

INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner

The single shared instance of this report runner.

IntArray - Class in com.opengamma.strata.collect.array

An immutable array of int values.

IntDoubleConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming two arguments - int and double.

IntDoublePair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an int and double.

IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for IntDoublePair.

IntDoublePredicate - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - int and double.

IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of two arguments - int and double.

integrate(PiecewisePolynomialResult, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Integration.

integrate(PiecewisePolynomialResult, double, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Integration.

integrate(BiFunction<Double, Double, Double>, Double[], Double[]) - Method in class com.opengamma.strata.math.impl.integration.IntegratorRepeated2D

integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.ExtendedTrapezoidIntegrator1D

Trapezoid integration method.

integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

1-D integration method.

integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.RombergIntegrator1D

Romberg integration method.

integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

integrate(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.SimpsonIntegrator1D

Simpson's integration method.

integrate(Function<U, T>, U[], U[]) - Method in class com.opengamma.strata.math.impl.integration.Integrator1D

integrate(Function<U, T>, U, U) - Method in class com.opengamma.strata.math.impl.integration.Integrator1D

1-D integration method.

integrate(V, U[], U[]) - Method in interface com.opengamma.strata.math.impl.integration.Integrator

integrateFromPolyFunc(Function<Double, Double>) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

If a function $g(x)$ can be written as $W(x)f(x)$, where the weight function $W(x)$ corresponds to one of the Gaussian quadrature forms, then we may approximate the integral of $g(x)$ over a specific range as $\int^b_a g(x) dx =\int^b_a W(x)f(x) dx \approx \sum_{i=0}^{N-1} w_i f(x_i)$, were the abscissas $x_i$ and the weights $w_i$ have been precomputed.

Integrator<T,U,V> - Interface in com.opengamma.strata.math.impl.integration

Interface for integration.

Integrator1D<T,U> - Class in com.opengamma.strata.math.impl.integration

Class for defining the integration of 1-D functions.

Integrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.Integrator1D

Integrator2D<T,U> - Class in com.opengamma.strata.math.impl.integration

Class for defining the integration of 2-D functions.

Integrator2D() - Constructor for class com.opengamma.strata.math.impl.integration.Integrator2D

IntegratorRepeated2D - Class in com.opengamma.strata.math.impl.integration

Two dimensional integration by repeated one dimensional integration using Integrator1D.

IntegratorRepeated2D(Integrator1D<Double, Double>) - Constructor for class com.opengamma.strata.math.impl.integration.IntegratorRepeated2D

Constructor.

INTEREST_AT_MATURITY - com.opengamma.strata.product.bond.BillYieldConvention

Interest at maturity.

intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the intermediateExchange property.

intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the intermediateExchange property.

intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

interpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

interpolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Computes the y-value for the specified x-value by interpolation.

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator

If (xValues length) = (yValues length), Not-A-Knot endpoint conditions are used.

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LinearInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator

interpolate(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator

If (xValues length) = (yValuesMatrix NumberOfColumn), Not-A-Knot endpoint conditions are used.

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.LinearInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator

interpolate(double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator

interpolate(double[], double[][], double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[][], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[][], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[], double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.BicubicSplineInterpolator

interpolate(double[], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Interpolate.

interpolate(double[], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

Given a set of data points (x0Values_i, x1Values_j, yValues_{ij}), 2d spline interpolation is returned such that f(x0Values_i, x1Values_j) = yValues_{ij}.

interpolate(double[], double[], double[][], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

interpolate(double[], double[], double[][], double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

interpolate(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator

Computes the z-value for the specified x-y-value by interpolation.

INTERPOLATED - com.opengamma.strata.product.swap.PriceIndexCalculationMethod

The reference index is linearly interpolated between two months.

INTERPOLATED_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

INTERPOLATED_JAPAN - com.opengamma.strata.product.swap.PriceIndexCalculationMethod

The reference index is linearly interpolated between two months.

InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on interpolation between a number of nodal points.

InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurve.

InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurve.

InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate an interpolated nodal curve.

InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurveDefinition.

InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurveDefinition.

InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface

A surface based on interpolation between a number of nodal points.

InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for InterpolatedNodalSurface.

InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for InterpolatedNodalSurface.

InterpolatedStrikeSmileDeltaTermStructure - Class in com.opengamma.strata.pricer.fxopt

An interpolated term structure of smiles as used in Forex market.

InterpolatedStrikeSmileDeltaTermStructure.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LinearInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Derive interpolant on {xValues_i, yValues_i} and (yValues) node sensitivity.

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator

interpolateWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator

InterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

InterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.InterpolationQuantileMethod

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the interpolator property.

interpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

The meta-property for the interpolator property.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the interpolator.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the interpolator used to find points on the curve.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the interpolator for the caplet volatilities.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the interpolator for the SABR parameter curves.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the interpolator for the SABR parameters.

interpolator(GridSurfaceInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets the interpolator for the caplet volatilities.

interpolator(SurfaceInterpolator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the underlying interpolator.

INTERPOLATOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Interpolator extrapolator.

intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains the intersection of a pair of time series.

intervalsCalculator(double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

IntIntConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming two arguments - int and int.

IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming three arguments - int, int and double.

IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function

A predicate of three arguments - int, int and double.

IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of three arguments - int, int and double.

IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of two arguments - int and int.

IntLongConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming two arguments - int and long.

IntLongToLongFunction - Interface in com.opengamma.strata.collect.function

A function of two arguments - int and long.

IntTernaryOperator - Interface in com.opengamma.strata.collect.function

A function of three arguments that returns a value.

INVALID - com.opengamma.strata.collect.result.FailureReason

The input was invalid.

invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Generates a failure result for an invalid token.

inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the inverse currency pair.

inverse() - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the inverse rate.

inverse() - Method in class com.opengamma.strata.collect.MapStream

Returns a stream where the keys and values are swapped.

inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Returns the inverse transaction.

InverseIncompleteBetaFunction - Class in com.opengamma.strata.math.impl.function.special

InverseIncompleteBetaFunction(double, double) - Constructor for class com.opengamma.strata.math.impl.function.special.InverseIncompleteBetaFunction

Creates an instance.

InverseIncompleteGammaFunction - Class in com.opengamma.strata.math.impl.function.special

InverseIncompleteGammaFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.InverseIncompleteGammaFunction

inverseJacobian(DoubleArray) - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.

inverseJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

Calculates the Jacobian of the transform from fitting parameters to function parameters - the i,j element will be the partial derivative of i^th function parameter with respect.

InverseJacobianDirectionFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

InverseJacobianDirectionFunction(MatrixAlgebra) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianDirectionFunction

Creates an instance.

InverseJacobianEstimateInitializationFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

InverseJacobianEstimateInitializationFunction(Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianEstimateInitializationFunction

Creates an instance.

inverseKnockType() - Method in interface com.opengamma.strata.product.option.Barrier

Obtains an instance with knock type inverted.

inverseKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

inverseTransform(double) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

If $y > 25$, this returns $b$.

inverseTransform(double) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

Performs the null inverse transform {y -> y}.

inverseTransform(double) - Method in interface com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform

A function to transform an unconstrained fitting parameter (y*) to a constrained model parameter (y) - i.e.

inverseTransform(double) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

A function to transform an unconstrained fitting parameter (y*) to a constrained model parameter (y) - i.e.

inverseTransform(double[]) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne

Inverse transform from the N "model" parameters to the N-1 "fit" parameters.

inverseTransform(DoubleArray) - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.

inverseTransform(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne

Inverse transform from the N "model" parameters to the N-1 "fit" parameters.

inverseTransform(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters (some of which may have constrained range and/or be fixed).

inverseTransformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

If $|y| > 25$, this returns 0.

inverseTransformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

The gradient of a null transform is one.

inverseTransformGradient(double) - Method in interface com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform

The gradient of the function used to transform from a fitting parameter that can take any value, to a model parameter that is only allows to take certain values.

inverseTransformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

The gradient of the function used to transform from a fitting parameter that can take any value, to a model parameter that is only allows to take certain values.

InverseTridiagonalMatrixCalculator - Class in com.opengamma.strata.math.impl.linearalgebra

Direct inversion of a tridiagonal matrix using the method from "R.

InverseTridiagonalMatrixCalculator() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.InverseTridiagonalMatrixCalculator

IR01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a series of 1 bps shifts in calibrated curve at each curve node.

IR01_CALIBRATED_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a 1 bps shift in calibrated curve.

IR01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a series of 1 bps shifts in market quotes at each curve node.

IR01_MARKET_QUOTE_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a 1 bps shift to market quotes.

IS - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'IS' - Iceland.

isAccruedInterest() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault

Check if the accrued premium is paid.

isActive() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets whether the index is active.

isActive() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets whether the index is active, defaulted to true.

isActive() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets whether the index is active, defaulted to true.

isActive() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets whether the index is active, defaulted to true.

isActive() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets whether the index is active, defaulted to true.

isActive() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets whether the index is active.

isAdditionalRow(CsvRow, CsvRow) - Method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Checks if there is an additional row that must be parsed alongside the base row.

isAllDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Gets whether all dates are valid dates for swaption exercise between the first and last date.

isAllowed(int, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

isAllowed(int, double) - Method in interface com.opengamma.strata.pricer.impl.volatility.smile.SmileModelData

Checks the value satisfies the constraint for a model parameter.

isAllowed(int, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

isAmerican() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Checks if the exercise is American.

isAmerican() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Checks if the exercise is American.

isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is annual.

isBeginning() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay

Check if the type is 'Beginning'.

isBermudan() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Checks if the exercise is Bermudan.

isBermudan() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Checks if the exercise is Bermudan.

isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is a business day.

isBuy() - Method in enum com.opengamma.strata.product.common.BuySell

Checks if the type is 'Buy'.

isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if the schedule is calculated backwards from the end date to the start date.

isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if the schedule is calculated forwards from the start date to the end date.

isCall() - Method in enum com.opengamma.strata.product.common.PutCall

Checks if the type is 'Call'.

isCap() - Method in enum com.opengamma.strata.product.common.CapFloor

Checks if the type is 'Cap'.

isCleanPrice() - Method in enum com.opengamma.strata.pricer.common.PriceType

Check if the price type is 'Clean'.

isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns true if evaluation of the whole expression is complete.

isCompositeCalendar(HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Checks if the holiday calendar is a combined or linked calendar.

isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Checks whether compounding applies.

isComputeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.

isComputeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.

isComputePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the flag indicating if present value sensitivity to market quotes should be computed and stored in metadata or not.

isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is a conventional currency pair.

isCrossCurrency() - Method in interface com.opengamma.strata.product.fx.FxProduct

isCrossCurrency() - Method in interface com.opengamma.strata.product.Product

Checks if this product is cross-currency.

isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Checks if this trade is cross-currency.

isCurrencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure

Gets flag indicating whether measure values should be automatically converted to the reporting currency.

isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.Measure

Flag indicating whether measure values should be automatically converted to the reporting currency.

ISDA - com.opengamma.strata.product.fra.FraDiscountingMethod

FRA discounting as defined by ISDA.

IsdaCdsProductPricer - Class in com.opengamma.strata.pricer.credit

Pricer for single-name credit default swaps (CDS) based on ISDA standard model.

IsdaCdsProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Constructor specifying the formula to use for the accrued on default calculation.

IsdaCdsTradePricer - Class in com.opengamma.strata.pricer.credit

Pricer for single-name credit default swaps (CDS) trade based on ISDA standard model.

IsdaCdsTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

The default constructor.

IsdaCdsTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

The constructor with the accrual-on-default formula specified.

IsdaCompliantCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit

ISDA compliant credit curve calibrator.

IsdaCompliantCreditCurveCalibrator() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

IsdaCompliantDiscountCurveCalibrator - Class in com.opengamma.strata.pricer.credit

ISDA compliant discount curve calibrator.

IsdaCompliantIndexCurveCalibrator - Class in com.opengamma.strata.pricer.credit

ISDA compliant index curve calibrator.

IsdaCompliantIndexCurveCalibrator(IsdaCompliantCreditCurveCalibrator) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator

Constructor with the underlying credit curve calibrator specified.

IsdaCreditCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate an ISDA compliant curve for credit.

IsdaCreditCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for IsdaCreditCurveDefinition.

IsdaCreditCurveNode - Interface in com.opengamma.strata.market.curve

A node specifying how to calibrate an ISDA compliant curve.

IsdaCreditDiscountFactors - Class in com.opengamma.strata.pricer.credit

ISDA compliant zero rate discount factors.

IsdaCreditDiscountFactors.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for IsdaCreditDiscountFactors.

IsdaHomogenousCdsIndexProductPricer - Class in com.opengamma.strata.pricer.credit

Pricer for CDS portfolio index based on ISDA standard model.

IsdaHomogenousCdsIndexProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Constructor specifying the formula to use for the accrued on default calculation.

IsdaHomogenousCdsIndexTradePricer - Class in com.opengamma.strata.pricer.credit

Pricer for CDS portfolio index trade based on ISDA standard model.

IsdaHomogenousCdsIndexTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

The default constructor.

IsdaHomogenousCdsIndexTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

The constructor with the accrual-on-default formula specified.

isDefaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

Gets whether the legal entity has defaulted or not.

isDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation

Creates an instance for a legal entity which has defaulted.

isDown() - Method in enum com.opengamma.strata.product.option.BarrierType

Checks if the type is 'Down'.

isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array is empty.

isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Checks if this matrix is empty.

isEmpty() - Method in class com.opengamma.strata.collect.array.IntArray

Checks if this array is empty.

isEmpty() - Method in class com.opengamma.strata.collect.array.LongArray

Checks if this array is empty.

isEmpty() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

isEmpty() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Checks if the byte source is empty, throwing an unchecked exception.

isEmpty() - Method in class com.opengamma.strata.collect.io.BeanCharSource

isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set is empty.

isEmpty() - Method in class com.opengamma.strata.collect.io.StringCharSource

isEmpty() - Method in class com.opengamma.strata.collect.result.FailureItems

Checks if the list of failures is empty.

isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Indicates if this time-series is empty.

isEmpty() - Method in class com.opengamma.strata.market.explain.ExplainMap

Returns whether the explanatory map contains no entries.

isEnd() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Checks if the type is 'End'.

isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Checks if the end of month convention is in use.

isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule

Checks if the end of month convention is in use.

isEuropean() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Checks if the exercise is European.

isEuropean() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Checks if the exercise is European.

isFailure() - Method in class com.opengamma.strata.collect.result.Result

Indicates if this result represents a failure.

isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is false.

isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is false.

isFinal() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention tries to produce a final stub.

isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the final notional.

isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the final notional.

isFixed() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Checks if the type is 'Fixed'.

isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Checks if the type is 'Fixed'.

isFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Checks if the stub has a fixed rate.

isFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Checks if the stub has a fixed rate.

isFlex() - Method in class com.opengamma.strata.product.etd.EtdVariant

Checks if the variant is a Flex Future or Flex Option.

isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.

isFloatingRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Checks if the stub has a floating rate.

isFloor() - Method in enum com.opengamma.strata.product.common.CapFloor

Checks if the type is 'Floor'.

isFullSequence() - Method in class com.opengamma.strata.basics.date.SequenceDate

Gets whether to use the full sequence (true) or base sequence (false).

isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is a holiday.

isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'Ibor'.

isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is an identity pair.

isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets whether to ignore failures, or report the errors.

ISIN_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for ISINs.

isInfoColumn(String) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Checks if the column header is an info column that this resolver will parse.

isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the initial notional.

isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the initial notional.

isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

isInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Checks if the stub has an interpolated rate.

isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is the inverse of the specified pair.

isIsdaCompliant() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Checks if the instance is based on an ISDA compliant curve.

isIsdaCompliant() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

ISK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ISK' = Icelandic Krone.

isKnockIn() - Method in enum com.opengamma.strata.product.option.KnockType

Checks if the type is 'Knock-in'.

isKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Checks if the stub has a known amount.

isKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Checks if the stub has a known amount.

isKnownAmountAt(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

isKnownAmountAt(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange

isKnownAmountAt(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent

Checks whether the payment amount of an event is known at a given date.

isKnownFormat(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Basic check to see if the source can probably be parsed as FpML.

isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Checks whether the source is a CSV format position file.

isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader

Checks whether the source is a CSV format sensitivities file.

isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Checks whether the source is a CSV format trade file.

isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is the last business day of the month.

isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

isLastFixing() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Checks if the type is 'LastFixing'.

isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention tries to produce a long stub.

isLong() - Method in enum com.opengamma.strata.product.common.LongShort

Checks if the type is 'Long'.

isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Checks whether the convention requires a month-based period.

isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor

Checks if the tenor is month-based.

isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is month-based.

isNatural() - Method in class com.opengamma.strata.calc.ReportingCurrency

Checks if the type is 'Natural'.

isNegative() - Method in class com.opengamma.strata.basics.currency.BigMoney

Checks if the amount is negative.

isNegative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Checks if the amount is negative.

isNegative() - Method in class com.opengamma.strata.basics.currency.Money

Checks if the amount is negative.

isNone() - Method in class com.opengamma.strata.calc.ReportingCurrency

Checks if the type is 'None'.

isNonStandardSpotLag() - Method in class com.opengamma.strata.basics.date.MarketTenor

Checks if the market tenor implies a non-standard spot lag.

isNotDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation

Creates an instance for a legal entity which has not defaulted.

isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the flag indicating whether to exchange the notional.

isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets the flag indicating whether to exchange the notional.

isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.

isParallel() - Method in class com.opengamma.strata.collect.MapStream

isPay() - Method in enum com.opengamma.strata.product.common.PayReceive

Checks if the type is 'Pay'.

isPositive() - Method in class com.opengamma.strata.basics.currency.BigMoney

Checks if the amount is positive.

isPositive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Checks if the amount is positive.

isPositive() - Method in class com.opengamma.strata.basics.currency.Money

Checks if the amount is positive.

isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'Price'.

isPut() - Method in enum com.opengamma.strata.product.common.PutCall

Checks if the type is 'Put'.

isReceive() - Method in enum com.opengamma.strata.product.common.PayReceive

Checks if the type is 'Receive'.

isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Checks if this period is regular according to the specified frequency and roll convention.

isScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Checks if this box contains market data for multiple scenarios.

isSell() - Method in enum com.opengamma.strata.product.common.BuySell

Checks if the type is 'Sell'.

isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention tries to produce a short stub.

isShort() - Method in enum com.opengamma.strata.product.common.LongShort

Checks if the type is 'Short'.

isSinglePeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Checks if this schedule has a single period.

isSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Checks if this box contains a single market data value that is used for all scenarios.

isSmart() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention uses smart rules to create a stub.

isSpecific() - Method in class com.opengamma.strata.calc.ReportingCurrency

Checks if the type is 'Specific'.

isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Checks if this matrix is square.

isStoreNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the flag indicating if the node trade should be stored or not.

isSuccess() - Method in class com.opengamma.strata.collect.result.Result

Indicates if this result represents a successful call and has a result available.

issuerCurveDiscountFactors(LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

issuerCurveDiscountFactors(LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Gets the discount factors from an issuer based on the issuer ID and currency.

IssuerCurveDiscountFactors - Class in com.opengamma.strata.pricer.bond

Provides access to discount factors for an issuer curve.

IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for IssuerCurveDiscountFactors.

issuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

The meta-property for the issuerCurveGroups property.

issuerCurveGroups(Map<LegalEntityId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

Sets the groups used to find an issuer curve by legal entity.

IssuerCurveInputsId - Class in com.opengamma.strata.market.curve

An identifier used to access the inputs to curve calibration.

issuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

The meta-property for the issuerCurves property.

issuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

The meta-property for the issuerCurves property.

issuerCurves(Map<Pair<LegalEntityGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

Sets the issuer curves in the curve group, keyed by legal entity group and currency.

issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

Sets the issuer curves, keyed by group and currency.

issuerCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a stream of all issuer curves in the group.

IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.bond

Point sensitivity to the issuer curve.

IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for IssuerCurveZeroRateSensitivity.

isTenorRequired() - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Checks whether a tenor is required.

isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is the 'Term' instance.

isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule

Checks if this schedule represents a single 'Term' period.

isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor

Checks if the tenor is week-based.

isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is week-based.

isZero() - Method in class com.opengamma.strata.basics.currency.BigMoney

Checks if the amount is zero.

isZero() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Checks if the amount is zero.

isZero() - Method in class com.opengamma.strata.basics.currency.Money

Checks if the amount is zero.

isZero() - Method in class com.opengamma.strata.collect.Decimal

Checks if the decimal is zero.

IT - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'IT' - Italy.

items() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the items property.

IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against an iterable object and returns a value.

IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

iterator() - Method in class com.opengamma.strata.collect.MapStream

J

j0(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the Bessel function of the first kind of order 0 of the argument.

j1(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the Bessel function of the first kind of order 1 of the argument.

jacobian(double[]) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne

The N by N-1 Jacobian matrix between the N "model" parameters (that sum to one) and the N-1 "fit" parameters.

jacobian(DoubleArray) - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

Calculates the Jacobian - the rate of change of the fitting parameters WRT the model parameters.

jacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne

The N by N-1 Jacobian matrix between the N "model" parameters (that sum to one) and the N-1 "fit" parameters.

jacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

Calculates the Jacobian of the transform from function parameters to fitting parameters - the i,j element will be the partial derivative of i^th fitting parameter with respect.

jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the calibration information.

JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the JacobianCalibrationMatrix.

JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve

Jacobian matrix information produced during curve calibration.

JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for JacobianCalibrationMatrix.

JacobianDirectionFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

JacobianDirectionFunction(Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.JacobianDirectionFunction

Creates an instance.

JacobianEstimateInitializationFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

JacobianEstimateInitializationFunction() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.JacobianEstimateInitializationFunction

jacobianFromMarketQuoteSensitivities(List<CurveParameterSize>, List<CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils

Construct the inverse Jacobian matrix from the sensitivities of the trades market quotes to the curve parameters.

jacobianFromMarketQuoteSensitivities(List<CurveParameterSize>, List<ResolvedTrade>, Function<ResolvedTrade, CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils

Construct the inverse Jacobian matrix from the trades and a function used to compute the sensitivities of the market quotes to the curve parameters.

jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the jacobianMatrix property.

JacobiPolynomialFunction - Class in com.opengamma.strata.math.impl.function.special

JacobiPolynomialFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

JAPAN_BILLS - com.opengamma.strata.product.bond.BillYieldConvention

Japanese T-Bills.

JCCH - Static variable in class com.opengamma.strata.product.common.CcpIds

Japan Commodity Clearing House.

jn(int, double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the Bessel function of the first kind of order n of the argument.

JP - Static variable in class com.opengamma.strata.basics.location.Country

The country 'JP' - Japan.

JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".

JP_IL_COMPOUND - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

The Japan compound yield convention for inflation index bond.

JP_IL_SIMPLE - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

The Japan simple yield convention for inflation index bond.

JP_SIMPLE - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Japan simple yield.

JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.

JPY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'JPY' - Japanese Yen.

JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.

JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'JPY-FIXED-6M-LIBOR-6M' swap convention.

JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.

JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.

JPY_FIXED_ZC_JP_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.

JPY_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for JPY-LIBOR.

JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for JPY.

JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for JPY.

JPY_LIBOR_1M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-LIBOR-1M-LIBOR-6M' swap convention.

JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for JPY.

JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for JPY.

JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for JPY.

JPY_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-LIBOR-3M-LIBOR-6M' swap convention.

JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for JPY.

JPY_LIBOR_6M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-LIBOR-6M-TIBOR-EUROYEN-6M' swap convention.

JPY_LIBOR_6M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-LIBOR-6M-TIBOR-JAPAN-6M' swap convention.

JPY_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

JPY-dominated standardized credit default swap.

JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-TIBOR-EUROYEN-1M-TIBOR-EUROYEN-6M' swap convention.

JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2019-04-01

JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-TIBOR-EUROYEN-3M-TIBOR-EUROYEN-6M' swap convention.

JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month TIBOR (Euroyen) index.

JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-TIBORJ-1M-TIBOR-JAPAN-6M' swap convention.

JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week TIBOR (Japan) index.

JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2019-04-01

JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'JPY-TIBOR-JAPAN-3M-TIBOR-JAPAN-6M' swap convention.

JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month TIBOR (Japan) index.

JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for JPY-TONAR Overnight index.

JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The TONAR index for JPY.

JPY_US_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

JPY-dominated standardized credit default swap.

JSCC - Static variable in class com.opengamma.strata.product.common.CcpIds

Japan Securities Clearing Corporation.

JUMP_TO_DEFAULT - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change in case of immediate default.

jumpToDefault(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the jump-to-default of the CDS index product.

jumpToDefault(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the jump-to-default of the underlying product.

jumpToDefault(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the jump-to-default of the CDS product.

jumpToDefault(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the jump-to-default of the underlying product.

JumpToDefault - Class in com.opengamma.strata.pricer.credit

The result of calculating Jump-To-Default.

JumpToDefault.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for JumpToDefault.

K

k0(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the modified Bessel function of the third kind of order 0 of the argument.

k0e(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the exponentially scaled modified Bessel function of the third kind of order 0 of the argument.

k1(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the modified Bessel function of the third kind of order 1 of the argument.

k1e(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the exponentially scaled modified Bessel function of the third kind of order 1 of the argument.

kappa(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the exercise boundary for swaptions.

keys() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the set of keys of this property set.

keys() - Method in class com.opengamma.strata.collect.MapStream

Returns the keys as a stream, dropping the values.

kn(int, double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the modified Bessel function of the third kind of order nn of the argument.

KNOCK_IN - com.opengamma.strata.product.option.KnockType

Knock-in

KNOCK_OUT - com.opengamma.strata.product.option.KnockType

Knock-out

KNOCK_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Exotic Options).

knockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

The meta-property for the knockType property.

KnockType - Enum in com.opengamma.strata.product.option

The knock type of barrier event.

KNOWN_AMOUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

knownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

The meta-property for the knownAmount property.

knownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

The meta-property for the knownAmount property.

knownAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

Sets the known amount to pay/receive for the stub.

KnownAmountBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A period within a swap that results in a known amount.

KnownAmountBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for KnownAmountBondPaymentPeriod.

KnownAmountBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for KnownAmountBondPaymentPeriod.

KnownAmountNotionalSwapPaymentPeriod - Class in com.opengamma.strata.product.swap

A period within a swap that results in a known amount.

KnownAmountNotionalSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for KnownAmountNotionalSwapPaymentPeriod.

KnownAmountNotionalSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for KnownAmountNotionalSwapPaymentPeriod.

KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap

A fixed swap leg defined in terms of known amounts.

KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for KnownAmountSwapLeg.

KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for KnownAmountSwapLeg.

KnownAmountSwapPaymentPeriod - Class in com.opengamma.strata.product.swap

A period within a swap that results in a known amount.

KnownAmountSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for KnownAmountSwapPaymentPeriod.

KnownAmountSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for KnownAmountSwapPaymentPeriod.

KR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'KR' - South Korea.

kroneckerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the Kronecker product of two matrices.

KRW - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'KRW' = South Korean Won.

KZT - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'KZT' = Kazakhstani Tenge.

L

label() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the label to use for the node.

label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the label to use for the node.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the label to use for the node, may be empty.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the label to use for the node, may be empty.

label(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the label to use for the node, defaulted.

label(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

Sets the label that describes the parameter.

label(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the label to use for the node.

LabelDateParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a date and label.

LabelDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for LabelDateParameterMetadata.

LabelParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a label.

LabelParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for LabelParameterMetadata.

lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the lag property.

lag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

The meta-property for the lag property.

lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the positive period between the price index and the accrual date, typically a number of months.

lag(Period) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

Sets the positive period between the price index and the accrual date, typically a number of months.

LaguerrePolynomialFunction - Class in com.opengamma.strata.math.impl.function.special

LaguerrePolynomialFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

LaguerrePolynomialRealRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Class that calculates the real roots of a polynomial using Laguerre's method.

LaguerrePolynomialRealRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.LaguerrePolynomialRealRootFinder

lambda - Variable in class com.opengamma.strata.math.impl.cern.Gamma

lambda() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the lambda property.

lambda(double) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets penalty intensity parameter.

lambda(DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the common part of the exercise boundary of European swaptions forward.

lambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the lambdaExpiry property.

lambdaExpiry(double) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets penalty intensity parameter for expiry dimension.

lambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the lambdaStrike property.

lambdaStrike(double) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets penalty intensity parameter for strike dimension.

LaplaceDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The Laplace distribution is a continuous probability distribution with probability density function $$ \begin{align*} f(x)=\frac{1}{2b}e^{-\frac{|x-\mu|}{b}} \end{align*} $$ where $\mu$ is the location parameter and $b$ is the scale parameter.

LaplaceDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Creates an instance.

LaplaceDistribution(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Creates an instance.

LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

Convention applying a last business day of month rule.

LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

Convention applying a last day of month rule, ignoring business days.

LAST_FIXING - com.opengamma.strata.market.curve.CurveNodeDateType

Defines the last fixing date referenced in the trade.

LAST_FIXING - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate

An instance defining the curve node date as the last fixing date date of the trade.

LAST_REGULAR_END_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the last business day of the month.

lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastDeliveryDate property.

lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the lastDeliveryDate property.

lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the lastDeliveryDate property.

lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last delivery date.

lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the last delivery date.

lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the last delivery date.

lastIndexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Find the index of the first occurrence of the specified value.

lastIndexOf(int) - Method in class com.opengamma.strata.collect.array.IntArray

Find the index of the first occurrence of the specified value.

lastIndexOf(long) - Method in class com.opengamma.strata.collect.array.LongArray

Find the index of the first occurrence of the specified value.

lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastNoticeDate property.

lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the lastNoticeDate property.

lastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the lastNoticeDate property.

lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last notice date.

lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the last notice date.

lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the last notice date.

lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the lastRegularEndDate property.

lastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the lastRegularEndDate property.

lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional end date of the last regular schedule period, which is the start date of the final stub.

lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the optional end date of the last regular payment schedule period, which is the start date of the final stub.

lastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

The meta-property for the lastStepDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the lastTradeDate property.

lastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last trading date.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the last trading date.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the last trading date.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

Sets the last date of trading.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

Sets the last date of trading.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

Sets the last date of trading.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the last date of trading.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the last date of trading.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the last date of trading.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the last date of trading.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the last date of trading.

lastTradeDateAdjustment(DaysAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the days adjustment to apply to get the last trade date.

LatticeSpecification - Interface in com.opengamma.strata.pricer.impl.tree

Lattice specification interface.

lazy(Supplier<FxRateProvider>) - Static method in interface com.opengamma.strata.basics.currency.FxRateProvider

Returns an FxRateProvider that delays fetching its underlying provider until actually necessary.

LCH - Static variable in class com.opengamma.strata.product.common.CcpIds

London Clearing House.

LeastSquareResults - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated to a data set.

LeastSquareResults(double, DoubleArray, DoubleMatrix) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

LeastSquareResults(double, DoubleArray, DoubleMatrix, DoubleMatrix) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

LeastSquareResults(LeastSquareResults) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

LeastSquareResultsWithTransform - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated to a data set, but the model parameters are first transformed to some fitting parameters (usually to impose some constants).

LeastSquareResultsWithTransform(LeastSquareResults) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

LeastSquareResultsWithTransform(LeastSquareResults, NonLinearParameterTransforms) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

LeastSquaresRegression - Class in com.opengamma.strata.math.impl.regression

LeastSquaresRegression() - Constructor for class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

LeastSquaresRegressionResult - Class in com.opengamma.strata.math.impl.regression

Contains the result of a least squares regression.

LeastSquaresRegressionResult(double[], double[], double, double[], double, double, double[], double[], boolean) - Constructor for class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

LeastSquaresRegressionResult(LeastSquaresRegressionResult) - Constructor for class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

LeastSquareWithPenaltyResults - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Hold for results of NonLinearLeastSquareWithPenalty.

LeastSquareWithPenaltyResults(double, double, DoubleArray, DoubleMatrix) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareWithPenaltyResults

Holder for the results of minimising $\sum_{i=1}^N (y_i - f_i(\mathbf{x}))^2 + \mathbf{x}^T\mathbf{P}\mathbf{x}$ WRT $\mathbf{x}$ (the vector of model parameters).

LeastSquareWithPenaltyResults(double, double, DoubleArray, DoubleMatrix, DoubleMatrix) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareWithPenaltyResults

Holder for the results of minimising $\sum_{i=1}^N (y_i - f_i(\mathbf{x}))^2 + \mathbf{x}^T\mathbf{P}\mathbf{x}$ WRT $\mathbf{x}$ (the vector of model parameters).

LEFT - com.opengamma.strata.collect.io.AsciiTableAlignment

Align left.

leftCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

The meta-property for the leftCurve property.

leftExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Left extrapolates the y-value from the specified x-value.

leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the left extrapolated y-value at the specified x-value.

leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.

LEG_1_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_1_DIRECTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_1_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_1_NOTIONAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_2_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_2_DIRECTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_2_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_2_NOTIONAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_2_PAYMENT_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the initial notional amount of each leg of the calculation target.

LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the present value of each leg of the calculation target.

LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

An indication of the pay-off formula that applies to the leg.

LEGAL_ENTITY_ID - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the LEI associated with the error.

LEGAL_ENTITY_ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

LEGAL_ENTITY_ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

LegalEntity - Interface in com.opengamma.strata.product

A legal entity.

LegalEntityCurveGroup - Class in com.opengamma.strata.market.curve

A group of repo curves and issuer curves.

LegalEntityCurveGroup.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for LegalEntityCurveGroup.

LegalEntityCurveGroup.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for LegalEntityCurveGroup.

LegalEntityCurveGroupId - Class in com.opengamma.strata.market.curve

An identifier used to access a curve group by name.

LegalEntityDiscountingMarketData - Interface in com.opengamma.strata.measure.bond

Market data for products based on repo and issuer curves.

LegalEntityDiscountingMarketDataLookup - Interface in com.opengamma.strata.measure.bond

The lookup that provides access to legal entity discounting in market data.

LegalEntityDiscountingProvider - Interface in com.opengamma.strata.pricer.bond

A provider of data for bond pricing, based on repo and issuer discounting.

LegalEntityDiscountingScenarioMarketData - Interface in com.opengamma.strata.measure.bond

Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.

legalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

The meta-property for the legalEntityGroup property.

legalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the legalEntityGroup property.

LegalEntityGroup - Class in com.opengamma.strata.market.curve

Legal entity group.

legalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the legalEntityId property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the legal entity identifier.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the legal entity identifier.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the legal entity identifier.

legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the legal entity identifier.

LegalEntityId - Class in com.opengamma.strata.product

An identifier for a legal entity.

legalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the legalEntityIds property.

legalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the legalEntityIds property.

legalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the legalEntityIds property.

legalEntityIds(StandardId...) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the legalEntityIds property in the builder from an array of objects.

legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the legalEntityIds property in the builder from an array of objects.

legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the legalEntityIds property in the builder from an array of objects.

legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the legal entity identifiers.

legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the legal entity identifiers.

legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the legal entity identifiers.

LegalEntityInformation - Class in com.opengamma.strata.market.observable

Legal entity information.

LegalEntityInformation.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for LegalEntityInformation.

LegalEntityInformationId - Class in com.opengamma.strata.market.observable

Identifies the market data for legal entity information.

LegalEntityRatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of legal entity rates curves into memory by reading from CSV resources.

LegalEntitySecurity - Interface in com.opengamma.strata.product.bond

An instrument representing a security associated with a legal entity.

LegalEntitySurvivalProbabilities - Class in com.opengamma.strata.pricer.credit

The legal entity survival probabilities.

LegalEntitySurvivalProbabilities.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for LegalEntitySurvivalProbabilities.

LegAmount - Interface in com.opengamma.strata.market.amount

Represents an amount of a currency associated with one leg of an instrument.

LegAmounts - Class in com.opengamma.strata.market.amount

A collection of leg amounts.

LegAmounts.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for LegAmounts.

LegendrePolynomialFunction - Class in com.opengamma.strata.math.impl.function.special

LegendrePolynomialFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.LegendrePolynomialFunction

legInitialNotional(ResolvedSwapTrade) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates the initial notional of each leg.

legPresentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates the present value of each leg across one or more scenarios.

legPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates the present value of each leg for a single set of market data.

legs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

The meta-property for the legs property.

legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the legs property.

legs(ResolvedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

Sets the legs property in the builder from an array of objects.

legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder

Sets the legs property in the builder from an array of objects.

legs(List<? extends SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder

Sets the legs of the swap.

legs(List<ResolvedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

Sets the legs of the swap.

LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of legs.

LEI_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for LEIs, the Legal Entity Identifier.

length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns the length of the period.

length() - Method in class com.opengamma.strata.collect.io.BeanCharSource

length() - Method in class com.opengamma.strata.collect.io.StringCharSource

lengthIfKnown() - Method in class com.opengamma.strata.collect.io.StringCharSource

Gets the length, which is always known.

lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Calculates the number of days in the period.

LESS_THAN - com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform.LimitType

Less than limit.

LightweightPositionCsvInfoResolver - Interface in com.opengamma.strata.loader.csv

Resolves additional information when parsing position CSV files.

limit(long) - Method in class com.opengamma.strata.collect.MapStream

LINE_NUMBER - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the line number in which the error occurred.

LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Linear extrapolator.

LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Linear interpolator.

LINEAR - Static variable in class com.opengamma.strata.math.impl.interpolation.WeightingFunctions

Weighting function.

LinearInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Interpolate consecutive two points by a straight line.

LinearInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.LinearInterpolator

linearRebucketing(CurrencyParameterSensitivities, List<LocalDate>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils

Re-buckets a CurrencyParameterSensitivities to a given set of dates.

linearRebucketing(CurrencyParameterSensitivities, List<LocalDate>, LocalDate) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils

Re-buckets a CurrencyParameterSensitivities to a given set of dates.

lineNumber() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the line number in the source file.

lines() - Method in class com.opengamma.strata.collect.io.BeanCharSource

lines(Path, Function<Stream<String>, T>) - Static method in class com.opengamma.strata.collect.io.SafeFiles

Streams the lines in the specified file using UTF-8.

linesAll(Path) - Static method in class com.opengamma.strata.collect.io.SafeFiles

Loads the specified file as a list of lines using UTF-8.

linkedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Combines this holiday calendar with another.

linkedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Combines this holiday calendar identifier with another.

list(Path, Function<Stream<Path>, T>) - Static method in class com.opengamma.strata.collect.io.SafeFiles

Streams the elements in the specified directory without recursing into subdirectories.

list(T, T...) - Static method in class com.opengamma.strata.collect.Guavate

Converts a list from the first element and remaining varargs.

listAll(Path) - Static method in class com.opengamma.strata.collect.io.SafeFiles

Lists the elements in the specified directory without recursing into subdirectories.

listOfEmpty(int) - Static method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets a list of empty metadata instances.

LME - Static variable in class com.opengamma.strata.product.common.CcpIds

London Metal Exchange Clear.

load() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

load() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Loads the content of the byte source into memory.

load() - Method in class com.opengamma.strata.collect.io.BeanCharSource

Loads the content of the source into memory.

load() - Method in class com.opengamma.strata.collect.io.FileByteSource

load() - Method in class com.opengamma.strata.collect.io.StringCharSource

load() - Method in class com.opengamma.strata.collect.io.UriByteSource

load(IniFile) - Static method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate

Creates a trade report template by reading a template definition in an ini file.

load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

load(IniFile) - Static method in interface com.opengamma.strata.report.ReportTemplate

Loads a report template from an ini file.

load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader

Loads the report template.

load(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

Creates a trade report template by reading a template definition in an ini file.

load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

load(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

Loads one or more CSV format fixing series files.

load(ResourceLocator...) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Loads one or more CSV format position files.

load(ResourceLocator...) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Loads one or more CSV format trade files.

load(ResourceLocator, ResourceLocator, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Loads one or more CSV format curve calibration files.

load(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Loads one or more CSV format curve calibration files.

load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a specific date.

load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a specific date.

load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader

Loads one or more CSV format curve files for a specific date.

load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Loads one or more CSV format curve files for a specific date.

load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a specific date.

load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a specific date.

load(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

Loads one or more CSV format fixing series files.

load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Loads one or more CSV format position files.

load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader

Loads one or more CSV format sensitivities files.

load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Loads one or more CSV format trade files.

load(Set<LocalDate>, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a set of dates.

load(Set<LocalDate>, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a set of dates.

load(Set<LocalDate>, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a set of dates.

load(Set<LocalDate>, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a set of dates.

loadAllDates(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files.

loadAllDates(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files.

loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader

Loads one or more CSV format curve files for all available dates.

loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Loads one or more CSV format curve files for all available dates.

loadAllDates(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files.

loadAllDates(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files.

loadCurveGroupDefinitions(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader

Loads the curve groups definition CSV file.

LoaderUtils - Class in com.opengamma.strata.loader

Contains utilities for loading market data from input files.

loadSeasonalityDefinitions(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.SeasonalityDefinitionCsvLoader

Loads the seasonality definition CSV file.

loadWithSeasonality(ResourceLocator, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Loads one or more CSV format curve calibration files with seasonality.

LOCAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a local volatility - 'LocalVolatility'.

LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries

Immutable representation of a single point in a LocalDateDoubleTimeSeries.

LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries

Interface for all local date time-series types containing double values.

LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries

Builder to create the immutable LocalDateDoubleTimeSeries.

localTimes() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

The meta-property for the localTimes property.

LocalVolatilityCalculator - Interface in com.opengamma.strata.pricer.impl.volatility.local

Local volatility calculation.

localVolatilityFromImpliedVolatility(Surface, double, Function<Double, Double>, Function<Double, Double>) - Method in class com.opengamma.strata.pricer.impl.volatility.local.DupireLocalVolatilityCalculator

localVolatilityFromImpliedVolatility(Surface, double, Function<Double, Double>, Function<Double, Double>) - Method in class com.opengamma.strata.pricer.impl.volatility.local.ImpliedTrinomialTreeLocalVolatilityCalculator

localVolatilityFromImpliedVolatility(Surface, double, Function<Double, Double>, Function<Double, Double>) - Method in interface com.opengamma.strata.pricer.impl.volatility.local.LocalVolatilityCalculator

Computes local volatility surface from implied volatility surface.

localVolatilityFromPrice(Surface, double, Function<Double, Double>, Function<Double, Double>) - Method in class com.opengamma.strata.pricer.impl.volatility.local.DupireLocalVolatilityCalculator

localVolatilityFromPrice(Surface, double, Function<Double, Double>, Function<Double, Double>) - Method in class com.opengamma.strata.pricer.impl.volatility.local.ImpliedTrinomialTreeLocalVolatilityCalculator

localVolatilityFromPrice(Surface, double, Function<Double, Double>, Function<Double, Double>) - Method in interface com.opengamma.strata.pricer.impl.volatility.local.LocalVolatilityCalculator

Computes local volatility surface from call price surface.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Log linear extrapolator.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Log linear interpolator.

LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on log-moneyness, defined as the ln(strike/forward).

LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is log-moneyness, i.e.

LOG_NATURAL_SPLINE_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Log natural spline interpolator for discount factors.

LOG_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Log natural spline interpolation with monotonicity filter.

LogCubicSplineNaturalSolver - Class in com.opengamma.strata.math.impl.interpolation

For specific cubic spline interpolations, polynomial coefficients are determined by the tridiagonal algorithm.

LogCubicSplineNaturalSolver() - Constructor for class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver

LogMoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on log-moneyness.

LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for LogMoneynessStrike.

LogNaturalSplineHelper - Class in com.opengamma.strata.math.impl.interpolation

LogNaturalSplineHelper() - Constructor for class com.opengamma.strata.math.impl.interpolation.LogNaturalSplineHelper

In contrast with the original natural spline, the tridiagonal algorithm is used by passing LogCubicSplineNaturalSolver.

LognormalFisherKurtosisFromVolatilityCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

LognormalFisherKurtosisFromVolatilityCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.LognormalFisherKurtosisFromVolatilityCalculator

LognormalSkewnessFromVolatilityCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

LognormalSkewnessFromVolatilityCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.LognormalSkewnessFromVolatilityCalculator

LONG - com.opengamma.strata.product.common.LongShort

Long.

LONG_FINAL - com.opengamma.strata.basics.schedule.StubConvention

A long final stub.

LONG_INITIAL - com.opengamma.strata.basics.schedule.StubConvention

A long initial stub.

LONG_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

LONG_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

LONG_SHORT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

LongArray - Class in com.opengamma.strata.collect.array

An immutable array of long values.

LongDoublePair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of a long and double.

LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for LongDoublePair.

longObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

The meta-property for the longObservation property.

longQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

The meta-property for the longQuantity property.

longQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

The meta-property for the longQuantity property.

longQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

Sets the long quantity of the security.

longQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

Sets the long quantity of the security.

longShort() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the longShort property.

longShort() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

The meta-property for the longShort property.

longShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the longShort property.

longShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

The meta-property for the longShort property.

longShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the longShort property.

longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the longShort property.

longShort(LongShort) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets whether the option is long or short.

longShort(LongShort) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

Sets whether the option is long or short.

longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets whether the option is long or short.

longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

Sets whether the option is long or short.

longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets whether the option is long or short.

longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets whether the option is long or short.

LongShort - Enum in com.opengamma.strata.product.common

Flag indicating whether a trade is "long" or "short".

LongTernaryOperator - Interface in com.opengamma.strata.collect.function

A function of three arguments that returns a value.

longValue() - Method in class com.opengamma.strata.collect.Decimal

Returns the equivalent long.

lookup() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the lookup property.

lookup(String) - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum

Looks up an instance by name.

lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up an instance by name.

lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name.

lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup

Looks up an instance by name, returning null if not found.

lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up an instance by name and type.

lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name and type.

lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the map of known instances by name.

lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup

Returns the immutable map of known instances by name.

lookupAllNormalized() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the map of known instances by normalized name.

lookupReference(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Looks up an element by href/id reference.

lowerBoundIndex(double, double[]) - Static method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Returns the index of the last value in the input array which is lower than the specified value.

LU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'LU' - Luxembourg.

LU_COMMONS - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

LUDecompositionCommons

LU_COMMONS_NAME - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Commons LU decomposition

LUDecompositionCommons - Class in com.opengamma.strata.math.impl.linearalgebra

This class is a wrapper for the Commons Math3 library implementation of LU decomposition.

LUDecompositionCommons() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommons

LUDecompositionCommonsResult - Class in com.opengamma.strata.math.impl.linearalgebra

Wrapper for results of the Commons implementation of LU decomposition (LUDecompositionCommons).

LUDecompositionCommonsResult(LUDecomposition) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Creates an instance.

LUDecompositionResult - Interface in com.opengamma.strata.math.impl.linearalgebra

Contains the results of LU matrix decomposition.

M

macaulayDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the Macaulay duration of the fixed coupon bond product from yield.

MAD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'MAD' - Moroccan Dirham.

makeDefault() - Static method in class com.opengamma.strata.math.impl.cern.RandomEngine

Constructs and returns a new uniform random number engine seeded with the current time.

map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

The meta-property for the map property.

map(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream by applying a mapper function to each key and value.

map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with an operation applied to each value in the array.

map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with an operation applied to each value in the matrix.

map(Function<? super Map.Entry<K, V>, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result

Processes a successful result by applying a function that alters the value.

map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Processes the value by applying a function that alters the value.

map(Function<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Applies a function to the contents of the box and returns another box.

map(IntUnaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with an operation applied to each value in the array.

map(LongUnaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with an operation applied to each value in the array.

map(UnaryOperator<Decimal>) - Method in class com.opengamma.strata.basics.currency.BigMoney

Applies an operation to the amount.

map(UnaryOperator<Decimal>) - Method in class com.opengamma.strata.basics.currency.Money

Applies an operation to the amount.

map(UnaryOperator<Decimal>) - Method in class com.opengamma.strata.collect.BasisPoints

Applies an operation to the value.

map(UnaryOperator<Decimal>) - Method in class com.opengamma.strata.collect.FixedScaleDecimal

Maps this value using the maths operations of Decimal.

map(UnaryOperator<Decimal>) - Method in class com.opengamma.strata.collect.Percentage

Applies an operation to the value.

mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Applies an operation to the amount.

mapAmount(UnaryOperator<BigDecimal>) - Method in class com.opengamma.strata.basics.currency.BigMoney

Deprecated.

Use BigMoney.map(UnaryOperator), potentially using a lambda decimal -> decimal.mapAsBigDecimal(mapper)

mapAmount(UnaryOperator<BigDecimal>) - Method in class com.opengamma.strata.basics.currency.Money

Deprecated.

Use Money.map(UnaryOperator), potentially using a lambda decimal -> decimal.mapAsBigDecimal(mapper)

mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Applies an operation to the amounts.

mapAsBigDecimal(UnaryOperator<BigDecimal>) - Method in class com.opengamma.strata.collect.Decimal

Maps this decimal value using the maths operations of BigDecimal.

mapAsDouble(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.Decimal

Maps this decimal value using the maths operations of double.

mapBoth(BiFunction<? super K, ? super V, Map.Entry<RK, RV>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream by applying a mapper function to each key and value.

mapCurrencyAmounts(UnaryOperator<CurrencyAmount>) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Applies an operation to the currency amounts.

mapDates(Function<? super LocalDate, ? extends LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an operation to each date in the time series which creates a new date, returning a new time series with the new dates and the points from this time series.

mapFailure(Function<Failure, Failure>) - Method in class com.opengamma.strata.collect.result.Result

Processes a failed result by applying a function that alters the failure.

mapFailureItems(Function<FailureItem, FailureItem>) - Method in class com.opengamma.strata.collect.result.Result

Processes a failed result by applying a function that alters the failure items.

mapFailures(Function<FailureItem, FailureItem>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Processes the value by applying a function that alters the failures.

mapItems(Function<FailureItem, FailureItem>) - Method in class com.opengamma.strata.collect.result.Failure

Processes the failure by applying a function that alters the items.

mapKeys(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key and value.

mapKeys(Function<? super K, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key.

mapMessage(Function<String, String>) - Method in class com.opengamma.strata.collect.result.FailureItem

Processes the failure item by applying a function that alters the message.

mapMetadata(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Maps the sensitivity metadata.

mappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

The meta-property for the mappings property.

mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the mappings property in the builder from an array of objects.

mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the market data filters and perturbations that define the scenarios.

mapSensitivities(BiFunction<ParameterMetadata, Double, Double>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Maps the sensitivity.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Applies an operation to the sensitivities in this instance.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified operation applied to the sensitivities in this builder.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

MapStream<K,V> - Class in com.opengamma.strata.collect

A stream implementation based on Map.Entry.

mapToDouble(ToDoubleBiFunction<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream to doubles by applying a mapper function to each key and value.

mapToDouble(ToDoubleFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

mapToInt(ToIntBiFunction<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream to integers by applying a mapper function to each key and value.

mapToInt(ToIntFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a map.

MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

mapToLong(ToLongFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

mapValues(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each key and value.

mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an operation to each value in the time series.

mapValues(Function<? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each value.

mapWithIndex(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Applies a function to the contents of the box once for each scenario and returns a box containing the values returned from the function.

mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with an operation applied to each indexed value in the array.

mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with an operation applied to each indexed value in the matrix.

mapWithIndex(IntLongToLongFunction) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with an operation applied to each indexed value in the array.

mapWithIndex(IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with an operation applied to each indexed value in the array.

MARKET_QUOTE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures

The market quote instance, which is the default used in synthetic curve calibration.

MARKET_VALUE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the market value - 'MarketValue'.

marketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

The meta-property for the marketData property.

marketData(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.

marketData(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

Sets the market data.

MarketData - Interface in com.opengamma.strata.data

Provides access to market data, such as curves, surfaces and time-series.

MarketDataBox<T> - Interface in com.opengamma.strata.data.scenario

A box which can provide values for an item of market data used in scenarios.

MarketDataConfig - Class in com.opengamma.strata.calc.marketdata

Configuration required for building non-observable market data, for example curves or surfaces.

MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketDataConfig.

MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata

A mutable builder for building an instance of MarketDataConfig.

marketDataFactory() - Static method in class com.opengamma.strata.measure.StandardComponents

Returns a market data factory containing the standard set of market data functions.

marketDataFactory(ObservableDataProvider) - Static method in class com.opengamma.strata.measure.StandardComponents

Returns a market data factory containing the standard set of market data functions.

MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata

Component that provides the ability to source and calibrate market data.

MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata

Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.

MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata

A market data function creates items of market data for a set of market data IDs.

marketDataFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents

Returns the standard market data functions used to build market data values from other market data.

MarketDataFxRateProvider - Class in com.opengamma.strata.data

Provides FX rates from market data.

MarketDataId<T> - Interface in com.opengamma.strata.data

An identifier for a unique item of market data.

marketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the marketDataName property.

marketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the marketDataName property.

marketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the marketDataName property.

marketDataName(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the market data name.

MarketDataName<T> - Class in com.opengamma.strata.data

A name for an item of market data.

MarketDataName() - Constructor for class com.opengamma.strata.data.MarketDataName

MarketDataNotFoundException - Exception in com.opengamma.strata.data

Exception thrown if market data cannot be found.

MarketDataNotFoundException(String) - Constructor for exception com.opengamma.strata.data.MarketDataNotFoundException

Creates the exception passing the exception message.

MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata

Requirements for market data.

MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketDataRequirements.

MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata

Mutable builder for creating instances of MarketDataRequirements.

MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

marketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

The meta-property for the marketDataType property.

marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

Sets the type of market data handled by this mapping.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains a filtered view of the complete set of market data.

marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Obtains a filtered view of the complete set of market data.

MarketDataView - Interface in com.opengamma.strata.market

A high-level view of a single item of market data.

marketQuote(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the market quote of swaps.

MarketQuoteMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve

Provides market quote measures for a single type of trade based on functions.

marketQuoteSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the market quote curve sensitivity for swaps.

MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity

Calculator to obtain the Market Quote sensitivities.

MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

MarketTenor - Class in com.opengamma.strata.basics.date

A code used in the market to indicate both the start date and tenor of a financial instrument.

MARKIT_FIX - com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

The correction proposed by Markit (v 1.8.2).

matches(CharMatcher, int, int, String, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and only contains the specified characters.

matches(MarketDataId<?>, MarketDataBox<?>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns true if the filter matches the market data ID and value.

matches(I, MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.

matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Checks if the date matches the rules of the roll convention.

matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and matches the specified pattern.

matching(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Returns a selector that matches the specified party ID.

matchingRegex(Pattern) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Returns a selector that matches the specified party ID regular expression.

MathException - Exception in com.opengamma.strata.math

Exception thrown by math.

MathException() - Constructor for exception com.opengamma.strata.math.MathException

Creates an instance.

MathException(String) - Constructor for exception com.opengamma.strata.math.MathException

Creates an instance based on a message.

MathException(String, Throwable) - Constructor for exception com.opengamma.strata.math.MathException

Creates an instance based on a message and cause.

MathException(Throwable) - Constructor for exception com.opengamma.strata.math.MathException

Creates an instance based on a cause.

MathUtils - Class in com.opengamma.strata.math

Simple utilities for maths.

Matrix - Interface in com.opengamma.strata.collect.array

Base interface for all matrix types.

MatrixAlgebra - Class in com.opengamma.strata.math.impl.matrix

Parent class for matrix algebra operations.

MatrixAlgebra() - Constructor for class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

MatrixAlgebraFactory - Class in com.opengamma.strata.math.impl.matrix

Factory class for various types of matrix algebra calculators.

matrixEqnSolver(double[][], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver

MatrixFieldFirstOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation

Matrix field first order differentiator.

MatrixFieldFirstOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.MatrixFieldFirstOrderDifferentiator

Creates an instance using the default value of eps (10^-5).

MatrixFieldFirstOrderDifferentiator(double) - Constructor for class com.opengamma.strata.math.impl.differentiation.MatrixFieldFirstOrderDifferentiator

Creates an instance specifying the value of eps.

matrixTransposeMultiplyMatrix(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Compute $A^T A$, where A is a matrix.

MatrixValidate - Class in com.opengamma.strata.math.impl.linearalgebra

MatrixValidate() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.MatrixValidate

maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

The meta-property for the maturityDate property.

maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the maturityDate property.

maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the maturityDate property.

maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the maturity date of the investment implied by the fixing date.

maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the maturityDateOffset property.

maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the maturityDateOffset property.

maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the adjustment applied to the fixing date to obtain the maturity date.

maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the effective date to obtain the maturity date.

max() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the minimum value held in the array.

max() - Method in class com.opengamma.strata.collect.array.IntArray

Returns the minimum value held in the array.

max() - Method in class com.opengamma.strata.collect.array.LongArray

Returns the minimum value held in the array.

max(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

MAX_VALUE - Static variable in class com.opengamma.strata.collect.Decimal

A decimal value representing the largest supported value.

maximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

The meta-property for the maximumSteps property.

maximumSteps(int) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

Sets the maximum number of steps for the root finder.

maxKeys(Comparator<? super K>) - Method in class com.opengamma.strata.collect.MapStream

Finds the maximum entry in the stream by comparing the keys using the supplied comparator.

maxValues(Comparator<? super V>) - Method in class com.opengamma.strata.collect.MapStream

Finds the maximum entry in the stream by comparing the values using the supplied comparator.

mean - Variable in class com.opengamma.strata.math.impl.cern.Normal

MeanCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the arithmetic mean of a series of data.

MeanCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.MeanCalculator

measure() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the measure property.

measure() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

The meta-property for the measure property.

measure() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

measure() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns the measure calculated by the function.

measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the measure to be calculated.

measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Gets the measure encoded in a value path, if present.

Measure - Interface in com.opengamma.strata.calc

Identifies a measure that can be produced by the system.

Measures - Class in com.opengamma.strata.measure

The standard set of measures that can be calculated by Strata.

MEASURES - com.opengamma.strata.report.framework.expression.ValueRootType

Refers to the set of possible calculated measures.

MedianCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the median of a series of data.

MedianCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.MedianCalculator

merge(int, LocalDate, LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule

Merges this schedule to form a new schedule by combining the schedule periods.

merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Merges the entries from the other matrix into this one.

merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Merges the specified date/value point into this builder.

merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Merges the specified date/value point into this builder.

mergedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Merges this parameter sensitivities with another instance taking the metadata into account.

mergedWith(CurveSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Combines this set of sensitivities with another set.

mergedWith(Map<CurveSensitivitiesType, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Merges this set of sensitivities with another set.

mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule

Merges this schedule to form a new schedule by combining the regular schedule periods.

mergeTemplateLocations(String, String, int) - Static method in class com.opengamma.strata.collect.Messages

Merges two template locations.

mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule

Merges this schedule to form a new schedule with a single 'Term' period.

MersenneTwister - Class in com.opengamma.strata.math.impl.cern

MersenneTwister (MT19937) is one of the strongest uniform pseudo-random number generators known so far; at the same time it is quick.

MersenneTwister() - Constructor for class com.opengamma.strata.math.impl.cern.MersenneTwister

Constructs and returns a random number generator with a default seed, which is a constant.

MersenneTwister(int) - Constructor for class com.opengamma.strata.math.impl.cern.MersenneTwister

Constructs and returns a random number generator with the given seed.

MersenneTwister(Date) - Constructor for class com.opengamma.strata.math.impl.cern.MersenneTwister

Constructs and returns a random number generator seeded with the given date.

MersenneTwister64 - Class in com.opengamma.strata.math.impl.cern

Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.

MersenneTwister64() - Constructor for class com.opengamma.strata.math.impl.cern.MersenneTwister64

Constructs and returns a random number generator with a default seed, which is a constant.

MersenneTwister64(int) - Constructor for class com.opengamma.strata.math.impl.cern.MersenneTwister64

Constructs and returns a random number generator with the given seed.

MersenneTwister64(Date) - Constructor for class com.opengamma.strata.math.impl.cern.MersenneTwister64

Constructs and returns a random number generator seeded with the given date.

message() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the message property.

message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the message property.

Messages - Class in com.opengamma.strata.collect

Contains utility methods for managing messages.

meta() - Static method in class com.opengamma.strata.basics.CalculationTargetList

The meta-bean for CalculationTargetList.

meta() - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

The meta-bean for AdjustablePayment.

meta() - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

The meta-bean for CurrencyAmountArray.

meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

The meta-bean for FxMatrix.

meta() - Static method in class com.opengamma.strata.basics.currency.FxRate

The meta-bean for FxRate.

meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

The meta-bean for MultiCurrencyAmount.

meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

The meta-bean for MultiCurrencyAmountArray.

meta() - Static method in class com.opengamma.strata.basics.currency.Payment

The meta-bean for Payment.

meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate

The meta-bean for AdjustableDate.

meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDates

The meta-bean for AdjustableDates.

meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

The meta-bean for BusinessDayAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

The meta-bean for DaysAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

The meta-bean for ImmutableHolidayCalendar.

meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

The meta-bean for PeriodAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.SequenceDate

The meta-bean for SequenceDate.

meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

The meta-bean for TenorAdjustment.

meta() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData

The meta-bean for ImmutableReferenceData.

meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation

The meta-bean for FxIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation

The meta-bean for IborIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

The meta-bean for ImmutableFloatingRateName.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex

The meta-bean for ImmutableFxIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex

The meta-bean for ImmutableIborIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

The meta-bean for ImmutableOvernightIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

The meta-bean for ImmutablePriceIndex.

meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation

The meta-bean for OvernightIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation

The meta-bean for PriceIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

The meta-bean for PeriodicSchedule.

meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule

The meta-bean for Schedule.

meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

The meta-bean for SchedulePeriod.

meta() - Static method in class com.opengamma.strata.basics.StandardId

The meta-bean for StandardId.

meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

The meta-bean for ValueAdjustment.

meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives

The meta-bean for ValueDerivatives.

meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule

The meta-bean for ValueSchedule.

meta() - Static method in class com.opengamma.strata.basics.value.ValueStep

The meta-bean for ValueStep.

meta() - Static method in class com.opengamma.strata.basics.value.ValueStepSequence

The meta-bean for ValueStepSequence.

meta() - Static method in class com.opengamma.strata.calc.CalculationRules

The meta-bean for CalculationRules.

meta() - Static method in class com.opengamma.strata.calc.Column

The meta-bean for Column.

meta() - Static method in class com.opengamma.strata.calc.ColumnHeader

The meta-bean for ColumnHeader.

meta() - Static method in class com.opengamma.strata.calc.ImmutableMeasure

The meta-bean for ImmutableMeasure.

meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

The meta-bean for BuiltMarketData.

meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

The meta-bean for BuiltScenarioMarketData.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

The meta-bean for MarketDataConfig.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

The meta-bean for MarketDataRequirements.

meta() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

The meta-bean for PerturbationMapping.

meta() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

The meta-bean for ScenarioDefinition.

meta() - Static method in class com.opengamma.strata.calc.ReportingCurrency

The meta-bean for ReportingCurrency.

meta() - Static method in class com.opengamma.strata.calc.Results

The meta-bean for Results.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

The meta-bean for CalculationParameters.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationParametersId

The meta-bean for CalculationParametersId.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult

The meta-bean for CalculationResult.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResults

The meta-bean for CalculationResults.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTask

The meta-bean for CalculationTask.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell

The meta-bean for CalculationTaskCell.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

The meta-bean for CalculationTasks.

meta() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

The meta-bean for FunctionRequirements.

meta() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

The meta-bean for DoubleMatrix.

meta() - Static method in class com.opengamma.strata.collect.io.SerializedValue

The meta-bean for SerializedValue.

meta() - Static method in class com.opengamma.strata.collect.result.Failure

The meta-bean for Failure.

meta() - Static method in class com.opengamma.strata.collect.result.FailureItem

The meta-bean for FailureItem.

meta() - Static method in class com.opengamma.strata.collect.result.FailureItems

The meta-bean for FailureItems.

meta() - Static method in class com.opengamma.strata.collect.result.Result

The meta-bean for Result.

meta() - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

The meta-bean for ValueWithFailures.

meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

The meta-bean for DoublesPair.

meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

The meta-bean for IntDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

The meta-bean for LongDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

The meta-bean for ObjDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

The meta-bean for ObjIntPair.

meta() - Static method in class com.opengamma.strata.collect.tuple.Pair

The meta-bean for Pair.

meta() - Static method in class com.opengamma.strata.collect.tuple.Triple

The meta-bean for Triple.

meta() - Static method in class com.opengamma.strata.data.FxMatrixId

The meta-bean for FxMatrixId.

meta() - Static method in class com.opengamma.strata.data.FxRateId

The meta-bean for FxRateId.

meta() - Static method in class com.opengamma.strata.data.ImmutableMarketData

The meta-bean for ImmutableMarketData.

meta() - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

The meta-bean for MarketDataFxRateProvider.

meta() - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

The meta-bean for CurrencyScenarioArray.

meta() - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

The meta-bean for DoubleScenarioArray.

meta() - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

The meta-bean for FxRateScenarioArray.

meta() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

The meta-bean for ImmutableScenarioMarketData.

meta() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

The meta-bean for MultiCurrencyScenarioArray.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlow

The meta-bean for CashFlow.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlows

The meta-bean for CashFlows.

meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts

The meta-bean for LegAmounts.

meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

The meta-bean for SwapLegAmount.

meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

The meta-bean for AddFixedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.CombinedCurve

The meta-bean for CombinedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ConstantCurve

The meta-bean for ConstantCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

The meta-bean for ConstantNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.CurveId

The meta-bean for CurveId.

meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDate

The meta-bean for CurveNodeDate.

meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

The meta-bean for CurveNodeDateOrder.

meta() - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts

The meta-bean for CurveParallelShifts.

meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

The meta-bean for CurveParameterSize.

meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

The meta-bean for DefaultCurveMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

The meta-bean for DepositIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.HybridNodalCurve

The meta-bean for HybridNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve

The meta-bean for InflationNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

The meta-bean for InterpolatedNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

The meta-bean for InterpolatedNodalCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

The meta-bean for IsdaCreditCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

The meta-bean for IssuerCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

The meta-bean for JacobianCalibrationMatrix.

meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

The meta-bean for LegalEntityCurveGroup.

meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

The meta-bean for LegalEntityCurveGroupId.

meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

The meta-bean for CdsIndexIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

The meta-bean for CdsIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

The meta-bean for FixedIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

The meta-bean for FixedInflationSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

The meta-bean for FixedOvernightSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

The meta-bean for FraCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

The meta-bean for FxSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

The meta-bean for IborFixingDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

The meta-bean for IborFutureCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

The meta-bean for IborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

The meta-bean for OvernightFutureCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

The meta-bean for OvernightIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

The meta-bean for TermDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

The meta-bean for ThreeLegBasisSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

The meta-bean for XCcyIborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

The meta-bean for ParallelShiftedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

The meta-bean for ParameterizedFunctionalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

The meta-bean for ParameterizedFunctionalCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

The meta-bean for RatesCurveGroup.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

The meta-bean for RatesCurveGroupDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

The meta-bean for RatesCurveGroupEntry.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

The meta-bean for RatesCurveGroupId.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs

The meta-bean for RatesCurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId

The meta-bean for RatesCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId

The meta-bean for RepoCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition

The meta-bean for SeasonalityDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

The meta-bean for SimpleCurveParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

The meta-bean for SwapIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap

The meta-bean for ExplainMap.

meta() - Static method in class com.opengamma.strata.market.FxRateShifts

The meta-bean for FxRateShifts.

meta() - Static method in class com.opengamma.strata.market.GenericDoubleShifts

The meta-bean for GenericDoubleShifts.

meta() - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

The meta-bean for IndexQuoteId.

meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation

The meta-bean for LegalEntityInformation.

meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId

The meta-bean for LegalEntityInformationId.

meta() - Static method in class com.opengamma.strata.market.observable.Quote

The meta-bean for Quote.

meta() - Static method in class com.opengamma.strata.market.observable.QuoteId

The meta-bean for QuoteId.

meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray

The meta-bean for QuoteScenarioArray.

meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

The meta-bean for QuoteScenarioArrayId.

meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike

The meta-bean for DeltaStrike.

meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

The meta-bean for LogMoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike

The meta-bean for MoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike

The meta-bean for SimpleStrike.

meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

The meta-bean for CrossGammaParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

The meta-bean for CrossGammaParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

The meta-bean for CurrencyParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

The meta-bean for CurrencyParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

The meta-bean for LabelDateParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata

The meta-bean for LabelParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.ParameterSize

The meta-bean for ParameterSize.

meta() - Static method in class com.opengamma.strata.market.param.PointShifts

The meta-bean for PointShifts.

meta() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

The meta-bean for ResolvedTradeParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

The meta-bean for TenorDateParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata

The meta-bean for TenorParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

The meta-bean for TenorTenorParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

The meta-bean for UnitParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

The meta-bean for UnitParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

The meta-bean for YearMonthDateParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

The meta-bean for CurveSensitivities.

meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

The meta-bean for PointSensitivities.

meta() - Static method in class com.opengamma.strata.market.surface.ConstantSurface

The meta-bean for ConstantSurface.

meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

The meta-bean for DefaultSurfaceMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.DeformedSurface

The meta-bean for DeformedSurface.

meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

The meta-bean for InterpolatedNodalSurface.

meta() - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

The meta-bean for GridSurfaceInterpolator.

meta() - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

The meta-bean for SimpleSurfaceParameterMetadata.

meta() - Static method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

The meta-bean for QuantileResult.

meta() - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

The meta-bean for TargetTypeCalculationParameter.

meta() - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

The meta-bean for TradeCounterpartyCalculationParameter.

meta() - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

The meta-bean for CmsSabrExtrapolationParams.

meta() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig

The meta-bean for RootFinderConfig.

meta() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig

The meta-bean for FxRateConfig.

meta() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.

meta() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.

meta() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

The meta-bean for FxOptionVolatilitiesDefinition.

meta() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

The meta-bean for FxOptionVolatilitiesNode.

meta() - Static method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

The meta-bean for ValuationZoneTimeDefinition.

meta() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

The meta-bean for BondFutureOptionSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

The meta-bean for BondFutureVolatilitiesId.

meta() - Static method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

The meta-bean for BondYieldSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

The meta-bean for ImmutableLegalEntityDiscountingProvider.

meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

The meta-bean for IssuerCurveDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

The meta-bean for IssuerCurveZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

The meta-bean for NormalBondYieldExpiryDurationVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

The meta-bean for RepoCurveDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

The meta-bean for RepoCurveZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

The meta-bean for BlackIborCapletFloorletExpiryFlatVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

The meta-bean for DirectIborCapletFloorletFlatVolatilityDefinition.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

The meta-bean for DirectIborCapletFloorletVolatilityDefinition.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

The meta-bean for IborCapletFloorletPeriodAmounts.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

The meta-bean for IborCapletFloorletPeriodCurrencyAmounts.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

The meta-bean for IborCapletFloorletSabrSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

The meta-bean for IborCapletFloorletSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

The meta-bean for IborCapletFloorletVolatilitiesId.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

The meta-bean for IborCapletFloorletVolatilityCalibrationResult.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

The meta-bean for NormalIborCapletFloorletExpiryFlatVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

The meta-bean for NormalSabrParametersIborCapletFloorletVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

The meta-bean for SabrIborCapletFloorletVolatilityBootstrapDefinition.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

The meta-bean for SabrParametersIborCapletFloorletVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

The meta-bean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

The meta-bean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition.

meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.

meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.

meta() - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

The meta-bean for ConstantRecoveryRates.

meta() - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

The meta-bean for CreditCurveZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

The meta-bean for ImmutableCreditRatesProvider.

meta() - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

The meta-bean for IsdaCreditDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault

The meta-bean for JumpToDefault.

meta() - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

The meta-bean for LegalEntitySurvivalProbabilities.

meta() - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

The meta-bean for DiscountFxForwardRates.

meta() - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

The meta-bean for ForwardFxIndexRates.

meta() - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

The meta-bean for FxForwardSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

The meta-bean for FxIndexSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

The meta-bean for BlackFxOptionFlatVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

The meta-bean for BlackFxOptionSmileVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

The meta-bean for BlackFxOptionSurfaceVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

The meta-bean for FxOptionSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

The meta-bean for FxOptionVolatilitiesId.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

The meta-bean for RecombiningTrinomialTreeData.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

The meta-bean for SmileAndBucketedSensitivities.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

The meta-bean for SmileDeltaParameters.

meta() - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

The meta-bean for VolatilityAndBucketedSensitivities.

meta() - Static method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

The meta-bean for HullWhiteOneFactorPiecewiseConstantInterestRateModel.

meta() - Static method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

The meta-bean for ConstantContinuousSingleBarrierKnockoutFunction.

meta() - Static method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

The meta-bean for EuropeanVanillaOptionFunction.

meta() - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

The meta-bean for SabrFormulaData.

meta() - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

The meta-bean for SabrHaganVolatilityFunctionProvider.

meta() - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The meta-bean for SabrInArrearsVolatilityFunction.

meta() - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

The meta-bean for SsviFormulaData.

meta() - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

The meta-bean for SsviVolatilityFunction.

meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

The meta-bean for IborFutureOptionSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

The meta-bean for IborFutureOptionVolatilitiesId.

meta() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

The meta-bean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

The meta-bean for HullWhiteOneFactorPiecewiseConstantParameters.

meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.

meta() - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

The meta-bean for SabrInterestRateParameters.

meta() - Static method in class com.opengamma.strata.pricer.model.SabrParameters

The meta-bean for SabrParameters.

meta() - Static method in class com.opengamma.strata.pricer.option.RawOptionData

The meta-bean for RawOptionData.

meta() - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData

The meta-bean for TenorRawOptionData.

meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

The meta-bean for DiscountIborIndexRates.

meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

The meta-bean for DiscountOvernightIndexRates.

meta() - Static method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

The meta-bean for HistoricIborIndexRates.

meta() - Static method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

The meta-bean for HistoricOvernightIndexRates.

meta() - Static method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

The meta-bean for HistoricPriceIndexValues.

meta() - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

The meta-bean for IborRateSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

The meta-bean for ImmutableRatesProvider.

meta() - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

The meta-bean for InflationRateSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

The meta-bean for OvernightRateSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

The meta-bean for SimpleIborIndexRates.

meta() - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

The meta-bean for SimplePriceIndexValues.

meta() - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors

The meta-bean for SimpleDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

The meta-bean for BlackSwaptionExpiryTenorVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

The meta-bean for NormalSwaptionExpirySimpleMoneynessVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

The meta-bean for NormalSwaptionExpiryStrikeVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

The meta-bean for NormalSwaptionExpiryTenorVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

The meta-bean for SabrParametersSwaptionVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

The meta-bean for SabrSwaptionDefinition.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

The meta-bean for SwaptionSabrSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

The meta-bean for SwaptionSensitivity.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

The meta-bean for SwaptionVolatilitiesId.

meta() - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

The meta-bean for ZeroRateDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

The meta-bean for ZeroRatePeriodicDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity

The meta-bean for ZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.product.bond.Bill

The meta-bean for Bill.

meta() - Static method in class com.opengamma.strata.product.bond.BillPosition

The meta-bean for BillPosition.

meta() - Static method in class com.opengamma.strata.product.bond.BillSecurity

The meta-bean for BillSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.BillTrade

The meta-bean for BillTrade.

meta() - Static method in class com.opengamma.strata.product.bond.BondFuture

The meta-bean for BondFuture.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption

The meta-bean for BondFutureOption.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

The meta-bean for BondFutureOptionPosition.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

The meta-bean for BondFutureOptionSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

The meta-bean for BondFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition

The meta-bean for BondFuturePosition.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity

The meta-bean for BondFutureSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade

The meta-bean for BondFutureTrade.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond

The meta-bean for CapitalIndexedBond.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

The meta-bean for CapitalIndexedBondPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

The meta-bean for CapitalIndexedBondPosition.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

The meta-bean for CapitalIndexedBondSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

The meta-bean for CapitalIndexedBondTrade.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond

The meta-bean for FixedCouponBond.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondOption

The meta-bean for FixedCouponBondOption.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

The meta-bean for FixedCouponBondPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

The meta-bean for FixedCouponBondPosition.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

The meta-bean for FixedCouponBondSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

The meta-bean for FixedCouponBondTrade.

meta() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

The meta-bean for KnownAmountBondPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBill

The meta-bean for ResolvedBill.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade

The meta-bean for ResolvedBillTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture

The meta-bean for ResolvedBondFuture.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

The meta-bean for ResolvedBondFutureOption.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

The meta-bean for ResolvedBondFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

The meta-bean for ResolvedBondFutureTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The meta-bean for ResolvedCapitalIndexedBond.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

The meta-bean for ResolvedCapitalIndexedBondSettlement.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

The meta-bean for ResolvedCapitalIndexedBondTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The meta-bean for ResolvedFixedCouponBond.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

The meta-bean for ResolvedFixedCouponBondOption.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

The meta-bean for ResolvedFixedCouponBondSettlement.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

The meta-bean for ResolvedFixedCouponBondTrade.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor

The meta-bean for IborCapFloor.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

The meta-bean for IborCapFloorLeg.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

The meta-bean for IborCapFloorTrade.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

The meta-bean for IborCapletFloorletBinaryPeriod.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

The meta-bean for IborCapletFloorletPeriod.

meta() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

The meta-bean for OvernightInArrearsCapletFloorletBinaryPeriod.

meta() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

The meta-bean for OvernightInArrearsCapletFloorletPeriod.

meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

The meta-bean for ResolvedIborCapFloor.

meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

The meta-bean for ResolvedIborCapFloorLeg.

meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

The meta-bean for ResolvedIborCapFloorTrade.

meta() - Static method in class com.opengamma.strata.product.cms.Cms

The meta-bean for Cms.

meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg

The meta-bean for CmsLeg.

meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod

The meta-bean for CmsPeriod.

meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade

The meta-bean for CmsTrade.

meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms

The meta-bean for ResolvedCms.

meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

The meta-bean for ResolvedCmsLeg.

meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

The meta-bean for ResolvedCmsTrade.

meta() - Static method in class com.opengamma.strata.product.credit.Cds

The meta-bean for Cds.

meta() - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

The meta-bean for CdsCalibrationTrade.

meta() - Static method in class com.opengamma.strata.product.credit.CdsIndex

The meta-bean for CdsIndex.

meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

The meta-bean for CdsIndexCalibrationTrade.

meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade

The meta-bean for CdsIndexTrade.

meta() - Static method in class com.opengamma.strata.product.credit.CdsQuote

The meta-bean for CdsQuote.

meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade

The meta-bean for CdsTrade.

meta() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

The meta-bean for CreditCouponPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds

The meta-bean for ResolvedCds.

meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

The meta-bean for ResolvedCdsIndex.

meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

The meta-bean for ResolvedCdsIndexTrade.

meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

The meta-bean for ResolvedCdsTrade.

meta() - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

The meta-bean for DatesCdsTemplate.

meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

The meta-bean for ImmutableCdsConvention.

meta() - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

The meta-bean for TenorCdsTemplate.

meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit

The meta-bean for IborFixingDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

The meta-bean for IborFixingDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

The meta-bean for ResolvedIborFixingDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

The meta-bean for ResolvedIborFixingDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

The meta-bean for ResolvedTermDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

The meta-bean for ResolvedTermDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit

The meta-bean for TermDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

The meta-bean for TermDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

The meta-bean for IborFixingDepositTemplate.

meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

The meta-bean for ImmutableIborFixingDepositConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

The meta-bean for ImmutableTermDepositConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

The meta-bean for TermDepositTemplate.

meta() - Static method in class com.opengamma.strata.product.dsf.Dsf

The meta-bean for Dsf.

meta() - Static method in class com.opengamma.strata.product.dsf.DsfPosition

The meta-bean for DsfPosition.

meta() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity

The meta-bean for DsfSecurity.

meta() - Static method in class com.opengamma.strata.product.dsf.DsfTrade

The meta-bean for DsfTrade.

meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf

The meta-bean for ResolvedDsf.

meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

The meta-bean for ResolvedDsfTrade.

meta() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec

The meta-bean for EtdContractSpec.

meta() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition

The meta-bean for EtdFuturePosition.

meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity

The meta-bean for EtdFutureSecurity.

meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade

The meta-bean for EtdFutureTrade.

meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition

The meta-bean for EtdOptionPosition.

meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity

The meta-bean for EtdOptionSecurity.

meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade

The meta-bean for EtdOptionTrade.

meta() - Static method in class com.opengamma.strata.product.etd.EtdVariant

The meta-bean for EtdVariant.

meta() - Static method in class com.opengamma.strata.product.etd.SplitEtdId

The meta-bean for SplitEtdId.

meta() - Static method in class com.opengamma.strata.product.etd.SplitEtdOption

The meta-bean for SplitEtdOption.

meta() - Static method in class com.opengamma.strata.product.fra.Fra

The meta-bean for Fra.

meta() - Static method in class com.opengamma.strata.product.fra.FraTrade

The meta-bean for FraTrade.

meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra

The meta-bean for ResolvedFra.

meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade

The meta-bean for ResolvedFraTrade.

meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

The meta-bean for FraTemplate.

meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

The meta-bean for ImmutableFraConvention.

meta() - Static method in class com.opengamma.strata.product.fx.FxNdf

The meta-bean for FxNdf.

meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

The meta-bean for FxNdfTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxSingle

The meta-bean for FxSingle.

meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

The meta-bean for FxSingleTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxSwap

The meta-bean for FxSwap.

meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

The meta-bean for FxSwapTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf

The meta-bean for ResolvedFxNdf.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

The meta-bean for ResolvedFxNdfTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

The meta-bean for ResolvedFxSingle.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

The meta-bean for ResolvedFxSingleTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap

The meta-bean for ResolvedFxSwap.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

The meta-bean for ResolvedFxSwapTrade.

meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

The meta-bean for FxSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

The meta-bean for ImmutableFxSwapConvention.

meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

The meta-bean for FxSingleBarrierOption.

meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

The meta-bean for FxSingleBarrierOptionTrade.

meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption

The meta-bean for FxVanillaOption.

meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

The meta-bean for FxVanillaOptionTrade.

meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

The meta-bean for ResolvedFxSingleBarrierOption.

meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

The meta-bean for ResolvedFxSingleBarrierOptionTrade.

meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

The meta-bean for ResolvedFxVanillaOption.

meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

The meta-bean for ResolvedFxVanillaOptionTrade.

meta() - Static method in class com.opengamma.strata.product.GenericSecurity

The meta-bean for GenericSecurity.

meta() - Static method in class com.opengamma.strata.product.GenericSecurityPosition

The meta-bean for GenericSecurityPosition.

meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade

The meta-bean for GenericSecurityTrade.

meta() - Static method in class com.opengamma.strata.product.index.IborFuture

The meta-bean for IborFuture.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption

The meta-bean for IborFutureOption.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition

The meta-bean for IborFutureOptionPosition.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

The meta-bean for IborFutureOptionSecurity.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade

The meta-bean for IborFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.index.IborFuturePosition

The meta-bean for IborFuturePosition.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity

The meta-bean for IborFutureSecurity.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade

The meta-bean for IborFutureTrade.

meta() - Static method in class com.opengamma.strata.product.index.OvernightFuture

The meta-bean for OvernightFuture.

meta() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition

The meta-bean for OvernightFuturePosition.

meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity

The meta-bean for OvernightFutureSecurity.

meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade

The meta-bean for OvernightFutureTrade.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture

The meta-bean for ResolvedIborFuture.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

The meta-bean for ResolvedIborFutureOption.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

The meta-bean for ResolvedIborFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

The meta-bean for ResolvedIborFutureTrade.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

The meta-bean for ResolvedOvernightFuture.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

The meta-bean for ResolvedOvernightFutureTrade.

meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

The meta-bean for IborFutureTemplate.

meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

The meta-bean for ImmutableIborFutureContractSpec.

meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

The meta-bean for ImmutableIborFutureConvention.

meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

The meta-bean for ImmutableOvernightFutureContractSpec.

meta() - Static method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

The meta-bean for OvernightFutureTemplate.

meta() - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

The meta-bean for SimpleConstantContinuousBarrier.

meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment

The meta-bean for BulletPayment.

meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

The meta-bean for BulletPaymentTrade.

meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

The meta-bean for ResolvedBulletPayment.

meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

The meta-bean for ResolvedBulletPaymentTrade.

meta() - Static method in class com.opengamma.strata.product.PortfolioItemSummary

The meta-bean for PortfolioItemSummary.

meta() - Static method in class com.opengamma.strata.product.PositionInfo

The meta-bean for PositionInfo.

meta() - Static method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

The meta-bean for FixedOvernightCompoundedAnnualRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.FixedRateComputation

The meta-bean for FixedRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

The meta-bean for IborAveragedFixing.

meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

The meta-bean for IborAveragedRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

The meta-bean for IborInterpolatedRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.IborRateComputation

The meta-bean for IborRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

The meta-bean for InflationEndInterpolatedRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

The meta-bean for InflationEndMonthRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

The meta-bean for InflationInterpolatedRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

The meta-bean for InflationMonthlyRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

The meta-bean for OvernightAveragedDailyRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

The meta-bean for OvernightAveragedRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

The meta-bean for OvernightCompoundedAnnualRateComputation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

The meta-bean for OvernightCompoundedRateComputation.

meta() - Static method in class com.opengamma.strata.product.SecurityInfo

The meta-bean for SecurityInfo.

meta() - Static method in class com.opengamma.strata.product.SecurityPosition

The meta-bean for SecurityPosition.

meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo

The meta-bean for SecurityPriceInfo.

meta() - Static method in class com.opengamma.strata.product.SecurityTrade

The meta-bean for SecurityTrade.

meta() - Static method in class com.opengamma.strata.product.SimpleAttributes

The meta-bean for SimpleAttributes.

meta() - Static method in class com.opengamma.strata.product.SimpleLegalEntity

The meta-bean for SimpleLegalEntity.

meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

The meta-bean for FixedRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

The meta-bean for FixedRateStubCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional

The meta-bean for FutureValueNotional.

meta() - Static method in class com.opengamma.strata.product.swap.FxReset

The meta-bean for FxReset.

meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation

The meta-bean for FxResetCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

The meta-bean for FxResetNotionalExchange.

meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

The meta-bean for IborRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation

The meta-bean for IborRateStubCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

The meta-bean for ImmutableSwapIndex.

meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

The meta-bean for InflationRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

The meta-bean for KnownAmountNotionalSwapPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

The meta-bean for KnownAmountSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

The meta-bean for KnownAmountSwapPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange

The meta-bean for NotionalExchange.

meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

The meta-bean for NotionalSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

The meta-bean for OvernightRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule

The meta-bean for PaymentSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

The meta-bean for RateAccrualPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

The meta-bean for RateCalculationSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod

The meta-bean for RatePaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

The meta-bean for RatePeriodSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule

The meta-bean for ResetSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap

The meta-bean for ResolvedSwap.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

The meta-bean for ResolvedSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

The meta-bean for ResolvedSwapTrade.

meta() - Static method in class com.opengamma.strata.product.swap.Swap

The meta-bean for Swap.

meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade

The meta-bean for SwapTrade.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

The meta-bean for FixedIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

The meta-bean for FixedInflationSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

The meta-bean for FixedOvernightSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

The meta-bean for FixedRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

The meta-bean for IborIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

The meta-bean for IborRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

The meta-bean for ImmutableFixedIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

The meta-bean for ImmutableFixedInflationSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

The meta-bean for ImmutableFixedOvernightSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

The meta-bean for ImmutableIborIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

The meta-bean for ImmutableOvernightIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

The meta-bean for ImmutableThreeLegBasisSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

The meta-bean for ImmutableXCcyIborIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

The meta-bean for InflationRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

The meta-bean for OvernightIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

The meta-bean for OvernightRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

The meta-bean for ThreeLegBasisSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

The meta-bean for XCcyIborIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

The meta-bean for CashSwaptionSettlement.

meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

The meta-bean for PhysicalSwaptionSettlement.

meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption

The meta-bean for ResolvedSwaption.

meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

The meta-bean for ResolvedSwaptionTrade.

meta() - Static method in class com.opengamma.strata.product.swaption.Swaption

The meta-bean for Swaption.

meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise

The meta-bean for SwaptionExercise.

meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

The meta-bean for SwaptionExerciseDate.

meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

The meta-bean for SwaptionExerciseDates.

meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

The meta-bean for SwaptionTrade.

meta() - Static method in class com.opengamma.strata.product.TradedPrice

The meta-bean for TradedPrice.

meta() - Static method in class com.opengamma.strata.product.TradeInfo

The meta-bean for TradeInfo.

meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport

The meta-bean for CashFlowReport.

meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

The meta-bean for FormatSettings.

meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults

The meta-bean for ReportCalculationResults.

meta() - Static method in class com.opengamma.strata.report.ReportRequirements

The meta-bean for ReportRequirements.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReport

The meta-bean for TradeReport.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn

The meta-bean for TradeReportColumn.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

The meta-bean for TradeReportTemplate.

metaBean() - Method in class com.opengamma.strata.basics.CalculationTargetList

metaBean() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

metaBean() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix

metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate

metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

metaBean() - Method in class com.opengamma.strata.basics.currency.Payment

metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate

metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDates

metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.SequenceDate

metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

metaBean() - Method in class com.opengamma.strata.basics.ImmutableReferenceData

metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule

metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

metaBean() - Method in class com.opengamma.strata.basics.StandardId

metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule

metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep

metaBean() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

metaBean() - Method in class com.opengamma.strata.calc.CalculationRules

metaBean() - Method in class com.opengamma.strata.calc.Column

metaBean() - Method in class com.opengamma.strata.calc.ColumnHeader

metaBean() - Method in class com.opengamma.strata.calc.ImmutableMeasure

metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

metaBean() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

metaBean() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

metaBean() - Method in class com.opengamma.strata.calc.ReportingCurrency

metaBean() - Method in class com.opengamma.strata.calc.Results

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResults

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTask

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

metaBean() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray

metaBean() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

metaBean() - Method in class com.opengamma.strata.collect.array.IntArray

metaBean() - Method in class com.opengamma.strata.collect.array.LongArray

metaBean() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

metaBean() - Method in class com.opengamma.strata.collect.io.FileByteSource

metaBean() - Method in class com.opengamma.strata.collect.io.SerializedValue

metaBean() - Method in class com.opengamma.strata.collect.io.StringCharSource

metaBean() - Method in class com.opengamma.strata.collect.io.UriByteSource

metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement

metaBean() - Method in class com.opengamma.strata.collect.result.Failure

metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem

metaBean() - Method in class com.opengamma.strata.collect.result.FailureItems

metaBean() - Method in class com.opengamma.strata.collect.result.Result

metaBean() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair

metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple

metaBean() - Method in class com.opengamma.strata.data.FxMatrixId

metaBean() - Method in class com.opengamma.strata.data.FxRateId

metaBean() - Method in class com.opengamma.strata.data.ImmutableMarketData

metaBean() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

metaBean() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

metaBean() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

metaBean() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

metaBean() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

metaBean() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows

metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts

metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.CombinedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ConstantCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.CurveId

metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

metaBean() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap

metaBean() - Method in class com.opengamma.strata.market.FxRateShifts

metaBean() - Method in class com.opengamma.strata.market.GenericDoubleShifts

metaBean() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

metaBean() - Method in class com.opengamma.strata.market.observable.Quote

metaBean() - Method in class com.opengamma.strata.market.observable.QuoteId

metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike

metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike

metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.ParameterSize

metaBean() - Method in class com.opengamma.strata.market.param.PointShifts

metaBean() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

metaBean() - Method in class com.opengamma.strata.market.surface.ConstantSurface

metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.DeformedSurface

metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

metaBean() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

metaBean() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

metaBean() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

metaBean() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

metaBean() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

metaBean() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

metaBean() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

metaBean() - Method in class com.opengamma.strata.measure.fx.FxRateConfig

metaBean() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

metaBean() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

metaBean() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

metaBean() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

metaBean() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

metaBean() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

metaBean() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

metaBean() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

metaBean() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

metaBean() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

metaBean() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

metaBean() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

metaBean() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

metaBean() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

metaBean() - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

metaBean() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

metaBean() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

metaBean() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

metaBean() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

metaBean() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

metaBean() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

metaBean() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

metaBean() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

metaBean() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

metaBean() - Method in class com.opengamma.strata.pricer.model.SabrParameters

metaBean() - Method in class com.opengamma.strata.pricer.option.RawOptionData

metaBean() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

metaBean() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

metaBean() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

metaBean() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

metaBean() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

metaBean() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

metaBean() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

metaBean() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.product.bond.Bill

metaBean() - Method in class com.opengamma.strata.product.bond.BillPosition

metaBean() - Method in class com.opengamma.strata.product.bond.BillSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.BillTrade

metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

metaBean() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBill

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

metaBean() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

metaBean() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

metaBean() - Method in class com.opengamma.strata.product.cms.Cms

metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg

metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod

metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade

metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms

metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

metaBean() - Method in class com.opengamma.strata.product.credit.Cds

metaBean() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndex

metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

metaBean() - Method in class com.opengamma.strata.product.credit.CdsQuote

metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade

metaBean() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds

metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

metaBean() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

metaBean() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

metaBean() - Method in class com.opengamma.strata.product.dsf.Dsf

metaBean() - Method in class com.opengamma.strata.product.dsf.DsfPosition

metaBean() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

metaBean() - Method in class com.opengamma.strata.product.dsf.DsfTrade

metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

metaBean() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

metaBean() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

metaBean() - Method in class com.opengamma.strata.product.etd.EtdVariant

metaBean() - Method in class com.opengamma.strata.product.etd.SplitEtdId

metaBean() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

metaBean() - Method in class com.opengamma.strata.product.fra.Fra

metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade

metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra

metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf

metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle

metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap

metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

metaBean() - Method in class com.opengamma.strata.product.GenericSecurity

metaBean() - Method in class com.opengamma.strata.product.GenericSecurityPosition

metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade

metaBean() - Method in class com.opengamma.strata.product.index.IborFuture

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.index.IborFuturePosition

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade

metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuture

metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

metaBean() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

metaBean() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment

metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

metaBean() - Method in class com.opengamma.strata.product.PortfolioItemSummary

metaBean() - Method in class com.opengamma.strata.product.PositionInfo

metaBean() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.IborRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

metaBean() - Method in class com.opengamma.strata.product.SecurityInfo

metaBean() - Method in class com.opengamma.strata.product.SecurityPosition

metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo

metaBean() - Method in class com.opengamma.strata.product.SecurityTrade

metaBean() - Method in class com.opengamma.strata.product.SimpleAttributes

metaBean() - Method in class com.opengamma.strata.product.SimpleLegalEntity

metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

metaBean() - Method in class com.opengamma.strata.product.swap.FxReset

metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange

metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

metaBean() - Method in class com.opengamma.strata.product.swap.Swap

metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption

metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

metaBean() - Method in class com.opengamma.strata.product.TradedPrice

metaBean() - Method in class com.opengamma.strata.product.TradeInfo

metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults

metaBean() - Method in class com.opengamma.strata.report.ReportRequirements

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

metadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the metadata property.

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

Sets the curve metadata.

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the curve metadata.

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the curve metadata.

metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

Sets the surface metadata.

metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the surface metadata.

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Returns metadata for the node from the node date.

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Creates the curve metadata.

metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Returns metadata for the node.

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Creates the curve metadata for each definition.

metadata(ZonedDateTime, DayCount, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Returns metadata for the node.

metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

The meta-bean for FormatSettings.

metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

The meta-bean for ObjDoublePair.

metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

The meta-bean for ObjIntPair.

metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair

The meta-bean for Pair.

metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

The meta-bean for PerturbationMapping.

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.StandardId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Results.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.FxRateShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.Quote.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.PointShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.Bill.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

metaPropertyGet(String) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.PositionInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPosition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.StandardId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.Results.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.Quote.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.Bill.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

metaPropertyMap() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.PositionInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result

The meta-bean for Result.

metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple

The meta-bean for Triple.

metaValueWithFailures(Class<R>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

The meta-bean for ValueWithFailures.

method() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

The meta-property for the method property.

MGEX - Static variable in class com.opengamma.strata.product.common.CcpIds

Minneapolis Grain Exchange.

MidwayInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

MidwayInterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.MidwayInterpolationQuantileMethod

min() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the minimum value held in the array.

min() - Method in class com.opengamma.strata.collect.array.IntArray

Returns the minimum value held in the array.

min() - Method in class com.opengamma.strata.collect.array.LongArray

Returns the minimum value held in the array.

min(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

MIN_TIME_TO_EXPIRY - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

SSVI volatility description diverge for theta -> 0.

MIN_VALUE - Static variable in class com.opengamma.strata.collect.Decimal

A decimal value representing the smallest supported value.

minGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

The meta-property for the minGapInDays property.

minimal() - Static method in interface com.opengamma.strata.basics.currency.FxRateProvider

Returns a provider that provides minimal behavior.

minimal() - Static method in interface com.opengamma.strata.basics.ReferenceData

Obtains the minimal set of reference data.

minimize(F, G, S) - Method in interface com.opengamma.strata.math.impl.minimization.MinimizerWithGradient

minimize(F, S) - Method in interface com.opengamma.strata.math.impl.minimization.Minimizer

minimize(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.GoldenSectionMinimizer1D

Minimize.

minimize(Function<Double, Double>, double, double, double) - Method in class com.opengamma.strata.math.impl.minimization.GoldenSectionMinimizer1D

minimize(Function<Double, Double>, double, double, double) - Method in interface com.opengamma.strata.math.impl.minimization.ScalarMinimizer

minimize(Function<Double, Double>, Double) - Method in class com.opengamma.strata.math.impl.minimization.GoldenSectionMinimizer1D

Minimizer<F extends Function<S,?>,S> - Interface in com.opengamma.strata.math.impl.minimization

Interface that finds the minimum value of a function.

MinimizerWithGradient<F extends Function<S,?>,G extends Function<S,?>,S> - Interface in com.opengamma.strata.math.impl.minimization

Interface for classes that extends the functionality of Minimizer by providing a method that takes a gradient function.

MinimumBracketer - Class in com.opengamma.strata.math.impl.minimization

MinimumBracketer() - Constructor for class com.opengamma.strata.math.impl.minimization.MinimumBracketer

minKeys(Comparator<? super K>) - Method in class com.opengamma.strata.collect.MapStream

Finds the minimum entry in the stream by comparing the keys using the supplied comparator.

minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount subtracted.

minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the specified amount subtracted from each value.

minus(double) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value minus the specified value.

minus(int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with the specified amount subtracted from each value.

minus(long) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with the specified amount subtracted from each value.

minus(long) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value minus the specified value.

minus(BigMoney) - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a copy of this BigMoney with the specified amount subtracted.

minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount subtracted.

minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Returns a new array containing the values from this array with the specified amount subtracted.

minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array with the specified amount subtracted.

minus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Returns a new array containing the values from this array with the values from the other array subtracted.

minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(Money) - Method in class com.opengamma.strata.basics.currency.Money

Returns a copy of this Money with the specified amount subtracted.

minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Returns a new array containing the values from this array with the values from the amount subtracted.

minus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Returns a new array containing the values from this array with the values from the other array subtracted.

minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is equal to the difference between the matching values in this array and the other array.

minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.

minus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance where each element is equal to the difference between the matching values in this array and the other array.

minus(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance where each element is equal to the difference between the matching values in this array and the other array.

minus(BasisPoints) - Method in class com.opengamma.strata.collect.BasisPoints

Returns a basis points equal to the this basis points minus the other one.

minus(Decimal) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value minus the specified value.

minus(Percentage) - Method in class com.opengamma.strata.collect.Percentage

Returns a percentage equal to the this percentage minus the other one.

minus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array with the values from the other array subtracted.

minValues(Comparator<? super V>) - Method in class com.opengamma.strata.collect.MapStream

Finds the minimum entry in the stream by comparing the values using the supplied comparator.

MISSING_DATA - com.opengamma.strata.collect.result.FailureReason

The operation failed because data was missing.

ModeCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

The mode of a series of data is the value that occurs more frequently in the data set.

ModeCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.ModeCalculator

MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.

MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.

MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.

modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the modified duration from the conventional real yield using finite difference approximation.

modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the modified duration from the standard yield.

modifiedDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the modified duration of the fixed coupon bond product from yield.

modifiedDurationFromYieldAd(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the modified duration of the fixed coupon bond product from yield and its derivative wrt to the yield.

modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

The meta-property for the modifyingValue property.

Money - Class in com.opengamma.strata.basics.currency

An amount of a currency, rounded to match the currency specifications.

MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on moneyness, defined as strike/forward.

MONEYNESS_TYPE - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType

Key used to access information about the type of moneyness.

MoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on moneyness.

MoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for MoneynessStrike.

MoneynessType - Enum in com.opengamma.strata.market.model

The approach used for simple moneyness.

MonotonicityPreservingCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Filter for local monotonicity of cubic spline interpolation based on R.

MonotonicityPreservingCubicSplineInterpolator(PiecewisePolynomialInterpolator) - Constructor for class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator

Primary interpolation method should be passed.

MONTHLY - com.opengamma.strata.product.etd.EtdExpiryType

The ETD expires once a month on a standardized day.

MONTHLY - com.opengamma.strata.product.swap.PriceIndexCalculationMethod

The reference index is the price index of a month.

MONTHLY - Static variable in class com.opengamma.strata.product.etd.EtdVariant

The standard Monthly type.

MONTHLY_1ST - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Monthly-1st' date sequence, equivalent to a sequence of calendar months.

MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Monthly-IMM' date sequence.

MONTHS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the number of months relative to a base month - 'Months'.

movePoint(int) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value with the decimal point moved.

MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency

A map of currency amounts keyed by currency.

MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for MultiCurrencyAmount.

MultiCurrencyAmountArray - Class in com.opengamma.strata.basics.currency

An array of multi-currency amounts.

MultiCurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for MultiCurrencyAmountArray.

MultiCurrencyScenarioArray - Class in com.opengamma.strata.data.scenario

A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.

MultiCurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for MultiCurrencyScenarioArray.

MULTIPLE - com.opengamma.strata.collect.result.FailureReason

There were multiple failures of different types.

multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the amount multiplied.

multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.

multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with each value multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with each value multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value multiplied by the specified value.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Multiplies the sensitivities in this instance by the specified factor.

multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Multiplies the sensitivities in this builder by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

multipliedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with each value multiplied by the specified factor.

multipliedBy(long) - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a copy of this BigMoney with the amount multiplied.

multipliedBy(long) - Method in class com.opengamma.strata.basics.currency.Money

Returns a copy of this Money with the amount multiplied.

multipliedBy(long) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with each value multiplied by the specified factor.

multipliedBy(long) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value multiplied by the specified value.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Converts this sensitivity to a monetary value, multiplying by the specified factor.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.

multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is equal to the product of the matching values in this array and the other array.

multipliedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance where each element is equal to the product of the matching values in this array and the other array.

multipliedBy(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance where each element is equal to the product of the matching values in this array and the other array.

multipliedBy(Decimal) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value multiplied by the specified value.

MULTIPLIER - com.opengamma.strata.basics.value.ValueAdjustmentType

Calculates the result by treating the modifying value as a multiplication factor to apply to the base value.

multiply(double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, multiplying by a constant $a$ returns the function $h(x) = a g(x)$.

multiply(double) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Multiplies the polynomial by a constant value (equivalent to multiplying each coefficient by this value).

multiply(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

Multiplies two matrices.

multiply(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Multiplies two matrices.

multiply(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Multiplies two matrices.

multiply(DoubleFunction1D) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, multiplying by a function $f(x)$ returns the function $h(x) = f(x) g(x)$.

multiply(DoubleFunction1D) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Multiplies the polynomial by a function.

MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity

Mutable builder for sensitivity to a group of curves.

MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an empty instance.

MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivity.

MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivities.

mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Mutates each element in the array using an operator by mutation.

mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Adds a constant value to each element in the array by mutation.

mutateByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Adds values in two arrays together, mutating the first array.

mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Multiplies each element in the array by a value by mutation.

mutateByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Multiplies values in two arrays, mutating the first array.

MX - Static variable in class com.opengamma.strata.basics.location.Country

The country 'MX' - Mexico.

MXMC - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.

MXN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'MXN' - Mexican Peso.

MXN_TIIE - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for MXN-TIIE.

MXN_TIIE_13W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 13 week TIIE index.

MXN_TIIE_26W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 26 week TIIE index.

MXN_TIIE_4W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 4 week TIIE index.

MY - Static variable in class com.opengamma.strata.basics.location.Country

The country 'MY' - Malaysia.

MYR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'MYR' - Malaysian Ringgit.

N

name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the name property.

name(ColumnName) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the column name.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

Sets the name of the curve group.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the name of the curve group.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the name of the curve group definition.

name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the curve name.

name(CurveName) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the curve name.

name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the name of the volatilities.

name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets the name of the volatilities.

name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the name of the volatilities.

name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the name of the volatilities.

name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the name.

name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the name.

name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the name of the volatilities.

name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

Sets the name of the volatilities.

name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

Sets the name of the volatilities.

name(SwaptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the name.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the index name, such as 'EUR/GBP-ECB'.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the index name, such as 'GBP-LIBOR-3M'.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the index name, such as 'GBP-SONIA'.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the index name, such as 'GB-HICP'.

name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the convention name.

name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.

name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the convention name, such as 'GBP-Deposit-ON'.

name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.

name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the convention name, such as 'EUR/USD', optional with defaulting getter.

name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

Sets the name, such as 'USD-LIBOR-3M-IMM-CME'.

name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.

name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the name, such as 'GBP-SONIA-3M-IMM-ICE'.

name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the index name.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

Sets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the convention name.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

NAME - Static variable in class com.opengamma.strata.product.AttributeType

Key used to access the name.

NAME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

Named - Interface in com.opengamma.strata.collect.named

A named instance.

NamedEnum - Interface in com.opengamma.strata.collect.named

A named enum instance.

NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named

A lookup for named instances.

NamedMarketDataId<T> - Interface in com.opengamma.strata.data

An identifier for a unique item of market data that can has a non-unique name.

namedThreadFactory() - Static method in class com.opengamma.strata.collect.Guavate

Creates a ThreadFactoryBuilder which names new threads with the name of the calling class plus a unique integer.

namedThreadFactory(String) - Static method in class com.opengamma.strata.collect.Guavate

Creates a ThreadFactoryBuilder which names new threads with the given name prefix plus a unique integer.

NamedVariableLeastSquaresRegressionResult - Class in com.opengamma.strata.math.impl.regression

NamedVariableLeastSquaresRegressionResult(List<String>, LeastSquaresRegressionResult) - Constructor for class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

NATURAL - com.opengamma.strata.calc.ReportingCurrencyType

The "natural" reporting currency.

NATURAL - Static variable in class com.opengamma.strata.calc.ReportingCurrency

An instance requesting the "natural" currency of the target.

NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Natural cubic spline interpolator.

NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Natural spline interpolator.

NATURAL_SPLINE_NONNEGATIVITY_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Natural spline interpolator with non-negativity filter.

naturalCurrency(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Determines the natural currency of the target.

naturalCurrency(IborCapFloorTrade, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

naturalCurrency(CmsTrade, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

naturalCurrency(CdsIndexTrade, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

naturalCurrency(CdsTrade, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

naturalCurrency(TermDepositTrade, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

naturalCurrency(FraTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

naturalCurrency(FxNdfTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

naturalCurrency(FxSingleTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

naturalCurrency(FxSwapTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

naturalCurrency(FxSingleBarrierOptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

naturalCurrency(FxVanillaOptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

naturalCurrency(GenericSecurityPosition, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

naturalCurrency(GenericSecurityTrade, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

naturalCurrency(BulletPaymentTrade, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

naturalCurrency(SecurityPosition, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

naturalCurrency(SecurityTrade, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

naturalCurrency(SwapTrade, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

naturalCurrency(SwaptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Returns the "natural" currency for the specified target.

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

NaturalLogGammaFunction - Class in com.opengamma.strata.math.impl.function.special

The natural logarithm of the Gamma function GammaFunction.

NaturalLogGammaFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.NaturalLogGammaFunction

NaturalSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Natural cubic spline interpolation.

NaturalSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator

Constructor.

NaturalSplineInterpolator(CubicSplineSolver) - Constructor for class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator

NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.

NearestIndexQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

NearestIndexQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.NearestIndexQuantileMethod

nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

The meta-property for the nearLeg property.

nearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

The meta-property for the nearLeg property.

nearOne(double, double) - Static method in class com.opengamma.strata.math.MathUtils

Checks if a number is near one.

nearZero(double, double) - Static method in class com.opengamma.strata.math.MathUtils

Checks if a number is near zero.

negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that negates the result of this predicate.

negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that negates the result of this predicate.

negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that negates the result of this predicate.

negate() - Method in interface com.opengamma.strata.collect.function.TriPredicate

Returns a new predicate that negates the result of this predicate.

negated() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Returns a copy of this payment with the value negated.

negated() - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a copy of this BigMoney with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.Money

Returns a copy of this Money with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this CurrencyAmount with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.Payment

Returns a copy of this Payment with the value negated.

negated() - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is negated.

negative() - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a copy of this BigMoney with a negative amount.

negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with a negative amount.

negative() - Method in class com.opengamma.strata.basics.currency.Money

Returns a copy of this Money with a negative amount.

NEGATIVE_RATE_METHOD_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

negativeBinomial(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the terms 0 through k of the Negative Binomial Distribution.

negativeBinomialComplemented(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the terms k+1 to infinity of the Negative Binomial distribution.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the negativeRateMethod property.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the negativeRateMethod property.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the negativeRateMethod property.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

NegativeRateMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to handle a negative interest rate.

netAmount(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the net amount of the settlement of the bond trade.

NewtonDefaultUpdateFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

NewtonDefaultUpdateFunction() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultUpdateFunction

NewtonDefaultVectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding.newton

A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).

NewtonDefaultVectorRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultVectorRootFinder

Creates an instance.

NewtonDefaultVectorRootFinder(double, double, int) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultVectorRootFinder

Creates an instance.

NewtonDefaultVectorRootFinder(double, double, int, Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultVectorRootFinder

Creates an instance.

NewtonRaphsonSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Class for finding the real root of a function within a range of $x$-values using the one-dimensional version of Newton's method.

NewtonRaphsonSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Default constructor.

NewtonRaphsonSingleRootFinder(double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Takes the accuracy of the root as a parameter - this is the maximum difference between the true root and the returned value that is allowed.

NewtonRootFinderDirectionFunction - Interface in com.opengamma.strata.math.impl.rootfinding.newton

NewtonRootFinderMatrixInitializationFunction - Interface in com.opengamma.strata.math.impl.rootfinding.newton

NewtonRootFinderMatrixUpdateFunction - Interface in com.opengamma.strata.math.impl.rootfinding.newton

NewtonVectorRootFinder - Interface in com.opengamma.strata.math.rootfind

Performs Newton-Raphson style multi-dimensional root finding.

NEXO - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Norexeco.

next() - Method in class com.opengamma.strata.collect.io.CsvIterator

Returns the next row from the CSV file.

next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the next date in the sequence, always returning a date later than the input date.

next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day, always returning a later date.

next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Calculates the next date in the sequence after the input date.

NEXT_DAY - com.opengamma.strata.product.credit.type.AccrualStart

The accrual starts on T+1, i.e., the next day.

nextBatch(int) - Method in class com.opengamma.strata.collect.io.CsvIterator

Returns the next batch of rows from the CSV file.

nextBatch(Predicate<CsvRow>) - Method in class com.opengamma.strata.collect.io.CsvIterator

Returns the next batch of rows from the CSV file using a predicate to determine the rows.

nextBlock() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister

Generates N words at one time.

nextDouble() - Method in class com.opengamma.strata.math.impl.cern.ChiSquare

Returns a random number from the distribution.

nextDouble() - Method in class com.opengamma.strata.math.impl.cern.Gamma

Returns a random number from the distribution.

nextDouble() - Method in class com.opengamma.strata.math.impl.cern.Normal

Returns a random number from the distribution.

nextDouble() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine

Returns a 64 bit uniformly distributed random number in the open unit interval (0.0,1.0) (excluding 0.0 and 1.0).

nextDouble() - Method in class com.opengamma.strata.math.impl.cern.StudentT

Returns a random number from the distribution.

nextDouble(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare

Returns a random number from the distribution; bypasses the internal state.

nextDouble(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT

Returns a random number from the distribution; bypasses the internal state.

nextDouble(double, double) - Method in class com.opengamma.strata.math.impl.cern.Gamma

Returns a random number from the distribution; bypasses the internal state.

nextDouble(double, double) - Method in class com.opengamma.strata.math.impl.cern.Normal

Returns a random number from the distribution; bypasses the internal state.

nextFloat() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine

Returns a 32 bit uniformly distributed random number in the open unit interval (0.0f,1.0f) (excluding 0.0f and 1.0f).

nextInt() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister

Returns a 32 bit uniformly distributed random number in the closed interval [Integer.MIN_VALUE,Integer.MAX_VALUE] (including Integer.MIN_VALUE and Integer.MAX_VALUE).

nextInt() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine

Returns a 32 bit uniformly distributed random number in the closed interval [Integer.MIN_VALUE,Integer.MAX_VALUE] (including Integer.MIN_VALUE and Integer.MAX_VALUE);

nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters

Obtains an instance that finds the next leap day after the input date.

nextLong() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine

Returns a 64 bit uniformly distributed random number in the closed interval [Long.MIN_VALUE,Long.MAX_VALUE] (including Long.MIN_VALUE and Long.MAX_VALUE).

nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the next date in the sequence, returning the input date if it is a date in the sequence.

nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day, returning the input date if it is a business day.

nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters

Obtains a date adjuster that finds the next leap day on or after the input date.

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

nextRandom() - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution

nextRandom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.

nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

NL - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'NL' - Netherlands.

NL_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'NL/360' day count, which divides the actual number of days omitting leap days by 360.

NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.

NLPX - Static variable in class com.opengamma.strata.product.common.ExchangeIds

APX Power Nl.

NO - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'NO' - Norway.

NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'NoAdjust' convention which makes no adjustment.

NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.

NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring no holidays and no weekends.

noConversion() - Static method in interface com.opengamma.strata.basics.currency.FxRateProvider

Returns a provider that always throws an exception.

NodalCurve - Interface in com.opengamma.strata.market.curve

A curve based on double nodal points.

NodalCurveDefinition - Interface in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a nodal curve.

NodalSurface - Interface in com.opengamma.strata.market.surface

A surface based on double nodal points.

nodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

The meta-property for the nodeIndices property.

nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the nodes property.

nodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the nodes property.

nodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the nodes property.

nodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the nodes property.

nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes property in the builder from an array of objects.

nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the nodes property in the builder from an array of objects.

nodes(FxOptionVolatilitiesNode...) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the nodes property in the builder from an array of objects.

nodes(FxOptionVolatilitiesNode...) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the nodes property in the builder from an array of objects.

nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes in the curve.

nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the nodes of the underlying instruments.

nodes(List<FxOptionVolatilitiesNode>) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the nodes.

nodes(List<FxOptionVolatilitiesNode>) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the nodes in the FX option volatilities.

nodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Finds the node sensitivity.

nodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Finds the node sensitivity.

noDuplicates(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and does not contain any duplicate values.

noDuplicatesSorted(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null, sorted, and does not contain any duplicate values.

NODX - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Nodal Exchange.

NOK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'NOK' - Norwegian Krone.

NOK_NIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for NOK-NIBOR.

NOK_NIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month NIBOR index.

NOK_NIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week NIBOR index.

NOK_NIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month NIBOR index.

NOK_NIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month NIBOR index.

NOK_NIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month NIBOR index.

NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for NOK-NOWA Overnight index.

NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The NOWA index for NOK.

nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the nominalPayment property.

nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the nominalPayment property.

nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the nominal payment of the product.

nominalPayment(CapitalIndexedBondPaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the nominal payment of the product.

nominalPriceFromRealPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the nominal price of the bond from its settlement date and real price.

NonCentralChiSquaredDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The non-central chi-squared distribution is a continuous probability distribution with probability density function $$ \begin{align*} f_r(x) = \frac{e^-\frac{x + \lambda}{2}x^{\frac{r}{2} - 1}}{2^{\frac{r}{2}}}\sum_{k=0}^\infty \frac{(\lambda k)^k}{2^{2k}k!\Gamma(k + \frac{r}{2})} \end{align*} $$ where $r$ is the number of degrees of freedom, $\lambda$ is the non-centrality parameter and $\Gamma$ is the Gamma function (GammaFunction).

NonCentralChiSquaredDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Creates an instance.

none() - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance that performs no rounding.

none() - Static method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider

Obtains an instance that provides no market data.

none() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider

Returns a time-series provider that is unable to source any time-series.

none() - Static method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns an instance that does not perturb the input.

none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder representing no sensitivity.

NONE - com.opengamma.strata.basics.schedule.StubConvention

Explicitly states that there are no stubs.

NONE - com.opengamma.strata.calc.ReportingCurrencyType

No currency conversion is to be performed.

NONE - com.opengamma.strata.product.credit.PaymentOnDefault

None.

NONE - com.opengamma.strata.product.credit.ProtectionStartOfDay

None.

NONE - com.opengamma.strata.product.fra.FraDiscountingMethod

No discounting applies.

NONE - com.opengamma.strata.product.swap.CompoundingMethod

No compounding applies.

NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

No specific rule applies.

NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'None' roll convention.

NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment

An instance that makes no adjustment to the value.

NONE - Static variable in class com.opengamma.strata.calc.ReportingCurrency

An instance requesting no currency conversion.

NONE - Static variable in class com.opengamma.strata.data.ObservableSource

A market data source used when the application does not care about the source.

NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows

A cash flows instance to be used when there is no cash flow.

NONE - Static variable in class com.opengamma.strata.product.swap.FixedRateStubCalculation

An instance that has no special rate handling.

NONE - Static variable in class com.opengamma.strata.product.swap.IborRateStubCalculation

An instance that has no special rate handling.

noneMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Returns whether no elements of this stream match the provided predicate.

noneMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

NonLinearLeastSquare - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Non linear least square calculator.

NonLinearLeastSquare() - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

NonLinearLeastSquare(Decomposition<?>, MatrixAlgebra, double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

NonLinearLeastSquareWithPenalty - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Modification to NonLinearLeastSquare to use a penalty function add to the normal chi^2 term of the form $a^TPa$ where $a$ is the vector of model parameters sort and P is some matrix.

NonLinearLeastSquareWithPenalty() - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Default constructor.

NonLinearLeastSquareWithPenalty(double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Constructor allowing convergence tolerance to be set.

NonLinearLeastSquareWithPenalty(Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Constructor allowing matrix decomposition to be set.

NonLinearLeastSquareWithPenalty(Decomposition<?>, double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Constructor allowing matrix decomposition and convergence tolerance to be set.

NonLinearLeastSquareWithPenalty(Decomposition<?>, MatrixAlgebra, double) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

General constructor.

NonLinearParameterTransforms - Interface in com.opengamma.strata.math.impl.minimization

Describes the transformation (and its inverse) from a set of n variables (e.g.

NonLinearTransformFunction - Class in com.opengamma.strata.math.impl.minimization

NonLinearTransformFunction(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, NonLinearParameterTransforms) - Constructor for class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction

NonnegativityPreservingCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Filter for nonnegativity of cubic spline interpolation based on R.

NonnegativityPreservingCubicSplineInterpolator(PiecewisePolynomialInterpolator) - Constructor for class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator

Primary interpolation method should be passed.

nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the nonObservables property.

noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument collection is non-null and contains no nulls.

noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument map is non-null and contains no nulls.

noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and contains no nulls.

NOOS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.

normal(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the Normal (Gaussian) probability density function, integrated from minus infinity to x (assumes mean is zero, variance is one).

normal(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the Normal (Gaussian) probability density function, integrated from minus infinity to x.

Normal - Class in com.opengamma.strata.math.impl.cern

Normal (aka Gaussian) distribution; See the math definition and animated definition.

Normal(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.Normal

Constructs a normal (gauss) distribution.

NORMAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.

NormalBondYieldExpiryDurationVolatilities - Class in com.opengamma.strata.pricer.bond

Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalBondYieldExpiryDurationVolatilities.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for NormalBondYieldExpiryDurationVolatilities.

NormalDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The normal distribution is a continuous probability distribution with probability density function $$ \begin{align*} f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-\frac{(x - \mu)^2}{2\sigma^2}} \end{align*} $$ where $\mu$ is the mean and $\sigma$ the standard deviation of the distribution.

NormalDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

NormalDistribution(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

NormalFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The primary location for normal model formulas.

NormalIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs in normal or Bachelier model.

NormalIborCapFloorLegPricer(NormalIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer

Creates an instance.

NormalIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products in normal or Bachelier model.

NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer

Creates an instance.

NormalIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades in normal or Bachelier model.

NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer

Creates an instance.

NormalIborCapletFloorletExpiryFlatVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a curve.

NormalIborCapletFloorletExpiryFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for NormalIborCapletFloorletExpiryFlatVolatilities.

NormalIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.

NormalIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.

NormalIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for caplet/floorlet in a normal or Bachelier model.

NormalIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer

NormalIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the normal or Bachelier model.

NormalIborFutureOptionExpirySimpleMoneynessVolatilities - Class in com.opengamma.strata.pricer.index

Data provider of volatility for Ibor future options in the normal or Bachelier model.

NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.index

The bean-builder for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.

NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.index

The meta-bean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.

NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index

Pricer of options on Ibor future with a normal model on the underlying future price.

NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Creates an instance.

NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Ibor future option.

NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Creates an instance.

NormalIborFutureOptionVolatilities - Interface in com.opengamma.strata.pricer.index

Volatility for Ibor future options in the normal or Bachelier model.

normalInverse(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the value, x, for which the area under the Normal (Gaussian) probability density function (integrated from minus infinity to x) is equal to the argument y (assumes mean is zero, variance is one); formerly named ndtri.

normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Normalizes the point sensitivities by sorting and merging, mutating the internal list.

normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Normalizes the point sensitivities by sorting and merging.

normalize() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

normalize() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

normalize() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

normalize() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

normalize() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

normalize() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

normalize() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

normalize() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

normalize() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

normalize() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

normalize() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

normalize() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

normalize() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

normalize() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

normalize() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

normalize() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

normalize() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

normalize(double) - Method in enum com.opengamma.strata.product.common.BuySell

Normalizes the specified notional amount using this buy/sell rule.

normalize(double) - Method in enum com.opengamma.strata.product.common.PayReceive

Normalizes the specified notional amount using this pay/receive rule.

normalize(CurrencyAmount) - Method in enum com.opengamma.strata.product.common.BuySell

Normalizes the specified amount using this buy/sell rule.

normalize(CurrencyAmount) - Method in enum com.opengamma.strata.product.common.PayReceive

Normalizes the specified amount using this pay/receive rule.

normalize(ResolvedSwapLeg) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Extract the payments from the NotionalExchange in the SwapLeg.

normalize(List<Payment>) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Generate a new payment list with the dates sorted and the amounts of elements with same payment date compressed.

normalize(Map<Payment, PointSensitivityBuilder>) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Generate a new map with each payment date unique and the amounts and sensitivities of elements with same payment date compressed.

normalized() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Normalizes the adjustment.

normalized() - Method in class com.opengamma.strata.basics.date.Tenor

Normalizes the months and years of this tenor.

normalized() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the normalized form of the floating rate name.

normalized() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency

Normalizes the months and years of this tenor.

normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Normalizes the point sensitivities by sorting and merging.

normalized() - Method in class com.opengamma.strata.product.AttributeType

Returns the normalized form of the attribute type.

NormalRandomNumberGenerator - Class in com.opengamma.strata.math.impl.random

Random number generator based on ProbabilityDistribution.

NormalRandomNumberGenerator(double, double) - Constructor for class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator

Creates an instance.

NormalRandomNumberGenerator(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator

Creates an instance.

NormalSabrIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor/Overnight caplet/floorlet in SABR model.

NormalSabrParametersIborCapletFloorletVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility environment for caplet/floorlet in the SABR model.

NormalSabrParametersIborCapletFloorletVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for NormalSabrParametersIborCapletFloorletVolatilities.

NormalSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.

NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Creates an instance.

NormalSwaptionExpirySimpleMoneynessVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpirySimpleMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for NormalSwaptionExpirySimpleMoneynessVolatilities.

NormalSwaptionExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for NormalSwaptionExpiryStrikeVolatilities.

NormalSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for NormalSwaptionExpiryTenorVolatilities.

NormalSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in a normal model on the swap rate.

NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Creates an instance.

NormalSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade in the normal model on the swap rate.

NormalSwaptionTradePricer(NormalSwaptionCashParYieldProductPricer, NormalSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Creates an instance.

NormalSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model.

normalVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing normal volatility by expiry.

normalVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing normal volatility by expiry.

normalVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing normal volatility by expiry.

normalVolatilityByExpirySimpleMoneyness(SurfaceName, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-simple moneyness volatility.

normalVolatilityByExpirySimpleMoneyness(String, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-simple moneyness volatility.

normalVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-strike volatility.

normalVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-strike volatility.

normalVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-tenor volatility.

normalVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-tenor volatility.

not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate

Returns a predicate that negates the original.

NOT_APPLICABLE - com.opengamma.strata.collect.result.FailureReason

The operation requested was not applicable.

NOT_NEGATIVE - com.opengamma.strata.product.swap.NegativeRateMethod

The "Zero Rate Method", that prevents the rate from going below zero.

notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and not blank.

notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument collection is non-null and not empty.

notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument iterable is non-null and not empty.

notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and not empty.

notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument map is non-null and not empty.

notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notional() - Method in class com.opengamma.strata.product.bond.Bill.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the notional property.

notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the notional amount, must be positive.

notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the notional amount, must be non-zero.

notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the notional amount, must be positive.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the notional amount, must be positive.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the notional amount, must be positive.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the notional amount, must be positive.

notional(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the notional amount, must be non-negative.

notional(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the notional amount, must be non-negative.

notional(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the notional amount, must be positive.

notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

Sets the notional of the futures.

notional(double) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

Sets the notional.

notional(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

Sets the notional of the futures.

notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the notional amount.

notional(double) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

Sets the notional deposit that the contract models.

notional(double) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the notional deposit that the contract models.

notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.Bill.Builder

Sets the adjustable notional payment of the bill notional, the amount must be positive.

notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

Sets the adjustable notional payment of the bill notional, the amount must be positive.

notional(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

Sets the notional payment of the bill notional, the amount must be positive.

notional(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the notional amount, must be non-negative.

notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the notional amount, must be non-negative.

NOTIONAL - com.opengamma.strata.product.etd.EtdSettlementType

Notional Settlement.

NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The effective notional, which may be converted from the contract notional in the case of FX reset.

NOTIONAL_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

NOTIONAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

NOTIONAL_FINAL_EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

NOTIONAL_INITIAL_EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

NOTIONAL_INTERMEDIATE_EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

notionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the notionalAmount property.

notionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the notionalAmount property.

notionalAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notionalEquivalent(CurrencyParameterSensitivities, RatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator

Calculates the notional equivalent from the present value market quote sensitivities.

NotionalEquivalentCalculator - Class in com.opengamma.strata.pricer.sensitivity

Calculator to obtain the notional equivalent.

NotionalEquivalentCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator

notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the notionalExchange property.

notionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

The meta-property for the notionalExchange property.

notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the flag indicating whether to exchange the notional.

notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

Sets the flag indicating whether to exchange the notional.

NotionalExchange - Class in com.opengamma.strata.product.swap

An exchange of notionals between two counterparties.

NotionalExchange.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for NotionalExchange.

NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap

A period over which interest is accrued with a single payment calculated using a notional.

notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the notionalSchedule property.

notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the notional schedule.

NotionalSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of notional amounts.

NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for NotionalSchedule.

NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for NotionalSchedule.

notNaN(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is a number and not NaN.

notNaNOrInfinite(DoubleMatrix) - Static method in class com.opengamma.strata.math.impl.linearalgebra.MatrixValidate

notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is greater than zero to within a given accuracy.

notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null.

notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified item is non-null.

notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not equal to zero to within a given accuracy.

notZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not equal to zero.

NPGA - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Gaspoint Nordic.

nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the nth date in the sequence after the input date, always returning a date later than the input date.

nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the nth date in the sequence on or after the input date, returning the input date if it is a date in the sequence.

nu(double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

nu(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

Calculates the nu parameter for a pair of time to expiry.

nu(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

nu(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the nu parameter for time to expiry.

nu(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the nu parameter for a pair of time to expiry and instrument tenor.

nu(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

nu(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the nu parameter for a pair of time to expiry and instrument tenor.

NU - com.opengamma.strata.market.model.SabrParameterType

SABR nu.

NullTransform - Class in com.opengamma.strata.math.impl.minimization

Provides a null implementation of parameter transformation; the functions return unchanged values.

NullTransform() - Constructor for class com.opengamma.strata.math.impl.minimization.NullTransform

NumberFormatter - Class in com.opengamma.strata.collect

Provides the ability to parse and format numbers.

numberOfSteps() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

The meta-property for the numberOfSteps property.

numberOfSteps() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

The meta-property for the numberOfSteps property.

NUMERIC - com.opengamma.strata.report.framework.format.FormatCategory

Numeric types.

NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.

NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.

NZ - Static variable in class com.opengamma.strata.basics.location.Country

The country 'NZ' - New Zealand.

NZAU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.

NZD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'NZD' - New Zealand Dollar.

NZD_BKBM - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for NZD-BKBM.

NZD_BKBM_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month BKBM index.

NZD_BKBM_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month BKBM index.

NZD_BKBM_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month BKBM index.

NZD_BKBM_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 4 month BKBM index.

NZD_BKBM_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 5 month BKBM index.

NZD_BKBM_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month BKBM index.

NZD_NZIONA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The NZIONA index for NZD.

NZFX - Static variable in class com.opengamma.strata.product.common.ExchangeIds

New Zealand Futures & Options.

NZWE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one double.

ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an Object and a double.

ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple

The meta-bean for ObjDoublePair.

ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one double.

ObjDoubleToDoubleFunction<T> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one double - that returns a double.

ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one int.

ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an Object and an int.

ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple

The meta-bean for ObjIntPair.

ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one int.

ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one long.

ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one long.

ObservableDataProvider - Interface in com.opengamma.strata.calc.marketdata

A provider of observable market data.

observableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

observableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the quoted value.

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the quoted value.

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

ObservableId - Interface in com.opengamma.strata.data

A market data identifier that identifies observable data.

observableRates() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

The meta-property for the observableRates property.

observableRates(Map<CurrencyPair, QuoteId>) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

Sets the keys identifying FX rates which are observable in the market.

observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the observables property.

observableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the observableSource property.

observableSource(ObservableSource) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the source of market data for FX, quotes and other observable market data.

ObservableSource - Class in com.opengamma.strata.data

Identifies the source of observable market data, for example Bloomberg or Reuters.

observation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the observation property.

observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the FX index observation.

observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the Ibor index observation to use to determine a rate for the reset period.

OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of rate observations.

observeOn(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Creates an observation object for the specified fixing date.

OCC - Static variable in class com.opengamma.strata.product.common.CcpIds

Options Clearing Corporation.

OCC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for OCC option codes.

of() - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an empty immutable array.

of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an empty instance.

of() - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an empty immutable array.

of() - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an empty immutable array.

of(boolean, int) - Static method in class com.opengamma.strata.collect.NumberFormatter

Obtains a standard formatter configured by grouping and decimal places.

of(boolean, int, int) - Static method in class com.opengamma.strata.collect.NumberFormatter

Obtains a standard formatter configured by grouping and decimal places.

of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from a single value that does not change over time.

of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with a single value.

of(double) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from a basis points value.

of(double) - Static method in class com.opengamma.strata.collect.Decimal

Obtains an instance from a double.

of(double) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from a percentage value.

of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike

Obtains an instance of Delta with the value of absolute delta.

of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness with the value of log-moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness with the value of moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike

Obtains an instance of Strike with the value of strike.

of(double) - Static method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Creates an instance with UFR.

of(double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator

Obtains the curve calibrator with the accuracy of the root finder specified.

of(double) - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Obtains an instance.

of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateComputation

Creates an instance.

of(double) - Static method in class com.opengamma.strata.product.swap.FutureValueNotional

Obtains an instance from the specified amount.

of(double[]) - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Obtains an instance of the SABR formula data.

of(double[]) - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Obtains an instance of the SSVI formula data.

of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with two values.

of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Obtains an instance from two double elements.

of(double, double) - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

Obtains an instance based on a lookup and market data.

of(double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Obtains the pricer with default swap pricer.

of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Creates node metadata using swap convention, year fraction and simple moneyness.

of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Creates node metadata using swap convention, year fraction and strike.

of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Creates node metadata using swap convention, year fraction and strike.

of(double, double) - Static method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

Obtains an instance from the rate and accrual factor.

of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with three values.

of(double, double, double) - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Obtains an instance of the SSVI formula data.

of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with four values.

of(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Obtains an instance of the SABR formula data.

of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with five values.

of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with six values.

of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with seven values.

of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with eight values.

of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with more than eight values.

of(double, double, int) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Obtains an instance specifying tolerances to use.

of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Obtains an instance specifying tolerances and measures to use.

of(double, double, int, CalibrationMeasures, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Obtains an instance specifying tolerances and measures to use.

of(double, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.

of(double, double, DoubleArray, DoubleArray, DoubleArray, List<ParameterMetadata>) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.

of(double, double, SabrFormulaData, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Obtains an instance with default volatility provider.

of(double, double, PutCall, int) - Static method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Obtains an instance.

of(double, double, PutCall, int, BarrierType, double, DoubleArray) - Static method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Obtains an instance.

of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Creates node using swap convention, year fraction, simple moneyness and label.

of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Creates node using swap convention, year fraction, strike and label.

of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Creates node using swap convention, year fraction, strike and label.

of(double, int[], DoubleArray) - Static method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

Creates an QuantileResult from the value, the indices and the weights.

of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo

Obtains an instance from the tick size and tick value.

of(double, CurrencyAmount, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo

Obtains an instance from the tick size, tick value and contract size.

of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

Obtains a rate calculation for the specified day count and rate.

of(double, Tenor, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.

of(double, Tenor, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Obtains an instance from volatility.

of(double, Tenor, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Creates node metadata using year fraction, associated tenor and strike.

of(double, Tenor, Strike, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Creates node metadata using year fraction, associated tenor, strike and currency pair.

of(double, Tenor, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Creates node using year fraction, associated tenor, strike and label.

of(double, Tenor, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Creates node using year fraction, associated tenor, strike, label and currency pair.

of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from an initial value and a list of changes.

of(double, ValueStepSequence) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from an initial value and a sequence of steps.

of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives

Obtains an instance from a value and array of derivatives.

of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Obtains an instance from volatility.

of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Obtains an instance from the model parameters.

of(double, DoubleArray, DoubleArray, List<ParameterMetadata>) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Obtains an instance from volatility.

of(double, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

Obtains an instance.

of(double, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Creates node metadata using year fraction and strike.

of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Creates node metadata using year fraction, strike and currency pair.

of(double, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Creates node using year fraction, strike and label.

of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Creates node using year fraction, strike, label and currency pair.

of(double, SabrFormulaData, double, double, double, VolatilityFunctionProvider<SabrFormulaData>) - Static method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Obtains an instance with volatility provider specified.

of(double, LocalDate, int) - Static method in class com.opengamma.strata.product.swap.FutureValueNotional

Obtains an instance from the specified amount, date and number of days.

of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from an initial value and a list of changes.

of(int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with a single value.

of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Obtains an instance from an int and a double.

of(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with two values.

of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an immutable array with the specified size and values.

of(int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with three values.

of(int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with four values.

of(int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with five values.

of(int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with six values.

of(int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with seven values.

of(int, int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with eight values.

of(int, int, int, int, int, int, int, int, int...) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an immutable array with more than eight values.

of(int, int, Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Obtains an instance, specifying the cell indices, measure and reporting currency.

of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

of(int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult

Obtains an instance for the specified row and column index in the output grid.

of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep

Obtains an instance that applies at the specified schedule period index.

of(int, MarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains an instance by wrapping a single set of market data.

of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(int, CurveNodeClashAction) - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Obtains an instance from the minimum gap, allowing reordering flag and clash action.

of(int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.SplitEtdOption

Obtains an instance.

of(int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.SplitEtdOption

Obtains an instance.

of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Obtains an instance using a function to create the entries.

of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance using a function to create the entries.

of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Obtains an instance using a function to create the entries.

of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Obtains an instance using a function to create the entries.

of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance using a function to create the entries.

of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with entries filled using a function.

of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Obtains an instance using a function to create the entries.

of(int, IntToLongFunction) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance with entries filled using a function.

of(int, IntUnaryOperator) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance with entries filled using a function.

of(long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with a single value.

of(long) - Static method in class com.opengamma.strata.collect.Decimal

Obtains an instance from a long.

of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Obtains an instance from a long and a double.

of(long, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with two values.

of(long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with three values.

of(long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with four values.

of(long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with five values.

of(long, long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with six values.

of(long, long, long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with seven values.

of(long, long, long, long, long, long, long, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with eight values.

of(long, long, long, long, long, long, long, long, long...) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an immutable array with more than eight values.

of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Obtains an instance from an Object and a double.

of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

Obtains an instance from an Object and an int.

of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair

Obtains a pair inferring the types.

of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple

Obtains a triple inferring the types.

of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an instance from a map allowing for multiple values for each key.

of(Multimap<K, V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream over all the entries in the multimap.

of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile

Parses the specified source as an XML file to an in-memory DOM-like structure.

of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile

Parses the specified source as an XML file to an in-memory DOM-like structure.

of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile

Parses the specified source as an INI file.

of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile

Parses the specified source as a properties file.

of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile

Parses the specified source as a CSV file, using a comma as the separator.

of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator

Parses the specified source as a CSV file, using a comma as the separator.

of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile

Parses the specified source as a CSV file where the separator is specified and might not be a comma.

of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator

Parses the specified source as a CSV file where the separator is specified and might not be a comma.

of(CalculationTarget...) - Static method in class com.opengamma.strata.basics.CalculationTargetList

Obtains an instance from a list of targets.

of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationParameters, List<CalculationTaskCell>) - Static method in class com.opengamma.strata.calc.runner.CalculationTask

Obtains an instance that will calculate the specified cells.

of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationTaskCell...) - Static method in class com.opengamma.strata.calc.runner.CalculationTask

Obtains an instance that will calculate the specified cells.

of(CalculationTarget, List<CalculationResult>) - Static method in class com.opengamma.strata.calc.runner.CalculationResults

Obtains a calculation result from individual calculations.

of(BigMoney) - Static method in class com.opengamma.strata.basics.currency.Money

Obtains an instance of Money for the specified BigMoney.

of(Currency) - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance that rounds to the number of minor units in the currency.

of(Currency) - Static method in class com.opengamma.strata.calc.ReportingCurrency

Obtains an instance requesting the specified currency.

of(CurrencyAmount) - Static method in class com.opengamma.strata.basics.currency.BigMoney

Obtains an instance of BigMoney for the specified CurrencyAmount.

of(CurrencyAmount) - Static method in class com.opengamma.strata.basics.currency.Money

Obtains an instance of Money for the specified CurrencyAmount.

of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a single amount that does not change over time.

of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from an array of CurrencyAmount objects.

of(CurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance from the specified currency and array of values.

of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle from two amounts and the value date.

of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Creates an ResolvedFxSingle from two amounts and the value date.

of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle from two amounts and the value date, specifying a date adjustment.

of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle using a rate.

of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Creates an ResolvedFxSingle using a rate.

of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.

of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.

of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle using a rate, specifying a date adjustment.

of(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount where the date is adjustable.

of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount where the date is fixed.

of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount.

of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.swap.NotionalExchange

Obtains an instance from the amount and date.

of(CurrencyAmount, LocalDate, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Obtains an instance from the amount, date and FX index observation.

of(CurrencyPair) - Static method in interface com.opengamma.strata.basics.index.FxIndex

Obtains an instance from the specified currency pair.

of(CurrencyPair) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(CurrencyPair) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Obtains the standard convention for the specified currency pair.

of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an instance containing a single FX rate.

of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate

Obtains an instance from a currency pair.

of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Obtains an instance from currency pair, reference currency, reference date and sensitivity value.

of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.

of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Obtains an instance based on two discount factors, one for each currency.

of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Obtains a convention based on the specified currency pair and spot date offset.

of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Obtains a convention based on the specified currency pair, spot date offset and adjustment.

of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment, ValueType, QuoteId, Tenor, Strike) - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Creates an instance.

of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns an array of FX rates for a currency pair.

of(CurrencyPair, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the source.

of(CurrencyPair, FxOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Obtains an instance based on a single mapping from currency pair to volatility identifier.

of(CurrencyPair, ZonedDateTime, Curve) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Obtains an instance from an expiry-volatility curve and the date-time for which it is valid.

of(CurrencyPair, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.BigMoney

Obtains an instance of BigMoney for the specified currency and amount.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains an instance of CurrencyAmount for the specified currency and amount.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.Money

Obtains an instance of Money for the specified currency and amount.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a currency and amount.

of(Currency, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo

Obtains an instance from the currency and the value of a single tradeable unit.

of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a single amount that does not change over time.

of(Currency, double, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Obtains an instance from the curve currency, date and value.

of(Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency and value.

of(Currency, double, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.

of(Currency, double, Currency, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency, group and value.

of(Currency, double, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount where the date is adjustable.

of(Currency, double, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, legal entity group and value.

of(Currency, double, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, group and value.

of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount where the date is fixed.

of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount.

of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Obtains an instance from two currencies.

of(Currency, Currency) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an instance containing a single FX rate.

of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate

Obtains an instance from two currencies.

of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns an array of FX rates for a currency pair.

of(Currency, Currency, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the source.

of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Obtains a convention based on the specified parameters.

of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a notional amount that can change over time.

of(Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Obtains an instance from the specified currency and array of values.

of(Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance from the specified currency and array of values.

of(Currency, Decimal) - Static method in class com.opengamma.strata.basics.currency.BigMoney

Obtains an instance of BigMoney for the specified currency and amount.

of(Currency, Decimal) - Static method in class com.opengamma.strata.basics.currency.Money

Obtains an instance of Money for the specified currency and amount.

of(Currency, BigDecimal) - Static method in class com.opengamma.strata.basics.currency.BigMoney

Obtains an instance of BigMoney for the specified currency and amount.

of(Currency, BigDecimal) - Static method in class com.opengamma.strata.basics.currency.Money

Obtains an instance of Money for the specified currency and amount.

of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Obtains an instance from a curve.

of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.DiscountFactors

Obtains an instance from a curve.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Obtains an instance based on a discount factor curve.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Obtains an instance based on a zero-rates curve.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Obtains an instance based on a zero-rates curve.

of(Currency, LocalDate, CurveName, DoubleArray, DoubleArray, DayCount) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Creates an instance from year fraction and zero rate values.

of(Currency, LocalDate, NodalCurve) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Creates an instance from the underlying curve.

of(Currency, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(Currency, Map<StandardId, Double>) - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault

Obtains an instance from currency and map.

of(Money) - Static method in class com.opengamma.strata.basics.currency.BigMoney

Obtains an instance of BigMoney for the specified Money.

of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Obtains an instance from the specified multi-currency amounts.

of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns an instance containing the values from the amounts.

of(MultiCurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Obtains an instance from the specified currency and array of values.

of(Payment) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance based on a Payment.

of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Obtains an instance of a resolved bullet payment.

of(Payment) - Static method in class com.opengamma.strata.product.swap.NotionalExchange

Obtains an instance from the payment.

of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle from two payments.

of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Creates an ResolvedFxSingle from two equivalent payments in different currencies.

of(Payment, Payment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle from two payments, specifying a date adjustment.

of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Obtains an instance based on a payment and schedule period.

of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Obtains an instance based on a payment and schedule period.

of(Payment, SchedulePeriod, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Obtains an instance based on a payment, schedule period and notional.

of(Payment, SchedulePeriod, CurrencyAmount, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Obtains an instance based on a payment, schedule period, notional and FX reset.

of(BusinessDayAdjustment, LocalDate, LocalDate...) - Static method in class com.opengamma.strata.basics.date.AdjustableDates

Obtains an instance with a business day adjustment.

of(BusinessDayAdjustment, List<LocalDate>) - Static method in class com.opengamma.strata.basics.date.AdjustableDates

Obtains an instance with a business day adjustment.

of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Obtains an instance using the specified convention and calendar.

of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains an instance from a set of holiday dates and weekend days.

of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>, Iterable<LocalDate>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains an instance from a set of holiday dates and weekend days.

of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains an instance from a set of holiday dates and weekend days.

of(SequenceDate, IborFutureContractSpec) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Obtains a template based on the specified contract specification and sequence date.

of(SequenceDate, OvernightFutureContractSpec) - Static method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Obtains a template based on the specified contract specification and sequence date.

of(Tenor) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata

Obtains an instance using the tenor.

of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor.

of(Tenor, Tenor) - Static method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Creates node metadata with expiry tenor and underlying tenor.

of(Tenor, Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Creates node metadata with expiry tenor, underlying tenor and label.

of(Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Obtains a template based on the specified tenor and convention.

of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Tenor, FixedInflationSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Creates a template based on the specified tenor and convention.

of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata

Obtains an instance using the tenor, specifying the label.

of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset

Obtains an instance from the observation and reference currency.

of(FxIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Obtains an instance from the observation, reference currency and sensitivity value.

of(FxIndexObservation, Currency, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.

of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Obtains an instance based on discount factors and historic fixings.

of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation

Creates an instance from an index and fixing date.

of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Obtains a convention based on the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Obtains a convention based on the specified index.

of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Obtains a convention based on the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraConventions

Obtains a convention based on the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Obtains a convention based on the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

Obtains a rate calculation for the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Obtains a convention based on the specified index.

of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date with a weight of 1.

of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateComputation

Creates an instance from the underlying index observation.

of(IborIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Obtains an instance from the observation and sensitivity value.

of(IborIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Obtains an instance from the observation and sensitivity value, specifying the currency of the value.

of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Creates an instance from the two underlying index observations.

of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date with a weight of 1.

of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Creates a convention based on the specified index and the sequence of dates.

of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Creates an instance from two indices and fixing date.

of(IborIndex, IborCapletFloorletVolatilitiesId) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Obtains an instance based on a single mapping from index to volatility identifier.

of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Obtains an instance based on discount factors and historic fixings.

of(IborIndex, IborFutureOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Obtains an instance based on a single mapping from index to volatility identifier.

of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation

Creates an instance from an index and fixing date.

of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateComputation

Creates an instance from an index and fixing date.

of(IborIndex, LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

Obtains an instance from a time-series of fixings.

of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Obtains an instance from a forward curve, with an empty time-series of fixings.

of(IborIndex, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Obtains an instance from a curve, with an empty time-series of fixings.

of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Obtains an instance from a curve and time-series of fixings.

of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Obtains an instance from a curve and time-series of fixing.

of(IborIndex, ZonedDateTime, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

Obtains an instance from the implied volatility curve and the date-time for which it is valid.

of(IborIndex, ZonedDateTime, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

Obtains an instance from the implied volatility curve and the date-time for which it is valid.

of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Obtains an instance from the volatility surface and the date-time for which it is valid.

of(IborIndex, ZonedDateTime, Surface, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(Index) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

Obtains an instance used to obtain an observable value of the index.

of(Index, FieldName) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

Obtains an instance used to obtain an observable value of the index.

of(Index, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

Obtains an instance used to obtain an observable value of the index, specifying the source of observable market data.

of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Obtains a rate calculation for the specified index with accrual by compounding.

of(OvernightIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Obtains an instance from the observation and sensitivity value.

of(OvernightIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Obtains an instance from the observation and sensitivity value, specifying the currency of the value.

of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Obtains a convention based on the specified index, using the 'Compounded' accrual method.

of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a convention based on the specified index, specifying the accrual method.

of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Obtains an instance based on discount factors and historic fixings.

of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Creates an IborRateObservation from an index and fixing date.

of(OvernightIndex, LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

Obtains an instance from a time-series of fixings.

of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Obtains an instance from a forward curve, with an empty time-series of fixings.

of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Obtains an instance from a curve and time-series of fixings.

of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Creates an instance from an index, accrual period dates and rate cut-off.

of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Creates an instance from an index, period dates and rate cut-off.

of(OvernightIndex, LocalDate, LocalDate, int, OvernightAccrualMethod, ReferenceData) - Static method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains an instance.

of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Creates an instance from an index and accrual period dates

of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Creates an instance from an index and accrual period dates

of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Obtains an instance from an index and period dates.

of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Creates an instance from an index and period dates

of(PriceIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Obtains an instance from the observation and sensitivity value.

of(PriceIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Obtains an instance from the observation and sensitivity value, specifying the currency of the value.

of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

Creates an instance from an index, start index value and reference end month.

of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Creates an instance from an index, start index value and reference end month.

of(PriceIndex, int, PriceIndexCalculationMethod) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Obtains a rate calculation for the specified price index.

of(PriceIndex, int, PriceIndexCalculationMethod, double) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Obtains a rate calculation for the specified price index with known start index value.

of(PriceIndex, LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

Obtains an instance from a time-series of fixings.

of(PriceIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Obtains an instance from a curve and time-series of fixings.

of(PriceIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Obtains an instance based on a curve with no seasonality adjustment.

of(PriceIndex, Period, PriceIndexCalculationMethod, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Obtains a convention based on the specified index.

of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation

Creates an instance from an index and fixing date.

of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

Creates an instance from an index, reference start month and reference end month.

of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Creates an instance from an index, reference start month and reference end month.

of(RateIndex, SwaptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Obtains an instance based on a single mapping from index to volatility identifier.

of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver

Obtains an instance that uses the specified set of reference data.

of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Obtains an instance that uses the specified set of reference data.

of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Obtains an instance that uses the specified set of reference data.

of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Obtains an instance that uses the specified set of reference data.

of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader

Obtains an instance that uses the specified set of reference data.

of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Obtains an instance that uses the specified set of reference data.

of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Obtains an instance that uses the specified set of reference data.

of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData

Obtains an instance from a single reference data entry.

of(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId

Obtains an identifier used to find legal entity information.

of(StandardId) - Static method in class com.opengamma.strata.market.observable.QuoteId

Obtains an instance used to obtain an observable value.

of(StandardId) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId

Creates an instance from a standard two-part identifier.

of(StandardId) - Static method in class com.opengamma.strata.product.LegalEntityId

Creates an instance from a standard two-part identifier.

of(StandardId) - Static method in class com.opengamma.strata.product.PositionInfo

Obtains an instance with the specified position identifier.

of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId

Creates an instance from a standard two-part identifier.

of(StandardId, Currency, double, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Obtains an instance.

of(StandardId, Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Obtains an instance with sensitivity currency specified.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteId

Obtains an instance used to obtain an observable value.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

Returns a key identifying the market data with the specified ID and field name.

of(StandardId, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.QuoteId

Obtains an instance used to obtain an observable value, specifying the source of observable market data.

of(StandardId, CreditDiscountFactors) - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Creates an instance.

of(StandardId, ZeroRateSensitivity) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Obtains an instance from ZeroRateSensitivity and StandardId.

of(StandardId, PortfolioItemType, ProductType, Set<Currency>, String) - Static method in class com.opengamma.strata.product.PortfolioItemSummary

Obtains an instance.

of(StandardId, LocalDate, double) - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

Obtains an instance.

of(StandardId, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.RecoveryRates

Obtains an instance from a curve.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of targets, columns and rules.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance from a set of targets, columns and rules.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of targets, columns and rules, resolving the targets.

of(Column...) - Static method in class com.opengamma.strata.report.ReportRequirements

Obtains an instance from the columns.

of(ColumnName, Measure) - Static method in class com.opengamma.strata.calc.ColumnHeader

Obtains an instance from the name and measure.

of(ColumnName, Measure, Currency) - Static method in class com.opengamma.strata.calc.ColumnHeader

Obtains an instance from the name, measure and currency.

of(MarketDataFilter<? extends T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns a mapping containing a single perturbation.

of(ObservableDataProvider, TimeSeriesProvider, MarketDataFunction<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Obtains an instance of the factory based on providers of market data and time-series.

of(ObservableDataProvider, TimeSeriesProvider, List<MarketDataFunction<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Obtains an instance of the factory based on providers of market data and time-series.

of(Measure) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure.

of(Measure) - Static method in class com.opengamma.strata.calc.ColumnName

Obtains an instance from the specified measure.

of(Measure, Currency) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency.

of(Measure, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency, defining additional parameters.

of(Measure, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining additional parameters.

of(Measure, String) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining the column name.

of(Measure, String, Currency) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency.

of(Measure, String, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency, defining the column name and parameters.

of(Measure, String, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining the column name and parameters.

of(CalculationFunction<?>...) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an instance from the specified functions.

of(CalculationFunctions, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions, reporting currency and additional parameters.

of(CalculationFunctions, ReportingCurrency, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions, reporting currency and additional parameters.

of(CalculationFunctions, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions to use and some additional parameters.

of(CalculationFunctions, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions to use and some additional parameters.

of(CalculationParameter...) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

Obtains an instance from the specified parameters.

of(DoubleArray) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Obtains an instance from the specified array of values.

of(DoubleArray) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray

Obtains an instance wrapping a set of quotes.

of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.

of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.

of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.

of(DoubleArray, DoubleArray, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from expiry times, delta values and volatilities.

of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.

of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.

of(DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Obtains an instance of the seasonality.

of(DoubleMatrix, List<DoubleMatrix>, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Creates an instance.

of(Decimal) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from a basis points value.

of(Decimal) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from a percentage value.

of(Decimal, int) - Static method in class com.opengamma.strata.collect.FixedScaleDecimal

Obtains an instance from a decimal and scale.

of(PropertySet) - Static method in class com.opengamma.strata.collect.io.PropertiesFile

Obtains an instance from a key-value property set.

of(FailureItem) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure for a single failure item.

of(FailureItem...) - Static method in class com.opengamma.strata.collect.result.FailureItems

Creates an instance from the list of failures.

of(FailureItem, FailureItem...) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure for multiple failure items.

of(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure from a reason and exception.

of(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure from a reason, message and exception.

of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure from a reason and message.

of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem

Obtains a failure from a reason and message.

of(FailureReason, Throwable) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure from a reason and throwable.

of(FailureReason, Throwable) - Static method in class com.opengamma.strata.collect.result.FailureItem

Obtains a failure from a reason and exception.

of(FailureReason, Throwable, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure from a reason, message and throwable.

of(FailureReason, Throwable, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem

Obtains a failure from a reason, throwable and message.

of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates the result of evaluating a token against an object.

of(MarketData) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

Obtains an instance which takes FX rates from the market data.

of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance containing a single market data ID.

of(MarketDataName<?>, int) - Static method in class com.opengamma.strata.market.param.ParameterSize

Obtains an instance, specifying the name and parameter count.

of(MarketDataName<?>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, currency and sensitivity.

of(MarketDataName<?>, Currency, Map<? extends ParameterMetadata, Double>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, currency and a map of metadata to sensitivity.

of(MarketDataName<?>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Obtains an instance from the market data name and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, metadata, currency and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.

of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Obtains an instance from the market data name, metadata, currency and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Obtains an instance from the market data name, metadata and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Obtains an instance from the market data name, metadata, sensitivity and parameter split.

of(MarketDataName<?>, List<? extends ParameterMetadata>, MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Obtains an instance from the market data names, metadatas, currency and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, List<Pair<MarketDataName<?>, List<? extends ParameterMetadata>>>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Obtains an instance from the market data names, metadatas, currency and sensitivity.

of(MarketData, ObservableSource) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.

of(MarketData, ObservableSource, Currency) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.

of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount) - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Returns a curve node for a term deposit.

of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount, Frequency) - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Returns a curve node for a standard fixed-Ibor swap.

of(ObservableSource) - Static method in class com.opengamma.strata.data.FxMatrixId

Obtains an instance representing an FX matrix, specifying the source.

of(ScenarioMarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Returns a scenario FX rate provider which takes its data from the provided market data.

of(ScenarioMarketData, ObservableSource) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Returns a scenario FX rate provider which takes its data from the provided market data.

of(PositionCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Obtains an instance that uses the specified resolver for additional information.

of(SensitivityCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader

Obtains an instance that uses the specified resolver for additional information.

of(SensitivityCsvInfoSupplier) - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvWriter

Obtains an instance that uses the specified supplier for additional information.

of(TradeCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Obtains an instance that uses the specified resolver for additional information.

of(TradeCsvInfoSupplier) - Static method in class com.opengamma.strata.loader.csv.TradeCsvWriter

Obtains an instance that uses the specified supplier for additional information.

of(FpmlPartySelector) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector.

of(FpmlPartySelector, FpmlTradeInfoParserPlugin) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector and trade info plugin.

of(FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector, trade info plugin and reference data.

of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector and plugins.

of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector and plugins.

of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a single cash flow.

of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.

of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.

of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.curve.CurveId

Obtains an instance used to obtain a curve by name.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.CurveId

Obtains an instance used to obtain a curve by name, specifying the source of observable market data.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Obtains an instance from the curve group name, curve name and source of observable market data.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Obtains an instance from the curve group, curve name and source of observable market data.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Obtains an instance from the curve group name, curve name and source of observable market data.

of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a curve group definition with the specified name and containing the specified entries.

of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>, Map<CurveName, SeasonalityDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a curve group definition with the specified name and containing the specified entries and seasonality.

of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a curve group containing the specified curves.

of(CurveGroupName, Map<Currency, CurveName>, Map<? extends Index, CurveName>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an instance based on a group of discount and forward curves.

of(CurveGroupName, Map<Pair<RepoGroup, Currency>, Curve>, Map<Pair<LegalEntityGroup, Currency>, Curve>) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a curve group containing the specified curves.

of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve

Creates a constant curve with a specific value.

of(CurveMetadata, double, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant nodal curve with metadata.

of(CurveMetadata, DoubleArray, DoubleArray, int, CurveInterpolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.curve.HybridNodalCurve

Create a new hybrid nodal curve.

of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Creates an interpolated curve with metadata.

of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Creates an interpolated curve with metadata.

of(CurveMetadata, DoubleArray, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, DoubleArray>) - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Obtains an instance.

of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve

Creates a constant curve with a specific value.

of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

Obtains an instance, specifying the name and parameter count.

of(CurveName, Currency, LocalDate, DayCount, List<? extends IsdaCreditCurveNode>, boolean, boolean) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Obtains an instance.

of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

Creates a curve as the sum of a fixed curve and a spread curve.

of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.CombinedCurve

Creates a curve as the sum of a base curve and a spread curve.

of(Curve, Curve, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CombinedCurve

Creates a curve as the sum of a base curve and a spread curve with a specified curve metadata.

of(Curve, Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters

Obtains an instance with shift from nodal curves and volatility function provider.

of(Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters

Obtains an instance without shift from nodal curves and volatility function provider.

of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Returns a curve based on an underlying curve with a parallel shift applied to the Y values.

of(CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Obtains an instance from the specified interpolators and extrapolators.

of(CurveInterpolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Obtains an instance from the specified interpolators and extrapolators.

of(CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Obtains an instance from the specified interpolators, using flat extrapolation.

of(LegalEntityCurveGroup, Map<LegalEntityId, RepoGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on a curve group and group map.

of(LegalEntityCurveGroup, Map<LegalEntityId, RepoGroup>, Map<LegalEntityId, LegalEntityGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on a curve group and group maps.

of(LegalEntityCurveGroup, Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<LegalEntityId, LegalEntityGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on a curve group and group maps.

of(NodalCurve, DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve

Obtains an instance of the curve.

of(NodalCurve, LocalDate, YearMonth, double, SeasonalityDefinition) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve

Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.

of(RatesCurveGroup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an instance based on a curve group.

of(RatesCurveGroupDefinition) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an instance based on a curve group definition.

of(RatesCurveGroupDefinition, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an instance based on a curve group definition.

of(QuoteId) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

Returns a key identifying the same market data as the quote key.

of(QuoteId, double) - Static method in class com.opengamma.strata.market.observable.Quote

Obtains an instance from the quote identifier and value.

of(CrossGammaParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(CrossGammaParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Obtains an instance from an array of sensitivity entries.

of(CurrencyParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Obtains an instance from an array of sensitivity entries.

of(ParameterizedData...) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Obtains an instance that can combine the specified underlying instances.

of(UnitParameterSensitivity) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Obtains an instance from an array of sensitivity entries.

of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from an array of sensitivity entries.

of(PointSensitivity...) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder with the specified sensitivities.

of(ShiftType, DoubleArray) - Static method in class com.opengamma.strata.market.GenericDoubleShifts

Creates an instance with zero spread.

of(ShiftType, DoubleArray, double) - Static method in class com.opengamma.strata.market.GenericDoubleShifts

Creates an instance with spread.

of(ShiftType, DoubleArray, CurrencyPair) - Static method in class com.opengamma.strata.market.FxRateShifts

Creates an instance.

of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface

Creates a constant surface with a specific value.

of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Creates an interpolated surface with metadata.

of(SurfaceMetadata, Surface, Function<DoublesPair, ValueDerivatives>) - Static method in class com.opengamma.strata.market.surface.DeformedSurface

Obtains an instance.

of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface

Creates a constant surface with a specific value.

of(Surface, Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Obtains an instance with shift from nodal surfaces and volatility function provider.

of(Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Obtains an instance without shift from nodal surfaces and volatility function provider.

of(ValueType, double) - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Obtains an instance specifying information about the x-value.

of(ValueType, double, ValueType, double) - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Obtains an instance specifying information about the x-value.

of(NewtonVectorRootFinder, CalibrationMeasures, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Obtains an instance specifying the measures to use.

of(CmsSabrExtrapolationParams) - Static method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Obtains an instance specifying the SABR extrapolation parameters.

of(FxOptionVolatilitiesSpecification) - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

Obtains an instance.

of(BondFutureVolatilitiesName) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

Obtains an identifier used to find bond future volatilities.

of(BondFutureVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Obtains an instance based on the security ID.

of(BondVolatilitiesName, double, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Obtains an instance from the specified elements.

of(IborCapletFloorletVolatilitiesName) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

Obtains an identifier used to find Ibor caplet/floorlet volatilities.

of(IborCapletFloorletVolatilitiesName, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Obtains an instance.

of(IborCapletFloorletVolatilitiesName, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Obtains an instance from the specified elements.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Obtains an instance with zero shift.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Obtains an instance with shift curve.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Obtains an instance with flat extrapolators.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Obtains an instance.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with time interpolator and strike interpolator.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with time interpolator, strike interpolator and shift curve.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with gird surface interpolator.

of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with gird surface interpolator and shift curve.

of(IborCapletFloorletVolatilitiesName, IborIndex, ZonedDateTime, SabrParameters) - Static method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Obtains an instance from the SABR model parameters and the date-time for which it is valid.

of(IborCapletFloorletVolatilitiesName, IborIndex, ZonedDateTime, SabrParameters) - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Obtains an instance from the SABR model parameters and the date-time for which it is valid.

of(VolatilityIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityCalibrator

Obtains an instance.

of(VolatilityIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator

Obtains an instance.

of(VolatilityIborCapFloorLegPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper

Creates an instance.

of(VolatilityIborCapFloorLegPricer, SabrIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator

Creates an instance.

of(VolatilityIborCapFloorLegPricer, SabrIborCapletFloorletPeriodPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper

Creates an instance.

of(RatesCurveCalibrator, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Obtains an instance, specifying market quotes measures to use and calibrator.

of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Obtains an instance based on discount factors and legal entity group.

of(DiscountFactors, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Obtains an instance based on discount factors and group.

of(FxOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

Obtains an identifier used to find FX option volatilities.

of(FxOptionVolatilitiesName, CurrencyPair, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Obtains an instance, specifying sensitivity currency.

of(FxOptionVolatilitiesName, CurrencyPair, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(FxOptionVolatilitiesName, CurrencyPair, ZonedDateTime, SmileDeltaTermStructure) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Obtains an instance based on a smile.

of(SmileDeltaParameters, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

Obtains an instance.

of(SabrInArrearsVolatilityFunction) - Static method in class com.opengamma.strata.pricer.capfloor.SabrOvernightInArrearsCapletFloorletPeriodPricer

Creates an instance.

of(IborFutureOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

Obtains an identifier used to find Ibor future option volatilities.

of(IborFutureOptionVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Obtains an instance.

of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.

of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Obtains an instance from Hull-White model parameters and the date-time for which it is valid.

of(SabrVolatilityFormula, DiscountingSwapProductPricer) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Obtains an instance from a SABR volatility function provider and a swap pricer.

of(SabrVolatilityFormula, DiscountingSwapProductPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Obtains an instance from a SABR volatility function provider and a swap pricer.

of(ImmutableRatesProvider, RatesCurveGroupDefinition, ReferenceData) - Static method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator

Obtains a generator from an existing provider and definition.

of(DiscountingSwapProductPricer) - Static method in class com.opengamma.strata.pricer.impl.cms.BlackFlatCmsPeriodPricer

Obtains the pricer.

of(DiscountingSwapProductPricer, double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Obtains the pricer.

of(SwaptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

Obtains an identifier used to find swaption volatilities.

of(SwaptionVolatilitiesName, double, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Obtains an instance from the specified elements.

of(SwaptionVolatilitiesName, double, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Obtains an instance from the specified elements.

of(SwaptionVolatilitiesName, FixedFloatSwapConvention, DayCount, SurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Obtains an instance from the name, convention, day count and tenors.

of(SwaptionVolatilitiesName, FixedFloatSwapConvention, ZonedDateTime, SabrInterestRateParameters) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Obtains an instance from the SABR model parameters and the date-time for which it is valid.

of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Obtains an instance from zero rate sensitivity and legal entity group.

of(ZeroRateSensitivity, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Obtains an instance from zero rate sensitivity and group.

of(AttributeType<T>, T) - Static method in interface com.opengamma.strata.product.Attributes

Obtains an instance with a single attribute.

of(AttributeType<T>, T) - Static method in interface com.opengamma.strata.product.PortfolioItemInfo

Obtains an instance with a single attribute.

of(AttributeType<T>, T) - Static method in class com.opengamma.strata.product.SimpleAttributes

Obtains an instance with a single attribute.

of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor

Obtains an instance from a cap/floor leg with no pay leg.

of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor

Obtains an instance from a cap/floor leg and a pay leg.

of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Obtains an instance from a cap/floor leg with no pay leg.

of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Obtains an instance from a cap/floor leg and a pay leg.

of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms

Obtains an instance from a CMS leg with no pay leg.

of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms

Obtains an instance from a CMS leg and a pay leg.

of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms

Obtains an instance from a CMS leg with no pay leg.

of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms

Obtains an instance from a CMS leg and a pay leg.

of(BuySell, StandardId, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.Cds

Creates an instance of a standardized CDS.

of(BuySell, StandardId, List<StandardId>, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.CdsIndex

Creates an instance of a standardized CDS index.

of(ExchangeId, EtdContractGroupCode) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId

Creates an instance from the exchange identifier and group code.

of(LongShort, ZonedDateTime, CurrencyPair, PutCall, double, double, LocalDate) - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Creates an equivalent FxVanillaOption using currency pair, option expiry, call/put flag, strike, base currency notional, and underlying payment date.

of(CdsIndexTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

Creates an instance.

of(CdsTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

Creates an instance.

of(AccrualStart, Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Obtains a template based on the specified tenor and convention.

of(CdsQuoteConvention, double) - Static method in class com.opengamma.strata.product.credit.CdsQuote

Creates an instance.

of(IborFixingDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template and rate key.

of(IborFixingDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key and spread.

of(IborFixingDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.

of(TermDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template and rate key.

of(TermDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key and spread.

of(TermDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.

of(EtdContractSpec, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Obtains an instance from a contract specification, expiry year-month and variant.

of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.

of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.

of(FraTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template and rate key.

of(FraTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key and spread.

of(FraTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.

of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap from two transactions.

of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Creates a ResolvedFxSwap from two legs.

of(FxSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys.

of(FxSwapTemplate, ObservableId, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys and label.

of(FxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Obtains FX single barrier option without rebate.

of(FxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Obtains FX single barrier option with rebate.

of(ResolvedFxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Obtains FX single barrier option without rebate.

of(ResolvedFxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Obtains FX single barrier option with rebate.

of(IborFutureTemplate, QuoteId) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template and rate key.

of(IborFutureTemplate, QuoteId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key and spread.

of(IborFutureTemplate, QuoteId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.

of(OvernightFutureTemplate, QuoteId) - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Obtains a curve node for an Overnight Future using the specified contract and rate key.

of(OvernightFutureTemplate, QuoteId, double) - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Obtains a curve node for an Overnight Future using the specified contract, rate key and spread.

of(OvernightFutureTemplate, QuoteId, double, String) - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Obtains a curve node for an Overnight Future using the specified contract, rate key, spread and label.

of(LegalEntityId, String, Country) - Static method in class com.opengamma.strata.product.SimpleLegalEntity

Obtains an instance.

of(BarrierType, KnockType, double) - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Obtains the continuous barrier with constant barrier level.

of(PortfolioItemInfo, CurveSensitivitiesType, CurrencyParameterSensitivities) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Obtains an instance from a single set of sensitivities.

of(PortfolioItemInfo, Map<CurveSensitivitiesType, CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Obtains an instance from a map of sensitivities.

of(ResolvedTrade, String) - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Obtains an instance specifying the trade and label.

of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo

Obtains an instance from the identifier, tick size and tick value.

of(SecurityId, BondFutureVolatilitiesId) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Obtains an instance based on a single mapping from security ID to volatility identifier.

of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo

Obtains an instance from the identifier and pricing info.

of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity

Obtains an instance from security information, tick size and tick value.

of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap

Creates a swap from one or more swap legs.

of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Obtains an instance from a swap leg and amount.

of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap

Creates a swap from one or more swap legs.

of(FixedFloatSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(FixedFloatSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(FixedFloatSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(FixedFloatSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(FixedIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.

of(FixedIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(FixedIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(FixedInflationSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a curve node for a Fixed-Inflation swap using the specified instrument template and rate key.

of(FixedInflationSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key and spread.

of(FixedInflationSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key, spread and label.

of(FixedOvernightSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.

of(FixedOvernightSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.

of(FixedOvernightSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.

of(IborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(IborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(IborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(OvernightIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template and rate.

of(OvernightIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(OvernightIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(ThreeLegBasisSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template and rate.

of(ThreeLegBasisSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.

of(ThreeLegBasisSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.

of(XCcyIborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(XCcyIborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(XCcyIborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Obtains an instance of an Ibor Fixing Deposit trade.

of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Obtains an instance of a resolved Ibor Fixing Deposit trade.

of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Obtains an instance of a resolved Term Deposit trade.

of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

Obtains an instance of a Term Deposit trade.

of(TradeInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade

Obtains an instance from trade information, security, quantity and price.

of(TradeInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade

Obtains an instance from trade information, security, quantity and price.

of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade

Obtains an instance of a FRA trade.

of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Obtains an instance of a resolved FRA trade.

of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

Obtains an instance of a Non-Deliverable Forward (NDF) trade.

of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

Obtains an instance of a foreign exchange trade.

of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

Obtains an instance of an FX swap trade.

of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.

of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Obtains an instance of a resolved single FX trade.

of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Obtains an instance of a resolved FX swap trade.

of(TradeInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade

Obtains an instance from trade information, security, quantity and price.

of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Obtains an instance of a Bullet Payment trade.

of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Obtains an instance of a resolved Bullet Payment trade.

of(TradeInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityTrade

Obtains an instance from trade information, identifier, quantity and price.

of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Obtains an instance of a resolved Swap trade.

of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade

Obtains an instance of a Swap trade.

of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Obtains an instance of a resolved Swaption trade.

of(TradeInfo, Swaption, AdjustablePayment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

Obtains an instance of a Swaption trade with an adjustable payment.

of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

Obtains an instance of a Swaption trade with a fixed payment.

of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

Obtains settings from category and formatter.

of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport

Returns a new trade report.

of(File) - Static method in class com.opengamma.strata.collect.io.FileByteSource

Creates an instance based on the underlying file.

of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile

Parses the specified reader as a CSV file, using a comma as the separator.

of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator

Parses the specified reader as a CSV file, using a comma as the separator.

of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile

Parses the specified reader as a CSV file where the separator is specified and might not be a comma.

of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator

Parses the specified reader as a CSV file where the separator is specified and might not be a comma.

of(Class<R>) - Static method in class com.opengamma.strata.collect.named.CombinedExtendedEnum

Obtains a combined extended enum instance.

of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum

Obtains an extended enum instance.

of(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames

Creates an instance deriving the formatted string from the enum constant name.

of(Class<T>, String) - Static method in interface com.opengamma.strata.collect.named.Named

Obtains an instance of the specified named type by name.

of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a list of CurrencyAmount objects.

of(String) - Static method in class com.opengamma.strata.basics.currency.Currency

Obtains an instance for the specified ISO-4217 three letter currency code.

of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars

Obtains an instance from the set of standard holiday calendars.

of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.Index

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.RateIndex

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.location.Country

Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.

of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.calc.ColumnName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.calc.ImmutableMeasure

Returns a measure with the specified name whose values will be automatically converted to the reporting currency.

of(String) - Static method in interface com.opengamma.strata.calc.Measure

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.calc.runner.CalculationParametersId

Obtains an instance used to obtain calculation parameters by name.

of(String) - Static method in class com.opengamma.strata.collect.Decimal

Obtains an instance from a String.

of(String) - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.collect.io.ByteSourceCodec

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a string locator.

of(String) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance.

of(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.data.FieldName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.data.ObservableSource

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.loader.csv.PositionCsvParserPlugin

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveName

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityGroup

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(String) - Static method in class com.opengamma.strata.market.curve.RepoGroup

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId

Obtains an identifier used to find legal entity information.

of(String) - Static method in class com.opengamma.strata.market.option.StrikeType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata

Obtains an instance specifying the label.

of(String) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.market.ShiftType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceInfoType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.ValueType

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.math.impl.interpolation.WeightingFunction

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

Obtains an identifier used to find bond future volatilities.

of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.pricer.bond.BondVolatilitiesName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

Obtains an identifier used to find Ibor caplet/floorlet volatilities.

of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.pricer.common.PriceType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.pricer.CompoundedRateType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

Obtains an identifier used to find FX option volatilities.

of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

Obtains an identifier used to find Ibor future option volatilities.

of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

Obtains an identifier used to find swaption volatilities.

of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.product.AttributeType

Obtains an instance from the specified name, which should be pre-registered.

of(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.common.BuySell

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.common.CapFloor

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.product.common.CcpId

Obtains an identifier for the CCP.

of(String) - Static method in class com.opengamma.strata.product.common.ExchangeId

Returns an identifier for the exchange.

of(String) - Static method in enum com.opengamma.strata.product.common.LongShort

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.common.PayReceive

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.common.PutCall

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.common.SettlementType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractCode

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupCode

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.etd.EtdType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.option.BarrierType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.option.KnockType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.product.ProductType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Obtains an instance from the specified name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

Obtains an instance from the specified name.

of(String, boolean) - Static method in class com.opengamma.strata.calc.ImmutableMeasure

Returns a measure with the specified name.

of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.

of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve

Creates a constant curve with a specific value.

of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface

Creates a constant surface with a specific value.

of(String, Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.

of(String, Currency, DayCount, Frequency, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Obtains a convention based on the specified parameters.

of(String, CalibrationMeasure<? extends ResolvedTrade>...) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Obtains an instance from a list of individual trade-specific measures.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, InflationRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

Obtains a calibrator for a specific type of trade.

of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

Obtains a calibrator for a specific type of trade.

of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

Obtains a calibrator for a specific type of trade.

of(String, String) - Static method in class com.opengamma.strata.basics.StandardId

Obtains an instance from a scheme and value.

of(String, String) - Static method in class com.opengamma.strata.market.curve.CurveId

Obtains an instance used to obtain a curve by name.

of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId

Obtains an instance from the exchange identifier and group code.

of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId

Obtains an instance from a scheme and value.

of(String, String) - Static method in class com.opengamma.strata.product.LegalEntityId

Obtains an instance from a scheme and value.

of(String, String) - Static method in class com.opengamma.strata.product.SecurityId

Obtains an instance from a scheme and value.

of(String, String, FloatingRateType) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Obtains an instance from the specified external name, index name and type.

of(String, String, FloatingRateType, int) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Obtains an instance from the specified external name, index name and type.

of(String, LocalTime, ZoneId, FixedFloatSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Obtains an instance from the specified name, time and template.

of(String, List<? extends CalibrationMeasure<? extends ResolvedTrade>>) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Obtains an instance from a list of individual trade-specific measures.

of(BigDecimal) - Static method in class com.opengamma.strata.collect.Decimal

Obtains an instance from a BigDecimal.

of(URI) - Static method in class com.opengamma.strata.collect.io.UriByteSource

Creates an instance based on the underlying URI.

of(URL) - Static method in class com.opengamma.strata.collect.io.UriByteSource

Creates an instance based on the underlying URL.

of(Path) - Static method in class com.opengamma.strata.collect.io.FileByteSource

Creates an instance based on a file path.

of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate

Obtains an instance with no business day adjustment.

of(LocalDate) - Static method in class com.opengamma.strata.market.curve.CurveNodeDate

Obtains an instance specifying a fixed date.

of(LocalDate) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Obtains an instance using the date.

of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo

Obtains an instance with the specified trade date.

of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Obtains a point from date and value.

of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains a time-series containing a single date and value.

of(LocalDate, double) - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

Obtains an instance from the settlement date and price.

of(LocalDate, double) - Static method in class com.opengamma.strata.product.TradedPrice

Obtains an instance from the trade date and price.

of(LocalDate, double, BondPaymentPeriod) - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

Obtains an instance from the settlement date, price and amount.

of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate

Obtains an instance with a business day adjustment.

of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Obtains an instance using the tenor.

of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Obtains an instance using the tenor, specifying the label.

of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep

Obtains an instance that applies at the specified date.

of(LocalDate, CashSwaptionSettlementMethod) - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

Obtains an instance from the settlement date and method.

of(LocalDate, String) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Obtains an instance using the date, specifying the label.

of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Obtains an instance from two dates.

of(LocalDate, LocalDate...) - Static method in class com.opengamma.strata.basics.date.AdjustableDates

Obtains an instance with no business day adjustment.

of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Obtains an instance based on a stub convention and end-of-month flag.

of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Obtains an instance based on roll and stub conventions.

of(LocalDate, LocalDate, Frequency, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStepSequence

Obtains an instance from the dates, frequency and change.

of(LocalDate, LocalDate, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

Obtains a template based on the specified dates and convention.

of(LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Obtains an instance.

of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Obtains an instance from the adjusted and unadjusted dates.

of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Obtains an instance using the year-month.

of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Obtains an instance using the year-month, specifying the label.

of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults

Obtains an instance from the valuation date, trades, columns and results.

of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results, CalculationFunctions, ReferenceData) - Static method in class com.opengamma.strata.report.ReportCalculationResults

Obtains an instance from the valuation date, trades, columns, results and reference data.

of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in class com.opengamma.strata.data.ImmutableMarketData

Obtains an instance from a valuation date and map of values.

of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in interface com.opengamma.strata.data.MarketData

Obtains an instance from a valuation date and map of values.

of(LocalDate, Map<? extends MarketDataId<?>, ?>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.MarketData

Obtains an instance from a valuation date, map of values and time-series.

of(LocalTime, ZoneId, LocalTime...) - Static method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Obtains an instance.

of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance from a Period.

of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance from a Period.

of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Deprecated.

Use IborFutureTemplate.of(SequenceDate, IborFutureContractSpec)

of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period.

of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Creates a template based on the specified period, tenor and convention.

of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(Period, Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Creates a template based on the specified period, tenor and convention.

of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified period and index.

of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Obtains a template based on the specified period and index.

of(Period, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Creates node metadata using period and strike.

of(Period, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Creates node using period, strike and label.

of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified periods and convention.

of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Obtains a template based on the specified period and convention.

of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Obtains a template based on the specified period and convention.

of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Obtains a template based on the specified periods and convention.

of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Obtains a template based on the specified periods and convention.

of(YearMonth, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Deprecated.

Use IborFutureTemplate.of(SequenceDate, IborFutureContractSpec)

of(ZonedDateTime, InterpolatedNodalSurface) - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(Collection<FailureItem>) - Static method in class com.opengamma.strata.collect.result.Failure

Obtains a failure for a non-empty collection of failure items.

of(Collection<T>, Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the keys and values are extracted from a collection by applying a function to each item in the collection.

of(Collection<V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the keys and values are taken from a collection.

of(Collection<V>, Function<? super V, ? extends K>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the values are taken from a collection and the keys are created by applying a function to each value.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a calculation runner capable of performing calculations, specifying the executor.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a calculation task runner capable of performing calculations, specifying the executor.

of(ExecutorService) - Static method in class com.opengamma.strata.collect.concurrent.CloseableExecutor

Returns a closeable executor that wraps a passed in executor.

of(ExecutorService, Duration) - Static method in class com.opengamma.strata.collect.concurrent.CloseableExecutor

Returns a closeable executor that wraps a passed in executor.

of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a success Result wrapping the value produced by the supplier.

of(List<? extends CalculationTarget>) - Static method in class com.opengamma.strata.basics.CalculationTargetList

Obtains an instance from a list of targets.

of(List<? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an instance from the specified functions.

of(List<? extends CalculationParameter>) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

Obtains an instance from the specified parameters.

of(List<? extends CrossGammaParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(List<? extends CurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(List<? extends ParameterizedData>) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Obtains an instance that can combine the specified underlying instances.

of(List<? extends UnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from a list of sensitivity entries.

of(List<? extends PointSensitivity>) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder with the specified sensitivities.

of(List<? extends SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap

Creates a swap from one or more swap legs.

of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Obtains an instance from the specified list of amounts.

of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance from the specified list of amounts.

of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Obtains an instance from the specified multi-currency amounts.

of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns an instance containing the values from the list of amounts.

of(List<Column>) - Static method in class com.opengamma.strata.report.ReportRequirements

Obtains an instance from the columns.

of(List<ColumnHeader>, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.Results

Obtains an instance containing the results of the calculation for each cell.

of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of tasks and columns.

of(List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.FailureItems

Creates an instance from the list of failures.

of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a list of cash flows.

of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Obtains an instance from the curve order and Jacobian matrix.

of(List<SmileDeltaParameters>, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from a set of smile descriptions.

of(List<SmileDeltaParameters>, DayCount, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Deprecated.

Use variant with correct interpolator/extrapolator order

of(List<SmileDeltaParameters>, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.

of(List<SmileDeltaParameters>, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.

of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

Creates an instance from the individual fixings.

of(List<SwaptionExerciseDate>, boolean) - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Obtains an instance.

of(List<Double>) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Obtains an instance from the specified list of values.

of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile

Obtains an instance from a list of headers and rows.

of(List<LocalDate>) - Static method in class com.opengamma.strata.basics.date.AdjustableDates

Obtains an instance with no business day adjustment.

of(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData

Obtains an instance of the raw data with error.

of(List<Period>, DoubleArray, ValueType, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData

Obtains an instance of the raw volatility.

of(List<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance from the specified list of values.

of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData

Obtains an instance from a map of reference data.

of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.ReferenceData

Obtains an instance from a map of reference data.

of(Map<? extends MarketDataId<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs

Returns a CurveInputs instance containing the specified market data.

of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Obtains an instance from a map of amounts.

of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns an instance containing the values from a map of amounts with the same number of elements in each array.

of(Map<Currency, CurveId>, Map<Index, CurveId>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an instance based on a map of discount and forward curve identifiers.

of(Map<Currency, CurveId>, Map<Index, CurveId>, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates.

of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a map of currency to amount.

of(Map<CurrencyPair, QuoteId>) - Static method in class com.opengamma.strata.measure.fx.FxRateConfig

Returns FX rate configuration built using the data in the map.

of(Map<CurrencyPair, FxOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Obtains an instance based on a map of volatility identifiers.

of(Map<Tenor, RawOptionData>) - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData

Obtains an instance of the raw volatility.

of(Map<IborIndex, IborCapletFloorletVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Obtains an instance based on a map of volatility identifiers.

of(Map<IborIndex, IborFutureOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Obtains an instance based on a map of volatility identifiers.

of(Map<RateIndex, SwaptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Obtains an instance based on a map of volatility identifiers.

of(Map<StandardId, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

Obtains an instance from the specified parameters.

of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Obtains an instance based on a maps for credit, discount and recovery rate curves.

of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Obtains an instance based on a maps for credit, discount and recovery rate curves.

of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap

Creates an instance from a populated map.

of(Map<IborCapletFloorletPeriod, CurrencyAmount>) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Obtains an instance of currency amounts.

of(Map<IborCapletFloorletPeriod, Double>) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Obtains an instance of double amounts.

of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on maps for repo curves.

of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on maps for repo curves.

of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on a maps for repo and issuer curves.

of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on a maps for repo and issuer curves.

of(Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on a maps for repo and issuer curves.

of(Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains an instance based on a maps for repo and issuer curves.

of(Map<SecurityId, BondFutureVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Obtains an instance based on a map of volatility identifiers.

of(Map<Class<?>, ? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an instance from the specified functions.

of(Map<Class<?>, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

Obtains an instance from the specified parameters.

of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile

Obtains an instance, specifying the map of section to properties.

of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an instance from a map.

of(Map<K, V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream over the entries in the map.

of(DoubleStream) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with entries filled from a stream.

of(IntStream) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance with entries filled from a stream.

of(LongStream) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance with entries filled from a stream.

of(Stream<T>, Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the keys and values are extracted from a stream by applying a function to each item in the stream.

of(Stream<V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the keys and values are taken from a stream.

of(Stream<V>, Function<? super V, ? extends K>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the values are taken from a stream and the keys are created by applying a function to each value.

of(T...) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance from the specified array of values.

of(T, FailureItem...) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Creates an instance wrapping the success value and failures.

of(T, Collection<FailureItem>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Creates an instance wrapping the success value and failures.

of(T, Supplier<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Creates an instance using a supplier.

of(T, List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Creates an instance wrapping the success value and failures.

of3Char(String) - Static method in class com.opengamma.strata.basics.location.Country

Obtains an instance from the specified ISO-3166-1 alpha-3 three letter country code dynamically creating a country if necessary.

ofAmerican(LocalDate, LocalDate, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise

Obtains an instance for an American swaption.

ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

ofBackwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Obtains an instance of the finite difference calculator using backward differencing.

ofBermudan(AdjustableDates, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise

Obtains an instance for a Bermudan swaption.

ofBermudan(LocalDate, LocalDate, BusinessDayAdjustment, Frequency, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise

Obtains an instance for a Bermudan swaption where the dates are calculated.

ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData

Obtains an instance of the raw data with error for shifted Black (log-normal) volatility.

ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData

Obtains an instance of the raw volatility for shifted Black (log-normal) volatility.

ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount

Obtains an instance of the 'Bus/252' day count based on a specific calendar.

ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of business days.

ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of business days.

ofBuy(boolean) - Static method in enum com.opengamma.strata.product.common.BuySell

Converts a boolean "is buy" flag to the enum value.

ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of calendar days.

ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of calendar days.

ofCentralDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Obtains an instance of the finite difference calculator using central differencing.

ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with children and no attributes.

ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with children and attributes.

ofClasspath(Class<?>, String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource locator for a classpath resource which is associated with a class.

ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a fully qualified resource name.

ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a URL.

ofContent(byte[]) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a text variable, specified as a byte array.

ofContent(byte[], Charset) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a text variable, specified as a byte array.

ofContent(String) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a text variable, specified as a String object.

ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with content and no attributes.

ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with content and attributes.

ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo

Obtains an instance from the currency.

ofCurves(RatesCurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Creates a curve group using a curve group definition and some existing curves.

ofCurves(RatesCurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Creates a curve group using a curve group definition and a list of existing curves.

ofDaily(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant

The standard daily ETD.

ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the day-of-month.

ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the day-of-week.

ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of days.

ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of days.

ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance that rounds to the specified number of decimal places.

ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying an amount to add to the base value.

ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying a multiplication factor, adding it to the base value.

ofEuropean(AdjustableDate, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise

Obtains an instance for a European swaption.

ofFile(File) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a file object, specified as a File.

ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a File.

ofFile(File, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a file object, specified as a File.

ofFileName(String) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a file name, specified as a String.

ofFileName(String, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a file name, specified as a String.

ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed beta and nonzero shift.

ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with constant beta and shift.

ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed beta, nonzero shift and initial values.

ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed beta and zero shift.

ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with zero shift and constant beta.

ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed beta, zero shift and initial values.

ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Obtains an instance with a single fixed rate.

ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Obtains an instance with a single fixed rate.

ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed rho and nonzero shift.

ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with constant beta and shift.

ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed rho, nonzero shift and initial values.

ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed rho and zero shift.

ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Obtains an instance with zero shift and constant beta.

ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Obtains an instance with fixed rho, zero shift and initial values.

ofFlexFuture(int, EtdSettlementType) - Static method in class com.opengamma.strata.product.etd.EtdVariant

The flex future.

ofFlexOption(int, EtdSettlementType, EtdOptionType) - Static method in class com.opengamma.strata.product.etd.EtdVariant

The flex option.

ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.

ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.

ofForwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Obtains an instance of the finite difference calculator using forward differencing.

ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Creates a ResolvedFxSwap using forward points.

ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap using decimal forward points.

ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap using decimal forward points, specifying a date adjustment.

ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance from the number of decimal places and fraction.

ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Obtains an instance with linear interpolation of two floating rates.

ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Obtains an instance with a single floating rate.

ofId(MarketDataId<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Obtains a filter that matches the specified identifier.

ofIdType(Class<? extends MarketDataId<T>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Obtains a filter that matches any value with the specified identifier type.

ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Obtains an instance with a known amount of interest.

ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Obtains an instance with a known amount of interest.

ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.

ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period using the last business day of month convention.

ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.

ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period using the last day of month convention.

ofLeastSquare(IborCapletFloorletVolatilities, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

Obtains an instance of least square result.

ofLocalizedNumber(Locale) - Static method in class com.opengamma.strata.collect.NumberFormatter

Obtains a number formatter for general-purpose use in the specified locale.

ofLong(boolean) - Static method in enum com.opengamma.strata.product.common.LongShort

Converts a boolean "is long" flag to the enum value.

ofLongShort(EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition

Obtains an instance from the security, long quantity and short quantity.

ofLongShort(EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition

Obtains an instance from the security, long quantity and short quantity.

ofLongShort(GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition

Obtains an instance from the security, long quantity and short quantity.

ofLongShort(PositionInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillPosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, BondFutureOption, double, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, BondFuture, double, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, CapitalIndexedBond, double, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, FixedCouponBond, double, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, Dsf, double, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition

Obtains an instance from position information, security, long quantity and short quantity.

ofLongShort(PositionInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition

Obtains an instance from position information, security, long quantity and short quantity.

ofLongShort(PositionInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition

Obtains an instance from position information, security, long quantity and short quantity.

ofLongShort(PositionInfo, IborFutureOption, double, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, IborFuture, double, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, OvernightFuture, double, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition

Obtains an instance from position information, product, long quantity and short quantity.

ofLongShort(PositionInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition

Obtains an instance from position information, security identifier, long quantity and short quantity.

ofLongShort(SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition

Obtains an instance from the security identifier, long quantity and short quantity.

ofManualToString(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames

Creates an instance where the toString method is written manually.

ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMatrix() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses an FX matrix.

ofMatrix(FxMatrixId) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses an FX matrix.

ofMonthly() - Static method in class com.opengamma.strata.product.etd.EtdVariant

The standard monthly ETD.

ofMonthly(EtdSettlementType) - Static method in class com.opengamma.strata.product.etd.EtdVariant

The monthly ETD with specific settlement type.

ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of months.

ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of months.

ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying a multiplication factor to apply to the base value.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a standard multi-threaded calculation runner capable of performing calculations.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a standard multi-threaded calculation task runner capable of performing calculations.

ofName(MarketDataName<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Obtains a filter that matches the specified name.

ofNet(EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition

Obtains an instance from the security and net quantity.

ofNet(EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition

Obtains an instance from the security and net quantity.

ofNet(GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition

Obtains an instance from the security and net quantity.

ofNet(PositionInfo, Bill, double) - Static method in class com.opengamma.strata.product.bond.BillPosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, BondFutureOption, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, BondFuture, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, CapitalIndexedBond, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, FixedCouponBond, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, Dsf, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition

Obtains an instance from position information, security and net quantity.

ofNet(PositionInfo, EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition

Obtains an instance from position information, security and net quantity.

ofNet(PositionInfo, GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition

Obtains an instance from position information, security and net quantity.

ofNet(PositionInfo, IborFutureOption, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, IborFuture, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, OvernightFuture, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition

Obtains an instance from position information, product and net quantity.

ofNet(PositionInfo, SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition

Obtains an instance from position information, security identifier and net quantity.

ofNet(SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition

Obtains an instance from the security identifier and net quantity.

ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result

Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.

ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.

ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Obtains an instance from a Pair.

ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

Obtains an instance from a Pair.

ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Obtains an instance from a Pair.

ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Obtains an instance from a Pair.

ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Obtains an instance from a Pair.

ofParSpread(CdsTemplate, ObservableId, StandardId) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a curve node with par spread convention.

ofParSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a curve node with par spread convention.

ofPath(Path) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a file path, specified as a Path.

ofPath(Path) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a Path.

ofPath(Path, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a file path, specified as a Path.

ofPattern(String, Locale) - Static method in class com.opengamma.strata.collect.NumberFormatter

Obtains a formatter based on a pattern in the specified locale.

ofPay(boolean) - Static method in enum com.opengamma.strata.product.common.PayReceive

Converts a boolean "is pay" flag to the enum value.

ofPay(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount to be paid where the date is adjustable.

ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount to be paid where the date is fixed.

ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount to be paid.

ofPercentage(boolean, int, int) - Static method in class com.opengamma.strata.collect.NumberFormatter

Obtains a formatter for decimal percentages configured by grouping and decimal places.

ofPeriod(OvernightIndexObservation, LocalDate, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Obtains an instance for a period observation of the index from the observation and sensitivity value.

ofPeriod(OvernightIndexObservation, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.

ofPointsUpfront(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a curve node with points upfront convention.

ofPointsUpfront(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a curve node with points upfront convention.

ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.

ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.

ofPrice(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade

Generates a Bill trade instance from the price.

ofPut(boolean) - Static method in enum com.opengamma.strata.product.common.PutCall

Converts a boolean "is put" flag to the enum value.

ofQuotedSpread(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a curve node with quoted spread convention.

ofQuotedSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a curve node with quoted spread convention.

ofRates() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains the standard instance.

ofRates(Currency) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses triangulation on the specified currency.

ofRates(Currency, ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses triangulation on the specified currency.

ofRates(ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains the standard instance.

ofReceive(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount to be received where the date is adjustable.

ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment

Obtains an instance representing an amount to be received where the date is fixed.

ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount to be received.

ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance that replaces the base value.

ofRootFind(IborCapletFloorletVolatilities) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

Obtains an instance of root-finding result.

ofScaled(long, int) - Static method in class com.opengamma.strata.collect.Decimal

Obtains an instance from an unscaled value and a scale.

ofScenarioValue(ScenarioArray<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(T...) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofSignedAmount(double) - Static method in enum com.opengamma.strata.product.common.PayReceive

Converts a signed amount to the enum value.

ofSingleValue(int, T) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance from a single value where the value applies to all scenarios.

ofSingleValue(T) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a single market data value that is used in all scenarios.

ofSpot(Tenor) - Static method in class com.opengamma.strata.basics.date.MarketTenor

Obtains an instance from a Tenor with spot implied.

ofSpotDays(int) - Static method in class com.opengamma.strata.basics.date.MarketTenor

Obtains an instance from a number of days from spot.

ofSpotMonths(int) - Static method in class com.opengamma.strata.basics.date.MarketTenor

Obtains an instance from a number of months from spot.

ofSpotYears(int) - Static method in class com.opengamma.strata.basics.date.MarketTenor

Obtains an instance from a number of years from spot.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness from the strike and forward.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness from the strike and forward.

ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule

Obtains a 'Term' instance based on a single period.

ofUnsafe(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance, not copying the array.

ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by wrapping an array.

ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance by wrapping a double[][].

ofUnsafe(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance by wrapping an array.

ofUnsafe(long[]) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance by wrapping an array.

ofUnsorted(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Creates an interpolated surface with metadata, where the values are not sorted.

ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from a URL, specified as a URL object.

ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a URL.

ofUrl(URL, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources

Obtains an instance of CharSource from an URL, specified as a URL object.

ofUtf8(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from a string using UTF-8.

ofWeekly(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant

The standard weekly ETD.

ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of weeks.

ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of weeks.

ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of years.

ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of years.

ofYield(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade

Generates a Bill trade instance where the price is computed from the traded yield.

OG - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Label for OpenGamma matrix algebra

OG_ALGEBRA - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

OGMatrixAlgebra

OG_COUNTERPARTY - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used for counterparties.

OG_ETD_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used to identify ETDs in market data.

OG_PORTFOLIO - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used for portfolios.

OG_POSITION_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used for position identifiers.

OG_SECURITY_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used for securities.

OG_SENSITIVITY_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used for portfolio sensitivity identifiers.

OG_TICKER_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used to identify values in market data.

OG_TRADE_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The OpenGamma scheme used for trade identifiers.

OGMatrixAlgebra - Class in com.opengamma.strata.math.impl.matrix

A minimal implementation of matrix algebra.

OGMatrixAlgebra() - Constructor for class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

OMR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'OMR' - Omani Rial.

ON - Static variable in class com.opengamma.strata.basics.date.MarketTenor

A tenor code for Overnight, meaning from today to tomorrow.

onClose(Runnable) - Method in class com.opengamma.strata.collect.MapStream

ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '1/1' day count, which always returns a day count of 1.

openBufferedStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Opens a list entry to be populated.

openStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

openStream() - Method in class com.opengamma.strata.collect.io.FileByteSource

openStream() - Method in class com.opengamma.strata.collect.io.StringCharSource

openStream() - Method in class com.opengamma.strata.collect.io.UriByteSource

opposite() - Method in enum com.opengamma.strata.product.common.BuySell

Supplies the opposite of this value.

opposite() - Method in enum com.opengamma.strata.product.common.CapFloor

Supplies the opposite of this value.

opposite() - Method in enum com.opengamma.strata.product.common.LongShort

Supplies the opposite of this value.

opposite() - Method in enum com.opengamma.strata.product.common.PayReceive

Supplies the opposite of this value.

opposite() - Method in enum com.opengamma.strata.product.common.PutCall

Supplies the opposite of this value.

OPRA_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for OPRA option codes.

option(SplitEtdOption) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the additional information if the ID is an option.

OPTION - com.opengamma.strata.product.etd.EtdType

An option.

OptionFunction - Interface in com.opengamma.strata.pricer.impl.tree

Option function interface used in trinomial tree option pricing.

optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils

Creates an identifier for an ETD option instrument.

optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils

Creates an identifier for an ETD option instrument.

optionPrice(OptionFunction, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.impl.tree.TrinomialTree

Price an option under the specified trinomial tree gird.

optionPrice(OptionFunction, LatticeSpecification, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.tree.TrinomialTree

Price an option under the specified trinomial lattice.

optionPriceAdjoint(OptionFunction, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.impl.tree.TrinomialTree

Compute option price and delta under the specified trinomial tree gird.

OPTIONS - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for the options that were valid.

or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that returns true if either predicates returns true.

or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that returns true if either predicates returns true.

or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that returns true if either predicates returns true.

or(TriPredicate<? super T, ? super U, ? super V>) - Method in interface com.opengamma.strata.collect.function.TriPredicate

Returns a new predicate that returns true if either predicates returns true.

order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the order property.

order() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the order property.

orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Obtains an ordered list of resource locators.

OrdinaryLeastSquaresRegression - Class in com.opengamma.strata.math.impl.regression

OrdinaryLeastSquaresRegression() - Constructor for class com.opengamma.strata.math.impl.regression.OrdinaryLeastSquaresRegression

ORIGINAL_ISDA - com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

The formula in v1.8.1 and below.

originalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

The meta-property for the originalSurface property.

originalSurface(Surface) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

Sets the original surface.

OrthogonalPolynomialFunctionGenerator - Class in com.opengamma.strata.math.impl.function.special

OrthogonalPolynomialFunctionGenerator() - Constructor for class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

OrthonormalHermitePolynomialFunction - Class in com.opengamma.strata.math.impl.function.special

OrthonormalHermitePolynomialFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunction

other(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Finds the other currency in the pair.

OTHER - com.opengamma.strata.basics.index.FloatingRateType

A floating rate index of another type.

OTHER - com.opengamma.strata.collect.result.FailureReason

Failure occurred for some other reason.

OTHER - com.opengamma.strata.product.PortfolioItemType

Any other kind of portfolio item.

OTHER - com.opengamma.strata.product.swap.SwapLegType

A swap leg that is not based on a Fixed, Ibor, Overnight or Inflation rate.

OTHER - Static variable in class com.opengamma.strata.product.ProductType

Another kind of product, details not known.

outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the outputCurrencies property.

outputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the outputCurrencies property.

outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the outputCurrencies property in the builder from an array of objects.

outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the currencies used in the calculation results.

OVERNIGHT - com.opengamma.strata.product.swap.SwapLegType

A floating rate swap leg based on an Overnight index.

OVERNIGHT_AVERAGED - com.opengamma.strata.basics.index.FloatingRateType

A floating rate index that is based on an Overnight index with averaging.

OVERNIGHT_COMPOUNDED - com.opengamma.strata.basics.index.FloatingRateType

A floating rate index that is based on an Overnight index with compounding.

OVERNIGHT_COMPOUNDED_ANNUAL_RATE - com.opengamma.strata.product.swap.FixedAccrualMethod

Defines overnight compounding using an annual rate.

OVERNIGHT_COMPOUNDED_ANNUAL_RATE - com.opengamma.strata.product.swap.OvernightAccrualMethod

Defines overnight compounding using an annual rate.

OVERNIGHT_FUTURE - Static variable in class com.opengamma.strata.product.ProductType

A OvernightFuture.

OVERNIGHT_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

The measure for ResolvedOvernightFutureTrade using price discounting.

OVERNIGHT_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedOvernightFutureTrade using par spread discounting.

OVERNIGHT_FUTURE_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

The calibrator for OvernightFutureTrade using present value discounting.

OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap

The method of accruing interest based on an Overnight index.

OvernightAveragedDailyRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of an averaged daily rate for a single Overnight index.

OvernightAveragedDailyRateComputation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightAveragedDailyRateComputation.

OvernightAveragedDailyRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightAveragedDailyRateComputation.

OvernightAveragedRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of a rate from a single Overnight index that is averaged daily.

OvernightAveragedRateComputation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightAveragedRateComputation.

OvernightAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightAveragedRateComputation.

OvernightCompoundedAnnualRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.

OvernightCompoundedAnnualRateComputation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightCompoundedAnnualRateComputation.

OvernightCompoundedAnnualRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightCompoundedAnnualRateComputation.

OvernightCompoundedRateComputation - Class in com.opengamma.strata.product.rate

Defines the computation of a rate from a single Overnight index that is compounded daily.

OvernightCompoundedRateComputation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightCompoundedRateComputation.

OvernightCompoundedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightCompoundedRateComputation.

OvernightFuture - Class in com.opengamma.strata.product.index

A futures contract based on an Overnight index.

OvernightFuture.Builder - Class in com.opengamma.strata.product.index

The bean-builder for OvernightFuture.

OvernightFuture.Meta - Class in com.opengamma.strata.product.index

The meta-bean for OvernightFuture.

OvernightFutureContractSpec - Interface in com.opengamma.strata.product.index.type

A contract specification for exchange traded Overnight Futures.

OvernightFutureContractSpecs - Class in com.opengamma.strata.product.index.type

Commonly traded Overnight future contract specifications.

OvernightFutureCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Overnight Future.

OvernightFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for OvernightFutureCurveNode.

OvernightFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for OvernightFutureCurveNode.

OvernightFuturePosition - Class in com.opengamma.strata.product.index

A futures contract based on an Overnight index.

OvernightFuturePosition.Builder - Class in com.opengamma.strata.product.index

The bean-builder for OvernightFuturePosition.

OvernightFuturePosition.Meta - Class in com.opengamma.strata.product.index

The meta-bean for OvernightFuturePosition.

OvernightFutureSecurity - Class in com.opengamma.strata.product.index

A security representing a futures contract based on an Overnight rate index.

OvernightFutureSecurity.Builder - Class in com.opengamma.strata.product.index

The bean-builder for OvernightFutureSecurity.

OvernightFutureSecurity.Meta - Class in com.opengamma.strata.product.index

The meta-bean for OvernightFutureSecurity.

OvernightFutureTemplate - Class in com.opengamma.strata.product.index.type

A template for creating an Overnight Future trade.

OvernightFutureTrade - Class in com.opengamma.strata.product.index

A trade representing a futures contract based on an Overnight index.

OvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for OvernightFutureTrade.

OvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for OvernightFutureTrade.

OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>> - Class in com.opengamma.strata.measure.index

Perform calculations on a single OvernightFutureTrade for each of a set of scenarios.

OvernightFutureTradeCalculationFunction(Class<T>) - Constructor for class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

Creates an instance.

OvernightFutureTradeCalculations - Class in com.opengamma.strata.measure.index

Calculates pricing and risk measures for trades in a futures contract based on an Overnight rate index.

OvernightFutureTradeCalculations(DiscountingOvernightFutureTradePricer) - Constructor for class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Creates an instance.

OvernightIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Overnight-Ibor swap trades.

OvernightIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Overnight swap conventions.

OvernightIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Overnight-Ibor interest rate swap.

OvernightIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for OvernightIborSwapCurveNode.

OvernightIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for OvernightIborSwapCurveNode.

OvernightIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Overnight-Ibor swap trades.

OvernightIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for OvernightIborSwapTemplate.

OvernightIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for OvernightIborSwapTemplate.

OvernightInArrearsCapletFloorletBinaryPeriod - Class in com.opengamma.strata.product.capfloor

A period over which an binary caplet/floorlet on overnight composition in-arrears is paid.

OvernightInArrearsCapletFloorletBinaryPeriod.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for OvernightInArrearsCapletFloorletBinaryPeriod.

OvernightInArrearsCapletFloorletBinaryPeriod.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for OvernightInArrearsCapletFloorletBinaryPeriod.

OvernightInArrearsCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor

A period over which an caplet/floorlet on overnight composition in-arrears is paid.

OvernightInArrearsCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for OvernightInArrearsCapletFloorletPeriod.

OvernightInArrearsCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for OvernightInArrearsCapletFloorletPeriod.

OvernightIndex - Interface in com.opengamma.strata.basics.index

An Overnight index, such as Sonia or Eonia.

overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Overnight index forward curve to the provider.

overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Overnight index forward curve to the provider with associated time-series.

OvernightIndexObservation - Class in com.opengamma.strata.basics.index

Information about a single observation of an Overnight index.

OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for OvernightIndexObservation.

OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for OvernightIndexObservation.

overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an Overnight index.

OvernightIndexRates - Interface in com.opengamma.strata.pricer.rate

Provides access to rates for an Overnight index.

OvernightIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard Overnight rate indices.

overnightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

The meta-property for the overnightLeg property.

overnightLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

Sets the market convention of the floating leg.

overnightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the overnightRate property.

overnightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the overnightRate property.

overnightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the overnightRate property.

overnightRate(OvernightCompoundedRateComputation) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the rate to be observed.

overnightRate(OvernightCompoundedRateComputation) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the rate to be observed.

overnightRate(OvernightRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the Overnight rate observation.

OvernightRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a floating rate swap leg based on an Overnight index.

OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for OvernightRateCalculation.

OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for OvernightRateCalculation.

OvernightRateComputation - Interface in com.opengamma.strata.product.rate

Defines the computation of a rate from a single Overnight index.

OvernightRateSensitivity - Class in com.opengamma.strata.pricer.rate

Point sensitivity to a rate from an Overnight index curve.

OvernightRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for OvernightRateSensitivity.

OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Overnight index.

OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for OvernightRateSwapLegConvention.

OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for OvernightRateSwapLegConvention.

OVERRIDE_START_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

OVERRIDE_START_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

OVERRIDE_START_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

overrideParseTrade(String, CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses any kind of trade from CSV before standard matching.

overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the overrideStartDate property.

overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional start date of the first schedule period, overriding normal schedule generation.

overrideWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet

Overrides this property set with another.

overrideWith(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.PortfolioItemInfo

Overrides attributes of this info with another.

overrideWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.PositionInfo

overrideWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.TradeInfo

P

P0 - Static variable in class com.opengamma.strata.math.impl.cern.Probability

COEFFICIENTS FOR METHOD normalInverse() *

P1 - Static variable in class com.opengamma.strata.math.impl.cern.Probability

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 12 months (1 year).

P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 13 weeks (91 days).

P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of one day.

P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 1 month.

P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 1 week (7 days).

P2 - Static variable in class com.opengamma.strata.math.impl.cern.Probability

P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 26 weeks (182 days).

P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 2 months.

P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 2 weeks (14 days).

P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 3 months.

P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 4 months.

P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 4 weeks (28 days).

P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 52 weeks (364 days).

P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 6 months.

pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

The meta-property for the pair property.

pair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

The meta-property for the pair property.

Pair<A,B> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of two elements.

Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple

The meta-bean for Pair.

pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.

pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing pairs.

PAR_RATE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the par rate of the calculation target.

PAR_SPREAD - com.opengamma.strata.product.credit.type.CdsQuoteConvention

Par spread.

PAR_SPREAD - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the par spread of the calculation target.

PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures

The par spread instance, which is the default used in curve calibration.

PAR_YIELD - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

The par yield curve method.

ParabolicMinimumBracketer - Class in com.opengamma.strata.math.impl.minimization

ParabolicMinimumBracketer() - Constructor for class com.opengamma.strata.math.impl.minimization.ParabolicMinimumBracketer

parallel() - Method in class com.opengamma.strata.collect.MapStream

parallelCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes parallel CS01 for CDS index using a single credit curve.

parallelCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes parallel CS01 for CDS index using a single credit curve.

parallelCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes parallel CS01 for CDS.

parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator

parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator

parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes parallel CS01 for CDS.

parallelSensitivity(CurrencyParameterSensitivities, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator

Calculates the raw data sensitivities from SABR parameter sensitivity.

ParallelShiftedCurve - Class in com.opengamma.strata.market.curve

A curve with a parallel shift applied to its y-values.

ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ParallelShiftedCurve.

parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the parameterCount property.

parameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

The meta-property for the parameterCount property.

parameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the parameterCurveNodes property.

parameterCurveNodes(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the parameterCurveNodes property in the builder from an array of objects.

parameterCurveNodes(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the nodes of SABR parameter curves.

ParameterizedCurve - Class in com.opengamma.strata.math.impl.function

A parameterised curve that gives the both the curve (the function y=f(x) where x and y are scalars) and the curve sensitivity (dy/dp where p is one of the parameters) for given parameters.

ParameterizedCurve() - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedCurve

ParameterizedCurveVectorFunction - Class in com.opengamma.strata.math.impl.function

This is simply a VectorFunction backed by a ParameterizedCurve.

ParameterizedCurveVectorFunction(double[], ParameterizedCurve) - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

Creates an instance with a sampled (parameterised) curve.

ParameterizedCurveVectorFunctionProvider - Class in com.opengamma.strata.math.impl.function

A provider of a ParameterizedCurveVectorFunction.

ParameterizedCurveVectorFunctionProvider(ParameterizedCurve) - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunctionProvider

Creates an instance backed by a ParameterizedCurve.

ParameterizedData - Interface in com.opengamma.strata.market.param

An abstraction of market data in terms of a number of arbitrary double parameters.

ParameterizedDataCombiner - Class in com.opengamma.strata.market.param

Helper that can be used to combine two or more underlying instances of ParameterizedData.

ParameterizedFunction<S,T,U> - Class in com.opengamma.strata.math.impl.function

This class defines a 1-D function that takes both its argument and parameters inputs into the ParameterizedFunction.evaluate(S, T) method.

ParameterizedFunction() - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedFunction

ParameterizedFunctionalCurve - Class in com.opengamma.strata.market.curve

A curve based on a parameterized function.

ParameterizedFunctionalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for ParameterizedFunctionalCurve.

ParameterizedFunctionalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ParameterizedFunctionalCurve.

ParameterizedFunctionalCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a parameterized functional curve.

ParameterizedFunctionalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for ParameterizedFunctionalCurveDefinition.

ParameterizedFunctionalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ParameterizedFunctionalCurveDefinition.

ParameterizedSurface - Class in com.opengamma.strata.math.impl.function

A parameterised surface that gives the both the surface (the function z=f(xy) where xy is a 2D point and z is a scalar) and the surface sensitivity (dz/dp where p is one of the parameters) for given parameters.

ParameterizedSurface() - Constructor for class com.opengamma.strata.math.impl.function.ParameterizedSurface

ParameterLimitsTransform - Interface in com.opengamma.strata.math.impl.minimization

Interface for objects containing functions that can transform constrained model parameters into unconstrained fitting parameters and vice versa.

ParameterLimitsTransform.LimitType - Enum in com.opengamma.strata.math.impl.minimization

Types of the limits.

parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

The meta-property for the parameterMetadata property.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the parameter metadata of the curve, defaulted to empty metadata instances.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the list of parameter metadata.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the parameter-level metadata.

ParameterMetadata - Interface in com.opengamma.strata.market.param

Information about a single parameter.

ParameterPerturbation - Interface in com.opengamma.strata.market.param

A function interface that allows a single parameter to be perturbed.

parameters() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the parameters property.

parameters(CalculationParameters) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the calculation parameters that apply to this column, used to control the how the calculation is performed.

parameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the array of parameters for the curve function.

parameters(SabrInterestRateParameters) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the SABR model parameters.

parameters(SabrParameters) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the SABR model parameters.

parameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

parameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Computes the sensitivity of the y-value with respect to the curve parameters.

parameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator

Computes the sensitivity of the x-y-value with respect to the surface parameters.

parameterSensitivity(double, double, DoubleArray) - Method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Computes the sensitivity of the Smith-Wilson curve function to weights parameters at a x value.

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Computes the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Computes the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Computes the parameter sensitivity.

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the parameter sensitivity.

parameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

parameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

parameterSensitivity(CreditCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

parameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

parameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

parameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

parameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

parameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

parameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

parameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

parameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the parameter sensitivity from the point sensitivity.

parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

ParameterSize - Class in com.opengamma.strata.market.param

The market data name and the associated number of parameters.

ParameterSize.Meta - Class in com.opengamma.strata.market.param

The meta-bean for ParameterSize.

parameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the parameterSplit property.

parameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the parameterSplit property.

parameterSplit(ParameterSize...) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the parameterSplit property in the builder from an array of objects.

parameterSplit(List<ParameterSize>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the split of parameters between the underlying parameterized data.

parRate(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates par rate across one or more scenarios.

parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates par rate for a single set of market data.

parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par rate of the FRA product.

parRate(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates par rate across one or more scenarios.

parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates par rate for a single set of market data.

parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the par rate of the FRA trade.

parRate(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the par rate of the Ibor future product.

parRate(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the par rate for swaps with a fixed leg.

parRate(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates par rate across one or more scenarios.

parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates par rate for a single set of market data.

parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the par rate of the swap trade.

parRateSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the deposit fair rate sensitivity to the curves.

parRateSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the deposit fair rate sensitivity to the curves.

parRateSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the par rate curve sensitivity.

parRateSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the par rate curve sensitivity.

parRateSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par rate curve sensitivity of the FRA product.

parRateSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the par rate curve sensitivity of the FRA trade.

parRateSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the par rate curve sensitivity for a swap with a fixed leg.

parRateSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the par rate curve sensitivity of the swap trade.

parse(CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Parses one or more CSV format curve calibration files.

parse(String) - Static method in class com.opengamma.strata.basics.currency.BigMoney

Parses the string to produce a BigMoney.

parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency

Parses a string to obtain a Currency.

parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Parses the string to produce a CurrencyAmount.

parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Parses a currency pair from a string with format AAA/BBB.

parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate

Parses a rate from a string with format AAA/BBB RATE.

parse(String) - Static method in class com.opengamma.strata.basics.currency.Money

Parses the string to produce a Money.

parse(String) - Static method in class com.opengamma.strata.basics.date.MarketTenor

Parses a formatted string representing the market tenor.

parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor

Parses a formatted string representing the tenor.

parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRate

Parses a string, handling various different formats.

parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Parses a string, handling different types of index.

parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Parses a string, with extended handling of indices.

parse(String) - Static method in class com.opengamma.strata.basics.location.Country

Parses a string to obtain a Country.

parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Parses a formatted string representing the frequency.

parse(String) - Static method in class com.opengamma.strata.basics.StandardId

Parses an StandardId from a formatted scheme and value.

parse(String) - Static method in class com.opengamma.strata.collect.BasisPoints

Parses a percentage.

parse(String) - Static method in class com.opengamma.strata.collect.Decimal

Parses an instance from a String.

parse(String) - Static method in class com.opengamma.strata.collect.FixedScaleDecimal

Parses an instance from a String.

parse(String) - Method in class com.opengamma.strata.collect.named.EnumNames

Parses the standard external name for an enum.

parse(String) - Method in class com.opengamma.strata.collect.NumberFormatter

Parses the specific string, returning a double.

parse(String) - Static method in class com.opengamma.strata.collect.Percentage

Parses a percentage.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Parses a DoublesPair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Parses an IntDoublePair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Parses a LongDoublePair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId

Parses an StandardId from a formatted scheme and value.

parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId

Parses an StandardId from a formatted scheme and value.

parse(String) - Static method in class com.opengamma.strata.product.LegalEntityId

Parses an StandardId from a formatted scheme and value.

parse(String) - Static method in class com.opengamma.strata.product.SecurityId

Parses an StandardId from a formatted scheme and value.

parse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Parses a string, handling different types of index, optionally specifying a tenor for Ibor.

parse(Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

Parses one or more CSV format fixing series files.

parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Parses one or more CSV format position files, returning ETD futures and options using information from reference data.

parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader

Parses one or more CSV format position files, returning sensitivities.

parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Parses one or more CSV format trade files.

parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Parses one or more CSV format position files.

parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Parses one or more CSV format trade files with a quiet type filter.

parse(Collection<CharSource>, List<Class<? extends Trade>>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Parses one or more CSV format trade files with an error-creating type filter.

parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader

Parses one or more CSV format curve files for all available dates.

parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Parses one or more CSV format curve files for all available dates.

parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Parses one or more CSV format FX rate files.

parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Parses one or more CSV format quote files.

parseAdjustableDate(CsvRow, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses a business day adjustment, without defaulting the adjustment.

parseAdjustableDate(CsvRow, String, String, String, BusinessDayConvention, Currency) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses a business day adjustment, defaulting the adjustment using the currency.

parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'AdjustableDate' or 'AdjustableDate2' to an AdjustableDate.

parseAdjustablePayment(CsvRow, String, String, String, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses an adjustable payment.

parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.

parseAndMerge(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader

Parses one or more CSV format position files, merging the result to a single sensitivities instance.

parseBarrier(CsvRow, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses a barrier from the csv row.

parseBarrierFromDefaultFields(CsvRow) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses a barrier using the default barrier fields.

parseBarrierType(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses barrier type from the input string.

parseBasisPoints(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses basis points from the input string.

parseBigDecimal(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a decimal from the input string.

parseBigDecimalBasisPoint(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a decimal from the input string, converting it from a basis points to decimal form.

parseBigDecimalPercent(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a decimal from the input string, converting it from a percentage to decimal form.

parseBoolean(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a boolean from the input string.

parseBulletPaymentTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a Bullet Payment trade from CSV.

parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessCenter' to a HolidayCalendar.

parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.

parseBusinessDayAdjustment(CsvRow, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses a business day adjustment.

parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.

parseBusinessDayConvention(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses business day convention from the input string.

parseBuyerSeller(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BuyerSeller.model' to a BuySell.

parseBuySell(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses buy/sell from the input string.

parseCapFloor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses cap/floor from the input string.

parseCapFloorTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a CapFloor trade from CSV.

parseCdsIndexTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a CDS Index trade from CSV.

parseCdsTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a CDS trade from CSV.

parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Currency' to a Currency.

parseCurrency(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses currency from the input string.

parseCurrencyAmount(CsvRow, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses a currency amount.

parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Money' to a CurrencyAmount.

parseCurrencyAmountWithDirection(CsvRow, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses a currency amount with direction.

parseCurveGroupDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader

Parses the curve groups definition CSV file.

parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'date' to a LocalDate.

parseDate(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a date from the input string.

parseDate(String, DateTimeFormatter...) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a date from the input string using the specified formatters.

parseDayCount(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses day count from the input string.

parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'DayCountFraction' to a DayCount.

parseDaysAdjustment(CsvRow, String, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses days adjustment from CSV.

parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'decimal' to a double.

parseDecimal(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a decimal from the input string.

parseDecimalBasisPoint(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a decimal from the input string, converting it from a basis points to decimal form.

parseDecimalPercent(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a decimal from the input string, converting it from a percentage to decimal form.

parseDouble(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a double from the input string.

parseDoublePercent(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a double from the input string, converting it from a percentage to a decimal values.

parseElements(ByteSource, ToIntFunction<String>) - Static method in class com.opengamma.strata.collect.io.XmlFile

Parses the element names and structure from the specified XML, filtering to reduce memory usage.

parseEtdContractSpec(CsvRow, EtdType) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses the contract specification from the row.

parseEtdFuturePosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver

parseEtdFuturePosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses an ETD future position from the CSV row.

parseEtdFutureSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses an ETD future position from the CSV row without using reference data.

parseEtdOptionPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver

parseEtdOptionPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses an ETD future position from the CSV row.

parseEtdOptionSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses an ETD option position from the CSV row without using reference data.

parseEtdOptionType(String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses the ETD option type from the short code or full name.

parseEtdSettlementType(String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses the ETD settlement type from the short code or full name.

parseEtdVariant(CsvRow, EtdType) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses the year-month and variant.

ParseFailureException - Exception in com.opengamma.strata.collect.result

Exception thrown when parsing.

ParseFailureException(FailureItem) - Constructor for exception com.opengamma.strata.collect.result.ParseFailureException

Returns an exception wrapping the failure item.

ParseFailureException(String, Object...) - Constructor for exception com.opengamma.strata.collect.result.ParseFailureException

Returns an exception from a message.

ParseFailureException(Throwable, String, Object...) - Constructor for exception com.opengamma.strata.collect.result.ParseFailureException

Returns an exception from a cause and message.

parseFraTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a FRA trade from CSV.

parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML frequency to a Frequency.

parseFrequency(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a frequency from the input string.

parseFxNdfTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a FX NDF trade from CSV.

parseFxSingleTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a FX Single trade from CSV.

parseFxSwapTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a FX Swap trade from CSV.

parseFxVanillaOptionTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a FX Vanilla Option trade from CSV.

parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex.model' to an Index.

parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.

parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex' tenor to a Tenor.

parseInteger(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses an integer from the input string.

parseKnockType(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses knock type from the input string.

parseLightweight(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Deprecated.

Use LightweightPositionCsvInfoResolver instead

parseLongShort(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses long/short from the input string.

parseMarketTenor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a market tenor from the input string.

parseNonEtdPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver

parseNonEtdPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses a non-ETD position from the CSV row.

parseNonEtdSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses a non-ETD position from the CSV row.

parseOtherTrade(String, CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses any kind of trade from CSV after standard matching.

parsePayerReceiver(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'PayerReceiver.model' to a PayReceive.

parsePayReceive(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses pay/receive from the input string.

parsePercentage(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a percentage from the input string.

parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Period' to a Period.

parsePeriod(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a period from the input string.

parsePosition(Class<?>, CsvRow, PositionInfo, PositionCsvInfoResolver) - Method in interface com.opengamma.strata.loader.csv.PositionCsvParserPlugin

Parses a single CSV format position from the input.

parsePositionInfo(CsvRow, PositionInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses attributes into PositionInfo.

parsePremiumFromDefaultFields(CsvRow) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses the premium using the default premium fields.

parsePriceIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex.model' to a PriceIndex.

parsePutCall(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses put/call from the input string.

parseQuantity(CsvRow) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parses the quantity.

parseRedCode(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a RED code from the input string.

parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.

parseRollConvention(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses roll convention from the input string.

parseSeasonalityDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.SeasonalityDefinitionCsvLoader

Parses the seasonality definition CSV file.

parseSecurityTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a Security trade from CSV.

parseSensitivityInfo(CsvRow, PortfolioItemInfo) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Parses attributes to update PortfolioItemInfo.

parseStandardAttributes(CsvRow, PositionInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Parses standard attributes into PositionInfo.

parseStandardAttributes(CsvRow, TradeInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses standard attributes into TradeInfo.

parseSwaptionTrade(CsvRow, List<CsvRow>, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a Swaption trade from CSV.

parseSwapTrade(CsvRow, List<CsvRow>, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a Swap trade from CSV.

parseTenor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a tenor from the input string.

parseTermDepositTrade(CsvRow, TradeInfo) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses a Term Deposit trade from CSV.

parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'hourMinuteTime' to a LocalTime.

parseTime(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses time from the input string.

parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Parses a string into the corresponding root type.

parseTrade(FpmlDocument, XmlElement) - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Parses a single FpML format trade.

parseTrade(FpmlDocument, LocalDate, ListMultimap<String, StandardId>) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin

Parses trade information from the FpML document.

parseTrade(Class<?>, CsvRow, List<CsvRow>, TradeInfo, TradeCsvInfoResolver) - Method in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

parseTrade(Class<?>, CsvRow, List<CsvRow>, TradeInfo, TradeCsvInfoResolver) - Method in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

parseTrade(Class<?>, CsvRow, List<CsvRow>, TradeInfo, TradeCsvInfoResolver) - Method in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

parseTrade(Class<?>, CsvRow, List<CsvRow>, TradeInfo, TradeCsvInfoResolver) - Method in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

parseTrade(Class<?>, CsvRow, List<CsvRow>, TradeInfo, TradeCsvInfoResolver) - Method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Parses a single CSV format trade from the input.

parseTradeInfo(CsvRow, TradeInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Parses attributes into TradeInfo.

parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Parses the trade header element.

parseTrades(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Parses FpML from the specified source, extracting the trades.

parseTrades(XmlElement, Map<String, XmlElement>) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Parses the FpML document extracting the trades.

parseTrades(XmlFile) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Parses FpML from the specified XML document, extracting the trades.

parseWithSeasonality(CharSource, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Parses one or more CSV format curve calibration files with seasonality.

parseYearMonth(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses a year-month from the input string.

parseZonedDateTime(CsvRow, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Parse a ZonedDateTime from the provided fields.

parseZoneId(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Parses time-zone from the input string.

PARSING - com.opengamma.strata.collect.result.FailureReason

A parsing error occurred.

parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread of the bond future trade.

parSpread(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the par spread of the CDS index product.

parSpread(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the par spread of the underlying product.

parSpread(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the par spread of the CDS product.

parSpread(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the par spread of the underlying product.

parSpread(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par spread of the FRA product.

parSpread(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the par spread of the FRA trade.

parSpread(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the par spread.

parSpread(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the par spread.

parSpread(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the par spread.

parSpread(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the par spread.

parSpread(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the par spread of the Ibor future trade.

parSpread(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the par spread of the Ibor future trade.

parSpread(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedOvernightFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Calculates the par spread of the Overnight rate future trade.

parSpread(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the par spread for swaps.

parSpread(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates par spread across one or more scenarios.

parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates par spread for a single set of market data.

parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the par spread of the swap trade.

parSpreadSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread sensitivity of the bond future trade.

parSpreadSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the par spread sensitivity of the product.

parSpreadSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the par spread sensitivity of the underling product.

parSpreadSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the par spread sensitivity of the product.

parSpreadSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the par spread sensitivity of the underling product.

parSpreadSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par spread curve sensitivity of the FRA product.

parSpreadSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the par spread curve sensitivity of the FRA trade.

parSpreadSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the par spread sensitivity to the curves.

parSpreadSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the par spread sensitivity to the curves.

parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the par spread sensitivity of the Ibor future trade.

parSpreadSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Calculates the par spread sensitivity of the Overnight rate future trade.

parSpreadSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the par spread curve sensitivity for a swap.

parSpreadSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the par spread curve sensitivity of the swap trade.

parSpreadSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the par spread sensitivity of the Ibor future trade.

parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread sensitivity of the bond future trade with z-spread.

parSpreadWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread of the bond future trade with z-spread.

partialFirstDerivatives(double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

partialFirstDerivatives(double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Computes the partial derivatives of the volatilities.

partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Partition the time-series into a pair of distinct series using a predicate.

partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Partition the time-series into a pair of distinct series using a predicate.

PAY - com.opengamma.strata.product.common.PayReceive

Pay.

PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The pay-off rate, which includes adjustments like weighting, spread and gearing.

PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

Whether the entry is being paid or received.

payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

The meta-property for the payLeg property.

payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

The meta-property for the payLeg property.

payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta

The meta-property for the payLeg property.

payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

The meta-property for the payLeg property.

payment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

The meta-property for the payment property.

payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

The meta-property for the payment property.

payment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the payment property.

payment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

The meta-property for the payment property.

payment() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

The meta-property for the payment property.

payment(Payment) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

Sets the payment.

payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

Sets the payment to be made.

payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the payment.

payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

Sets the payment.

Payment - Class in com.opengamma.strata.basics.currency

A single payment of a known amount on a specific date.

PAYMENT_AMOUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The currency of the payment.

PAYMENT_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, adjusted to be a valid business day if necessary.

PAYMENT_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PAYMENT_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PAYMENT_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PAYMENT_DIRECTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment events.

PAYMENT_FIRST_REGULAR_START_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_FREQUENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_LAST_REGULAR_END_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_OFFSET_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_OFFSET_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_OFFSET_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_OFFSET_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_ON_DEFAULT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment periods.

PAYMENT_RELATIVE_TO_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

PAYMENT_VS_PAYMENT - com.opengamma.strata.product.etd.EtdSettlementType

Payment-versus-Payment.

Payment.Builder - Class in com.opengamma.strata.basics.currency

The bean-builder for Payment.

Payment.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for Payment.

paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentBusinessDayAdjustment property.

paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.

paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the paymentDate property.

paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the payment date.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the date that payment occurs.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the date that payment occurs.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the date that payment occurs.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the date that payment occurs.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the date that payment occurs.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the payment date.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the date that payment occurs.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the date that the forward settles.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the date that the forward settles.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the date that payment occurs.

paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the paymentDateAdjustment property.

paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the offset of payment from the base calculation period date, defaulted to 'None'.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the offset of payment from the base calculation period date.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the payment date from the start date, optional with defaulting getter.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the offset of payment from the base calculation period date.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDelayConvexityFactor(HullWhiteOneFactorPiecewiseConstantParameters, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the payment delay convexity factor used in coupons with mismatched dates pricing.

paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentEvents property.

paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the paymentEvents property.

paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the paymentEvents property in the builder from an array of objects.

paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the paymentEvents property in the builder from an array of objects.

paymentEvents(List<? extends SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the payment events that are associated with the swap leg.

paymentEvents(List<SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the additional payment events that are associated with the swap leg.

paymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the paymentFrequency property.

paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentFrequency property.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the periodic frequency of payments.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the periodic frequency of payments.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the paymentOnDefault property.

paymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the paymentOnDefault property.

paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the paymentOnDefault property.

paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the paymentOnDefault property.

paymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the paymentOnDefault property.

paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the payment on default.

paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the payment on default.

paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the payment on default.

paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the payment on default.

paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the payment on default.

PaymentOnDefault - Enum in com.opengamma.strata.product.credit

The payment on default.

paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the paymentPeriods property.

paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the paymentPeriods property.

paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentPeriods property.

paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the paymentPeriods property.

paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods(SwapPaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods(List<? extends SwapPaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the payment periods that combine to form the swap leg.

paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the periodic payments based on the fixed rate.

paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the periodic payments based on the fixed rate.

paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the payment periods that combine to form the swap leg.

paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentRelativeTo property.

paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.

PaymentRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each payment is made relative to.

paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the paymentSchedule property.

paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the paymentSchedule property.

paymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the paymentSchedule property.

paymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the paymentSchedule property.

paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the paymentSchedule property.

paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the paymentSchedule property.

paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the periodic payment schedule.

paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the periodic payment schedule.

paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the payment schedule.

paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the payment schedule.

paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the payment period schedule.

paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the payment schedule.

PaymentSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of payment dates relative to the accrual periods.

PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for PaymentSchedule.

PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for PaymentSchedule.

payoff(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

The payoff for a given fixing rate.

payoff(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Returns the binary caplet/floorlet payoff for a given compounded rate.

payoff(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Returns the caplet/floorlet payoff for a given compounded rate.

PAYOFF_SETTLEMENT_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swaption).

PAYOFF_SETTLEMENT_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swaption).

payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the payReceive property.

payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts pay/receive to a string.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets whether the payment is to be paid or received.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets whether the leg is pay or receive.

PayReceive - Enum in com.opengamma.strata.product.common

Flag indicating whether a financial instrument is "pay" or "receive".

PCHIP - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Piecewise cubic Hermite interpolator with monotonicity.

pdf(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare

Returns the probability distribution function.

pdf(double) - Method in class com.opengamma.strata.math.impl.cern.Gamma

Returns the probability distribution function.

pdf(double) - Method in class com.opengamma.strata.math.impl.cern.Normal

Returns the probability distribution function.

pdf(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT

Returns the probability distribution function.

peek() - Method in class com.opengamma.strata.collect.io.CsvIterator

Peeks the next row from the CSV file without changing the iteration position.

peek(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

PEN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PEN' - Peruvian Nuevo Sol.

PenaltyMatrixGenerator - Class in com.opengamma.strata.math.impl.interpolation

The k^th order difference matrix will act on a vector to produce the k^th order difference series.

PenaltyMatrixGenerator() - Constructor for class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

percent(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a value to a percentage string.

Percentage - Class in com.opengamma.strata.collect

A percentage amount, with a maximum of 10 decimal places.

PercentileCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

For a series of data $x_1, x_2, \dots, x_n$, the percentile is the value $x$ below which a certain percentage of the data fall.

PercentileCalculator(double) - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.PercentileCalculator

period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the period property.

period() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

The meta-property for the period property.

period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the period to be added.

PERIOD_END - com.opengamma.strata.product.swap.FixingRelativeTo

The rate fixing is made relative to the end of each reset period.

PERIOD_END - com.opengamma.strata.product.swap.FxResetFixingRelativeTo

The FX reset fixing is made relative to the end of the last accrual period.

PERIOD_END - com.opengamma.strata.product.swap.PaymentRelativeTo

The payment is made relative to the end of each payment period.

PERIOD_START - com.opengamma.strata.product.swap.FixingRelativeTo

The rate fixing is made relative to the start of each reset period.

PERIOD_START - com.opengamma.strata.product.swap.FxResetFixingRelativeTo

The FX reset fixing is made relative to the start of the first accrual period.

PERIOD_START - com.opengamma.strata.product.swap.PaymentRelativeTo

The payment is made relative to the start of each payment period.

PERIOD_TO_START_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date

A convention defining how a period is added to a date.

PeriodAdditionConventions - Class in com.opengamma.strata.basics.date

Constants and implementations for standard period addition conventions.

PeriodAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a period of calendar days, months and years.

PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for PeriodAdjustment.

PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for PeriodAdjustment.

PERIODIC - com.opengamma.strata.pricer.CompoundedRateType

Periodic compounding.

periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the periodicPayments property.

periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the periodicPayments property.

periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the periodicPayments property in the builder from an array of objects.

periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the periodicPayments property in the builder from an array of objects.

periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the periodic payments of the product.

periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the periodic payments of the product.

PeriodicSchedule - Class in com.opengamma.strata.basics.schedule

Definition of a periodic schedule.

PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for PeriodicSchedule.

PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for PeriodicSchedule.

periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the periodIndex property.

periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the index of the schedule period boundary at which the change occurs.

periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

periodRate(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Gets the historic or forward rate at the specified fixing period.

periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing period.

periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the periods property.

periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the periods property in the builder from an array of objects.

periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the schedule periods.

periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the periodToEnd property.

periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the period between the spot value date and the end date.

periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the periodToFar property.

periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the period between the spot value date and the far date.

periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the periodToNear property.

periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the period between the spot value date and the near date.

periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the periodToStart property.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

perturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

The meta-property for the perturbation property.

perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

Sets perturbation that should be applied to market data as part of a scenario.

PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata

Contains a market data perturbation and a filter that decides what market data it applies to.

PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata

The bean-builder for PerturbationMapping.

PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata

The meta-bean for PerturbationMapping.

perturbParameter(int, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterPerturbation

Applies a perturbation to a single parameter.

PHP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PHP' - Philippine Peso.

PHYSICAL - com.opengamma.strata.product.common.SettlementType

Physical delivery.

PHYSICAL - com.opengamma.strata.product.etd.EtdSettlementType

Physical settlement.

PhysicalSwaptionSettlement - Class in com.opengamma.strata.product.swaption

Defines the physical settlement type for the payoff of a swaption.

PhysicalSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for PhysicalSwaptionSettlement.

PiecewiseCubicHermiteSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

C1 cubic interpolation preserving monotonicity based on Fritsch, F.

PiecewiseCubicHermiteSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolator

PiecewiseCubicHermiteSplineInterpolatorWithSensitivity - Class in com.opengamma.strata.math.impl.interpolation

C1 cubic interpolation preserving monotonicity based on Fritsch, F.

PiecewiseCubicHermiteSplineInterpolatorWithSensitivity() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewiseCubicHermiteSplineInterpolatorWithSensitivity

PiecewisePolynomialFunction1D - Class in com.opengamma.strata.math.impl.function

Give a struct PiecewisePolynomialResult, Compute value, first derivative and integral of piecewise polynomial function.

PiecewisePolynomialFunction1D() - Constructor for class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Creates an instance.

PiecewisePolynomialFunction2D - Class in com.opengamma.strata.math.impl.function

Computes value, first derivative and integral of piecewise polynomial function.

PiecewisePolynomialFunction2D() - Constructor for class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Creates an instance.

PiecewisePolynomialInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Abstract class for interpolations based on piecewise polynomial functions .

PiecewisePolynomialInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

PiecewisePolynomialInterpolator2D - Class in com.opengamma.strata.math.impl.interpolation

Abstract class for interpolations based on 2d piecewise polynomial functions .

PiecewisePolynomialInterpolator2D() - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

PiecewisePolynomialResult - Class in com.opengamma.strata.math.impl.interpolation

Result of interpolation by piecewise polynomial containing _knots: Positions of knots _coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...} for the i-th interval, where a_n, a_{n-1},...

PiecewisePolynomialResult(DoubleArray, DoubleMatrix, int, int) - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Creates an instance.

PiecewisePolynomialResult2D - Class in com.opengamma.strata.math.impl.interpolation

Result of 2D interpolation.

PiecewisePolynomialResult2D(DoubleArray, DoubleArray, DoubleMatrix[][], int[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Creates an instance.

PiecewisePolynomialResultsWithSensitivity - Class in com.opengamma.strata.math.impl.interpolation

Result of interpolation by piecewise polynomial containing knots: Positions of knots coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...} for the i-th interval, where a_n, a_{n-1},...

PiecewisePolynomialResultsWithSensitivity(DoubleArray, DoubleMatrix, int, int, DoubleMatrix[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

PiecewisePolynomialWithSensitivityFunction1D - Class in com.opengamma.strata.math.impl.function

Give a class PiecewisePolynomialResultsWithSensitivity, compute node sensitivity of function value, first derivative value and second derivative value.

PiecewisePolynomialWithSensitivityFunction1D() - Constructor for class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

PKR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PKR' - Pakistani Rupee.

PL - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'PL' = Poland.

PLN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PLN' - Polish Zloty.

PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for PLN-POLONIA Overnight index.

PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The PLONIA index for PLN.

PLN_WIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for PLN-WIBOR.

PLN_WIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month WIBOR index.

PLN_WIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month WIBOR index.

PLN_WIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week WIBOR index.

PLN_WIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month WIBOR index.

PLN_WIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month WIBOR index.

plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount added.

plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the specified amount added to each value.

plus(double) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value plus the specified value.

plus(int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with the specified amount added to each value.

plus(long) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with the specified amount added to each value.

plus(long) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value plus the specified value.

plus(BigMoney) - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a copy of this BigMoney with the specified amount added.

plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount added.

plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Returns a new array containing the values from this array with the specified amount added.

plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array with the specified amount added.

plus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Returns a new array containing the values from this array added to the values in the other array.

plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(Money) - Method in class com.opengamma.strata.basics.currency.Money

Returns a copy of this Money with the specified amount added.

plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Returns a new array containing the values from this array with the values from the amount added.

plus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Returns a new array containing the values from this array added to the values in the other array.

plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is the sum of the matching values in this array and the other array.

plus(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

plus(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is the sum of the matching values in this array and the other matrix.

plus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance where each element is the sum of the matching values in this array and the other array.

plus(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance where each element is the sum of the matching values in this array and the other array.

plus(BasisPoints) - Method in class com.opengamma.strata.collect.BasisPoints

Returns a basis points equal to the this basis points plus the other one.

plus(Decimal) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value plus the specified value.

plus(Percentage) - Method in class com.opengamma.strata.collect.Percentage

Returns a percentage equal to the this percentage plus the other one.

plus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array added to the values in the other array.

plus(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

plus(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

PLWA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.

POINTS_UPFRONT - com.opengamma.strata.product.credit.type.CdsQuoteConvention

Points upfront.

PointSensitivities - Class in com.opengamma.strata.market.sensitivity

A collection of point sensitivities.

PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for PointSensitivities.

PointSensitivity - Interface in com.opengamma.strata.market.sensitivity

Point sensitivity.

PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity

Builder used to create point sensitivities.

PointShifts - Class in com.opengamma.strata.market.param

A perturbation that applies different shifts to specific points in a parameterized data.

PointShifts.Meta - Class in com.opengamma.strata.market.param

The meta-bean for PointShifts.

PointShiftsBuilder - Class in com.opengamma.strata.market.param

Mutable builder for building instances of PointShifts.

pointsUpfront(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

Computes the points upfront.

pointsUpFrontFromQuotedSpread(ResolvedCdsTrade, CdsQuote, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

Converts quoted spread to points upfront.

poisson(int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the first k terms of the Poisson distribution.

poissonComplemented(int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the terms k+1 to Infinity of the Poisson distribution.

poll(ScheduledExecutorService, Duration, Duration, Supplier<T>) - Static method in class com.opengamma.strata.collect.Guavate

Polls on a regular frequency until a result is found.

Polynomial1DRootFinder<T> - Interface in com.opengamma.strata.math.impl.rootfinding

Interface for classes that find the roots of a polynomial function RealPolynomialFunction1D.

PolynomialsLeastSquaresFitter - Class in com.opengamma.strata.math.impl.interpolation

Derive coefficients of n-degree polynomial that minimizes least squares error of fit by using QR decomposition and back substitution.

PolynomialsLeastSquaresFitter() - Constructor for class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitter

PolynomialsLeastSquaresFitterResult - Class in com.opengamma.strata.math.impl.interpolation

Contains the result of a least squares regression for polynomial.

PolynomialsLeastSquaresFitterResult(double[], DoubleMatrix, int, double) - Constructor for class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

PolynomialsLeastSquaresFitterResult(double[], DoubleMatrix, int, double, double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

PopulationStandardDeviationCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the population standard deviation of a series of data.

PopulationStandardDeviationCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.PopulationStandardDeviationCalculator

PopulationVarianceCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the population variance of a series of data.

PopulationVarianceCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.PopulationVarianceCalculator

PortfolioItem - Interface in com.opengamma.strata.product

An item in a portfolio.

PortfolioItemInfo - Interface in com.opengamma.strata.product

Additional information about a portfolio item.

PortfolioItemInfoBuilder<T extends PortfolioItemInfo> - Interface in com.opengamma.strata.product

Interface across the various info builder classes.

PortfolioItemSummary - Class in com.opengamma.strata.product

A summary of a portfolio item.

PortfolioItemSummary.Builder - Class in com.opengamma.strata.product

The bean-builder for PortfolioItemSummary.

portfolioItemType(PortfolioItemType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the type of the item.

PortfolioItemType - Enum in com.opengamma.strata.product

The type of a portfolio item.

Position - Interface in com.opengamma.strata.product

A position in a security.

POSITION - com.opengamma.strata.product.PortfolioItemType

A position.

POSITION - com.opengamma.strata.report.framework.expression.ValueRootType

Refers to the position.

POSITION - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

The position instance

POSITION - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

The position instance

POSITION_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

PositionCsvInfoResolver - Interface in com.opengamma.strata.loader.csv

Resolves additional information when parsing position CSV files.

PositionCsvLoader - Class in com.opengamma.strata.loader.csv

Loads positions from CSV files.

PositionCsvParserPlugin - Interface in com.opengamma.strata.loader.csv

Pluggable CSV position parser.

PositionInfo - Class in com.opengamma.strata.product

Additional information about a position.

PositionInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for PositionInfo.

PositionInfoBuilder - Class in com.opengamma.strata.product

Builder to create PositionInfo.

PositionTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a trade to produce another object.

PositionTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator

positionTypeNames() - Method in interface com.opengamma.strata.loader.csv.PositionCsvParserPlugin

Returns the upper-case product types that this plugin supports.

positive() - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a copy of this BigMoney with a positive amount.

positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with a positive amount.

positive() - Method in class com.opengamma.strata.basics.currency.Money

Returns a copy of this Money with a positive amount.

PositiveOrZero - Class in com.opengamma.strata.math.impl.minimization

A function from a vector x (DoubleArray to Boolean that returns true iff all the elements of x are positive or zero.

PositiveOrZero() - Constructor for class com.opengamma.strata.math.impl.minimization.PositiveOrZero

pow2(double) - Static method in class com.opengamma.strata.math.MathUtils

Returns the power of 2 (square).

pow3(double) - Static method in class com.opengamma.strata.math.MathUtils

Returns the power of 3 (cube).

pow4(double) - Static method in class com.opengamma.strata.math.MathUtils

Returns the power of 4.

PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Preceding' convention which adjusts to the previous business day.

predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Predicate interface.

premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

The meta-property for the premium property.

premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the premium property.

premium(AdjustablePayment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

Sets the optional premium of the product.

premium(AdjustablePayment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the optional premium of the product.

premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

Sets the premium of the FX option.

premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

Sets the premium of the FX option.

premium(AdjustablePayment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the premium of the swaption.

premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

Sets the optional premium of the product.

premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

Sets the optional premium of the product.

premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

Sets the premium of the FX option.

premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

Sets the premium of the FX option.

premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

Sets the premium of the swaption.

PREMIUM_AMOUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PREMIUM_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PREMIUM_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PREMIUM_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PREMIUM_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PREMIUM_DIRECTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the premiumStyle property.

premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the premiumStyle property.

premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the style of the option premium.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the style of the option premium.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the style of the option premium.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the style of the option premium.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the style of the option premium.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the style of the option premium.

PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The present value.

PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the present value of the calculation target.

PRESENT_VALUE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures

The present value instance, which is the default used in present value sensitivity to market quote stored during curve calibration.

presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the presentValue property.

presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment by discounting.

presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment by discounting.

presentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the present value of a single payment period.

presentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the present value of a single fixed coupon payment period.

presentValue(ResolvedBill, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the present value of the bill product.

presentValue(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the present value of a bill trade.

presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade from the underlying future price.

presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade.

presentValue(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade from the current option price.

presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value of the bond future trade.

presentValue(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value of the bond.

presentValue(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the bond trade.

presentValue(ResolvedFixedCouponBondOption, LegalEntityDiscountingProvider, BondYieldVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Calculates the present value of the bond option.

presentValue(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value of the fixed coupon bond product.

presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade.

presentValue(IborCapletFloorletBinaryPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer

Calculates the present value of the binary caplet/floorlet period.

presentValue(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Calculates the present value of the Ibor caplet/floorlet period.

presentValue(OvernightInArrearsCapletFloorletBinaryPeriod, RatesProvider, SabrParametersIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer

Calculates the present value of the binary caplet/floorlet period.

presentValue(OvernightInArrearsCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityOvernightInArrearsCapletFloorletPeriodPricer

Calculates the present value of the overnight in-arrears caplet/floorlet period.

presentValue(OvernightInArrearsCapletFloorletPeriod, RatesProvider, SabrParametersIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrOvernightInArrearsCapletFloorletPeriodPricer

Computes the present value in the SABR model with effective parameters.

presentValue(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value of the Ibor cap/floor leg.

presentValue(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value of the Ibor cap/floor product.

presentValue(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the present value of the Ibor cap/floor trade.

presentValue(CmsPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Computes the present value of CMS coupon by simple forward rate estimation.

presentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Computes the present value by replication in SABR framework with extrapolation on the right.

presentValue(CmsPeriod, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.impl.cms.BlackFlatCmsPeriodPricer

Computes the present value by replication in SABR framework with extrapolation on the right.

presentValue(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer

Computes the present value of CMS leg by simple forward rate estimation.

presentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value of the CMS leg.

presentValue(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Calculates the present value of the CMS product by simple forward estimation.

presentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value of the CMS product.

presentValue(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Calculates the present value of the CMS trade by simple forward estimation.

presentValue(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value of the CMS trade.

presentValue(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the present value of the CDS index product.

presentValue(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the present value of the trade.

presentValue(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the present value of the CDS product.

presentValue(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the present value of the trade.

presentValue(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the present value of the Ibor fixing deposit product.

presentValue(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the present value of the Ibor fixing deposit trade.

presentValue(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValue(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValue(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Calculates the present value of the deliverable swap futures trade.

presentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the present value of the FRA product.

presentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the present value of the FRA trade.

presentValue(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the present value of the NDF product.

presentValue(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the present value of the trade.

presentValue(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the present value of the FX product by discounting each payment in its own currency.

presentValue(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the present value of the trade.

presentValue(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the present value of the FX swap product.

presentValue(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the present value of the trade.

presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the present value of the FX barrier option product.

presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the present value of the FX barrier option product.

presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the present value of the FX barrier option product.

presentValue(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the present value of the FX barrier option trade.

presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Calculates the present value of the FX barrier option trade.

presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Calculates the present value of the foreign exchange vanilla option product.

presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the present value of the foreign exchange vanilla option product.

presentValue(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Calculates the present value of the FX vanilla option trade.

presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the present value of the FX vanilla option trade.

presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade.

presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade from the underlying future price.

presentValue(ResolvedIborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade from the current option price.

presentValue(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the present value of the Ibor future trade.

presentValue(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value of the Ibor future trade.

presentValue(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedOvernightFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Calculates the present value of the Overnight rate future trade.

presentValue(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the present value of the bullet payment trade.

presentValue(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value for a single set of market data.

presentValue(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

presentValue(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

presentValue(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

presentValue(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

presentValue(ResolvedSwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value of the swap leg, converted to the specified currency.

presentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value of the swap leg.

presentValue(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value of the swap product, converted to the specified currency.

presentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value of the swap product.

presentValue(ResolvedSwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value of the swap trade, converted to the specified currency.

presentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value of the swap trade.

presentValue(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

presentValue(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

presentValue(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value of the swaption product.

presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value of the swaption.

presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value of the swaption.

presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Calculates the present value of the swaption.

presentValue(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value across one or more scenarios.

presentValue(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value for a single set of market data.

presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Calculates the present value of the swaption trade.

presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the present value of a single payment event.

presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the present value of a single payment period.

presentValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment by discounting.

PresentValueCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve

Provides calibration measures for a single type of trade based on functions.

presentValueCapletFloorletPeriods(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value for each caplet/floorlet of the Ibor cap/floor leg.

presentValueCapletFloorletPeriods(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value for each caplet/floorlet of the Ibor cap/floor product.

presentValueCapletFloorletPeriods(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the present value for each caplet/floorlet of the Ibor cap/floor trade.

presentValueDelta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Calculates the present value delta of the Ibor caplet/floorlet period.

presentValueDelta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value delta of the Ibor cap/floor leg.

presentValueDelta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value delta of the Ibor cap/floor product.

presentValueDelta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the present value delta of the FX barrier option product.

presentValueDelta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the present value delta of the foreign exchange vanilla option product.

presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value delta of the swaption.

presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value delta of the swaption.

presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Calculates the present value delta of the swaption.

presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the bond trade from the clean price.

presentValueFromCleanPrice(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.

presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the settlement of the bond trade from the clean price with z-spread.

presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.

presentValueGamma(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Calculates the present value gamma of the Ibor caplet/floorlet period.

presentValueGamma(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value gamma of the Ibor cap/floor leg.

presentValueGamma(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value gamma of the Ibor cap/floor product.

presentValueGamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the present value gamma of the FX barrier option product.

presentValueGamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the present value delta of the foreign exchange vanilla option product.

presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value gamma of the swaption.

presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value gamma of the swaption.

presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Calculates the present value gamma of the swaption.

presentValueOnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the present value of the underlying product.

presentValueOnSettle(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the present value of the underlying product.

presentValueOnSettleSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the present value sensitivity of the underlying product.

presentValueOnSettleSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the present value sensitivity of the underlying product.

presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment.

presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment.

presentValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the present value sensitivity of a single payment period.

presentValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the present value sensitivity of a single fixed coupon payment period.

presentValueSensitivity(ResolvedBill, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the present value sensitivity of the bill product.

presentValueSensitivity(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the present value sensitivity of a bill trade.

presentValueSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value sensitivity of the bond future trade.

presentValueSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value sensitivity of the bond product.

presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the bond trade.

presentValueSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value sensitivity of the fixed coupon bond product.

presentValueSensitivity(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value sensitivity of the fixed coupon bond trade.

presentValueSensitivity(CmsPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Computes the present value curve sensitivity by simple forward rate estimation.

presentValueSensitivity(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer

Calculates the present value curve sensitivity of the CMS leg by simple forward rate estimation.

presentValueSensitivity(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Calculates the present value curve sensitivity of the CMS product by simple forward estimation.

presentValueSensitivity(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Calculates the present value curve sensitivity of the CMS trade by simple forward estimation.

presentValueSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the present value sensitivity of the product.

presentValueSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the present value sensitivity of the trade.

presentValueSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the present value sensitivity of the product.

presentValueSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the present value sensitivity of the trade.

presentValueSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the present value sensitivity of the Ibor fixing product.

presentValueSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the present value sensitivity of the Ibor fixing deposit trade.

presentValueSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValueSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValueSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Calculates the present value sensitivity of the deliverable swap futures trade.

presentValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the present value sensitivity of the FRA product.

presentValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the present value sensitivity of the FRA trade.

presentValueSensitivity(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the present value curve sensitivity of the NDF product.

presentValueSensitivity(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the present value curve sensitivity of the trade.

presentValueSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the present value curve sensitivity of the FX product.

presentValueSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the present value curve sensitivity of the trade.

presentValueSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the present value sensitivity of the FX swap product.

presentValueSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the present value curve sensitivity of the trade.

presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the present value sensitivity of the Ibor future trade.

presentValueSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Calculates the present value sensitivity of the Overnight rate future trade.

presentValueSensitivity(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the present value sensitivity of the bullet payment trade.

presentValueSensitivity(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

presentValueSensitivity(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

presentValueSensitivity(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

presentValueSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

presentValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value sensitivity of the swap leg.

presentValueSensitivity(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value sensitivity of the swap product converted in a given currency.

presentValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value sensitivity of the swap product.

presentValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value sensitivity of the swap trade.

presentValueSensitivity(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

presentValueSensitivity(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the present value sensitivity of a single payment event.

presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the present value sensitivity of a single payment period.

presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.

presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.

presentValueSensitivityModelParamsHullWhite(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityModelParamsHullWhite(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityModelParamsHullWhite(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityModelParamsSabr(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer

Calculates the present value sensitivity to the SABR model parameters of the Ibor caplet/floorlet.

presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletBinaryPeriod, RatesProvider, SabrParametersIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer

Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.

presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletPeriod, RatesProvider, SabrParametersIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrOvernightInArrearsCapletFloorletPeriodPricer

Computes the present value sensitivity to the SABR model parameters.

presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer

Calculates the present value sensitivity to the SABR model parameters of the Ibor cap/floor.

presentValueSensitivityModelParamsSabr(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer

Calculates the present value volatility sensitivity of the Ibor cap/floor product.

presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer

Calculates the present value volatility sensitivity of the Ibor cap/floor trade.

presentValueSensitivityModelParamsSabr(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Computes the present value sensitivity to SABR parameters by replication in SABR framework with extrapolation on the right.

presentValueSensitivityModelParamsSabr(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value sensitivity to the SABR model parameters.

presentValueSensitivityModelParamsSabr(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value sensitivity to the SABR model parameters.

presentValueSensitivityModelParamsSabr(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value sensitivity to the SABR model parameters.

presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Calculates the present value sensitivity to the SABR model parameters of the swaption product.

presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Calculates the present value sensitivity to the SABR model parameters of the swaption product.

presentValueSensitivityModelParamsSabr(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Calculates the present value sensitivity to the SABR model parameters of the swaption trade.

presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Computes the present value sensitivity to the Black volatility used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.

presentValueSensitivityModelParamsVolatility(ResolvedFixedCouponBondOption, LegalEntityDiscountingProvider, BondYieldVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Returns the present value sensitivity to the underlying yield volatilities.

presentValueSensitivityModelParamsVolatility(IborCapletFloorletBinaryPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer

Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.

presentValueSensitivityModelParamsVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Calculates the present value volatility sensitivity of the Ibor caplet/floorlet.

presentValueSensitivityModelParamsVolatility(OvernightInArrearsCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityOvernightInArrearsCapletFloorletPeriodPricer

Computes the present value sensitivity to the volatilities.

presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value volatility sensitivity of the Ibor cap/floor leg.

presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value volatility sensitivity of the Ibor cap/floor product.

presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the present value volatility sensitivity of the Ibor cap/floor product.

presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Computes the present value sensitivity to the black volatilities used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Computes the present value sensitivity to the normal volatility used in the pricing.

presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.

presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value sensitivity to the implied volatility of the swaption.

presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value sensitivity to the implied volatility of the swaption.

presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Calculates the present value sensitivity to the implied volatility of the swaption.

presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityRates(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the present value sensitivity of the bond future option trade.

presentValueSensitivityRates(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Calculates the present value rates sensitivity of the Ibor caplet/floorlet.

presentValueSensitivityRates(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value rates sensitivity of the Ibor cap/floor leg.

presentValueSensitivityRates(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value rates sensitivity of the Ibor cap/floor product.

presentValueSensitivityRates(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the present value rates sensitivity of the Ibor cap/floor trade.

presentValueSensitivityRates(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Computes the present value curve sensitivity by replication in SABR framework with extrapolation on the right.

presentValueSensitivityRates(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value curve sensitivity of the CMS leg.

presentValueSensitivityRates(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value curve sensitivity of the CMS product.

presentValueSensitivityRates(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value curve sensitivity of the CMS trade.

presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the present value sensitivity of the FX barrier option product.

presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the present value sensitivity of the FX barrier option product.

presentValueSensitivityRates(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Calculates the present value sensitivity of the FX barrier option trade.

presentValueSensitivityRates(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Calculates the present value sensitivity of the Ibor future option trade.

presentValueSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value sensitivity of the Ibor future trade.

presentValueSensitivityRates(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivityRates(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivityRatesStickyModel(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer

Calculates the present value sensitivity of the Ibor caplet/floorlet to the rate curves.

presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletBinaryPeriod, RatesProvider, SabrParametersIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer

Calculates the present value rates sensitivity of the binary caplet/floorlet period.

presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletPeriod, RatesProvider, SabrParametersIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrOvernightInArrearsCapletFloorletPeriodPricer

Computes the present value sensitivity to the rate with "sticky SABR model parameters".

presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer

Calculates the present value sensitivity of the Ibor cap/floor leg to the rate curves.

presentValueSensitivityRatesStickyModel(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer

Calculates the present value rates sensitivity of the Ibor cap/floor product.

presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer

Calculates the present value rates sensitivity of the Ibor cap/floor trade.

presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Calculates the present value sensitivity of the swaption product to the rate curves.

presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption product to the rate curves.

presentValueSensitivityRatesStickyModel(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Calculates the present value sensitivity of the swaption trade to the rate curves.

presentValueSensitivityRatesStickyStrike(ResolvedFixedCouponBondOption, LegalEntityDiscountingProvider, BondYieldVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Returns the present value sensitivity to the underlying curves.

presentValueSensitivityRatesStickyStrike(IborCapletFloorletBinaryPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer

Calculates the present value rates sensitivity of the binary caplet/floorlet period.

presentValueSensitivityRatesStickyStrike(OvernightInArrearsCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityOvernightInArrearsCapletFloorletPeriodPricer

Computes the present value sensitivity to the rate with a volatility "sticky strike".

presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the present value sensitivity of the FX barrier option product.

presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the present value sensitivity of the FX barrier option trade.

presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Calculates the present value sensitivity of the foreign exchange vanilla option product.

presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the present value sensitivity of the foreign exchange vanilla option product.

presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Calculates the present value sensitivity of the FX vanilla option trade.

presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the present value sensitivity of the FX vanilla option trade.

presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value sensitivity of the swaption to the rate curves.

presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption to the rate curves.

presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Calculates the present value sensitivity of the swaption to the rate curves.

presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Calculates the present value sensitivity of the swaption trade to the rate curves.

presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Calculates the present value sensitivity of the swaption trade to the rate curves.

presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Calculates the present value sensitivity of the swaption trade to the rate curves.

presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Calculates the present value sensitivity of the swaption to the rate curves.

presentValueSensitivityStrike(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Computes the present value sensitivity to strike by replication in SABR framework with extrapolation on the right.

presentValueSensitivityStrike(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value sensitivity to the strike value.

presentValueSensitivityStrike(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value sensitivity to the strike value.

presentValueSensitivityStrike(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value sensitivity to the strike value.

presentValueSensitivityWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment with z-spread.

presentValueSensitivityWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the present value sensitivity of a single fixed coupon payment period with z-spread.

presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the present value sensitivity of a single payment period with z-spread.

presentValueSensitivityWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the present value sensitivity of the bill product with z-spread.

presentValueSensitivityWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the present value sensitivity of a bill trade with z-spread.

presentValueSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value sensitivity of the bond future trade with z-spread.

presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value sensitivity of the bond product with z-spread.

presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the bond trade with z-spread.

presentValueSensitivityWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value sensitivity of the fixed coupon bond with z-spread.

presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.

presentValueTheta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Calculates the present value theta of the Ibor caplet/floorlet period.

presentValueTheta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value theta of the Ibor cap/floor leg.

presentValueTheta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value theta of the Ibor cap/floor product.

presentValueTheta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the present value theta of the FX barrier option product.

presentValueTheta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the present value theta of the foreign exchange vanilla option product.

presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value of the swaption.

presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value of the swaption.

presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Calculates the present value of the swaption.

presentValueVega(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the present value vega of the foreign exchange vanilla option product.

presentValueWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment with z-spread by discounting.

presentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the present value of a single fixed coupon payment period with z-spread.

presentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the present value of a single payment period with z-spread.

presentValueWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the present value of a bill product with z-spread.

presentValueWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the present value of a bill trade with z-spread.

presentValueWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value of the bond future trade with z-spread.

presentValueWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value of the bond product with z-spread.

presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the bond trade with z-spread.

presentValueWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value of the fixed coupon bond product with z-spread.

presentValueWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade with z-spread.

previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the previous business day, always returning an earlier date.

previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Calculates the previous date in the sequence after the input date.

previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the previous business day, returning the input date if it is a business day.

price() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

The meta-property for the price property.

price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

Sets the price at which the bill was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the clean price at which the bond was traded.

price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the clean price at which the bond was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

Sets the price that was traded, in decimal form.

price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the price agreed when the trade occurred.

price(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward price.

price(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the spot price.

price(double, double, double, double, double, double, boolean, SimpleConstantContinuousBarrier) - Method in class com.opengamma.strata.pricer.impl.option.BlackBarrierPriceFormulaRepository

Computes the price of a barrier option.

price(double, double, double, double, double, SimpleConstantContinuousBarrier) - Method in class com.opengamma.strata.pricer.impl.option.BlackOneTouchAssetPriceFormulaRepository

Computes the price of a one-touch/no-touch option.

price(double, double, double, double, double, SimpleConstantContinuousBarrier) - Method in class com.opengamma.strata.pricer.impl.option.BlackOneTouchCashPriceFormulaRepository

Computes the price of a one-touch/no-touch option.

price(double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the forward price.

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the price.

price(double, PutCall) - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Computes the option price with numeraire=1.

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the price.

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Calculates the price.

price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price of the bond future option product.

price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price of the bond future option product based on the price of the underlying future.

price(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the price of the bond future option trade.

price(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price of the bond future product.

price(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the price of the bond future trade.

price(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the price of the CDS index product, which is the minus of the present value per unit notional.

price(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the price of the underlying product, which is the present value per unit notional.

price(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the price of the CDS product, which is the present value per unit notional.

price(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the price of the underlying product, which is the present value per unit notional.

price(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer

Calculates the price of the deliverable swap futures product.

price(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Calculates the price of the underlying deliverable swap futures product.

price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the price of the FX barrier option product.

price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the price of the FX barrier option product.

price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the price of the FX barrier option product.

price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Calculates the price of the foreign exchange vanilla option product.

price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the price of the foreign exchange vanilla option product.

price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price of the Ibor future option product.

price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price of the Ibor future option product based on the price of the underlying future.

price(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Calculates the price of the Ibor future option trade.

price(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Calculates the price of the Ibor future product.

price(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price of the Ibor future product.

price(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the price of the Ibor future trade.

price(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the price of the Ibor future trade.

price(ResolvedOvernightFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer

Calculates the price of the Overnight rate future product.

price(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Calculates the price of the Overnight rate future trade.

PRICE - com.opengamma.strata.basics.index.FloatingRateType

A floating rate index that is based on a price index.

PRICE - com.opengamma.strata.market.model.MoneynessType

Simple moneyness on price.

PRICE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a Price - 'Price'.

PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a price index, as used for inflation products - 'PriceIndex'.

priceAdjoint(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the price without numeraire and its derivatives.

priceAdjoint(double, double, double, double, double, double, boolean, SimpleConstantContinuousBarrier) - Method in class com.opengamma.strata.pricer.impl.option.BlackBarrierPriceFormulaRepository

Computes the price and derivatives of a barrier option.

priceAdjoint(double, double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the price and first order derivatives.

priceAdjoint(double, double, double, double, double, SimpleConstantContinuousBarrier) - Method in class com.opengamma.strata.pricer.impl.option.BlackOneTouchAssetPriceFormulaRepository

Computes the price and derivatives of a one-touch/no-touch option.

priceAdjoint(double, double, double, double, double, SimpleConstantContinuousBarrier) - Method in class com.opengamma.strata.pricer.impl.option.BlackOneTouchCashPriceFormulaRepository

Computes the price and derivatives of a one-touch/no-touch option.

priceAdjoint2(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the price without numeraire and its derivatives of the first and second order.

priceAdjointSabr(double, PutCall) - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Computes the option price derivative with respect to the SABR parameters.

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the price delta.

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceDelta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the price delta.

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

priceDerivativeForward(double, PutCall) - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Computes the option price derivative with respect to the forward.

priceDerivativeStrike(double, PutCall) - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Computes the option price derivative with respect to the strike.

priceFromCurves(ResolvedBill, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the price for settlement at a given settlement date using curves.

priceFromCurvesWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the price for settlement at a given settlement date using curves with z-spread.

priceFromYield(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention

Computes the price from a yield and a accrual factor.

priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill

Computes the price from the yield at a given settlement date.

priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill

Computes the price from the yield at a given settlement date.

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the price gamma.

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceGamma(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the price gamma.

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

PriceIndex - Interface in com.opengamma.strata.basics.index

An index of prices.

PriceIndexCalculationMethod - Enum in com.opengamma.strata.product.swap

Reference price index calculation method.

priceIndexCurve(PriceIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a Price index forward curve to the provider.

priceIndexCurve(PriceIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an index forward curve to the provider with associated time-series.

PriceIndexObservation - Class in com.opengamma.strata.basics.index

Information about a single observation of a Price index.

PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for PriceIndexObservation.

priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the values for an Price index.

PriceIndexValues - Interface in com.opengamma.strata.pricer.rate

Provides access to the values of a price index.

PriceIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard price indices.

priceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the priceInfo property.

priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

The meta-property for the priceInfo property.

priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the information about the security price - currency, tick size, tick value, contract size.

priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Sets the information about the security price.

prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(CurveName, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(String) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

priceSensitivity(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price sensitivity of the bond future product.

priceSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the price sensitivity of the product.

priceSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the price sensitivity of the underlying product.

priceSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the price sensitivity of the product.

priceSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the price sensitivity of the underlying product.

priceSensitivity(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer

Calculates the price sensitivity of the deliverable swap futures product.

priceSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Calculates the price sensitivity of the deliverable swap futures product.

priceSensitivity(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivity(ResolvedOvernightFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer

Calculates the price sensitivity of the Overnight rate future product.

priceSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Calculates the price sensitivity of the Overnight rate future product.

priceSensitivityModelParamsHullWhite(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.

priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.

priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.

priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.

priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.

priceSensitivityRates(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity of the bond future option product based on curves.

priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity of the bond future option product based on the price of the underlying future.

priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity of the Ibor future option product based on curves.

priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.

priceSensitivityWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price sensitivity of the bond future product with z-spread.

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the price theta.

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceTheta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the price theta.

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

PriceType - Enum in com.opengamma.strata.pricer.common

Enumerates the types of price that can be returned.

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the price vega.

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceVega(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the price vega.

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

priceVolatilityEquivalent(double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the price volatility equivalent to the yield volatility.

priceVolatilityEquivalent(double, double, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the price volatility equivalent to the yield volatility.

priceVolatilityEquivalent(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the price volatility equivalent to the yield volatility.

priceVolatilityEquivalentAd(double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the price volatility equivalent to the yield volatility and its derivatives.

priceVolatilityEquivalentAd(double, double, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the price volatility equivalent to the yield volatility and its derivatives.

priceVolatilityEquivalentAd(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the price volatility equivalent to the yield volatility and its derivatives.

priceWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price of the bond future product with z-spread.

priceWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the price of the bond future trade with z-spread.

PricingException - Exception in com.opengamma.strata.pricer

Exception thrown when pricing fails.

PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException

Creates an instance based on a message.

PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException

Creates an instance based on a message and cause.

PRINCIPAL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the principal.

Probability - Class in com.opengamma.strata.math.impl.cern

Custom tailored numerical integration of certain probability distributions.

Probability() - Constructor for class com.opengamma.strata.math.impl.cern.Probability

Makes this class non instantiable, but still let's others inherit from it.

ProbabilityDistribution<T> - Interface in com.opengamma.strata.math.impl.statistics.distribution

Interface for probability distributions.

product() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

The meta-property for the product property.

product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the product property.

product(Bill) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

Sets the bill that was traded.

product(Bill) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

Sets the bill that was traded.

product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

Sets the future that was traded.

product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the future that was traded.

product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

Sets the option that was traded.

product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the option that was traded.

product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

Sets the bond that was traded.

product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the bond that was traded.

product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

Sets the bond that was traded.

product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the bond that was traded.

product(ResolvedBill) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

Sets the resolved bill product.

product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the future that was traded.

product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the option that was traded.

product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the resolved capital indexed bond product.

product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the resolved fixed coupon bond product.

product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

Sets the cap/floor product that was agreed when the trade occurred.

product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

Sets the resolved Ibor cap/floor product.

product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the CMS product that was agreed when the trade occurred.

product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

Sets the resolved CMS product.

product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

Sets the CDS product that was agreed when the trade occurred.

product(CdsIndex) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

Sets the CDS index product that was agreed when the trade occurred.

product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

Sets the resolved CDS product.

product(ResolvedCdsIndex) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

Sets the resolved CDS index product.

product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

Sets the Ibor fixing deposit product that was agreed when the trade occurred.

product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

Sets the resolved Ibor Fixing Deposit product.

product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

Sets the resolved Term Deposit product.

product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

Sets the term deposit product that was agreed when the trade occurred.

product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

Sets the DSF that was traded.

product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

Sets the future that was traded.

product(ResolvedDsf) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

Sets the future that was traded.

product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

Sets the FRA product that was agreed when the trade occurred.

product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

Sets the resolved FRA product.

product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

Sets the product that was agreed when the trade occurred.

product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

Sets the product that was agreed when the trade occurred.

product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

Sets the FX swap product that was agreed when the trade occurred.

product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

Sets the resolved Non-Deliverable Forward (NDF) product.

product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

Sets the resolved single FX product.

product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

Sets the resolved FX swap product.

product(FxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

Sets the FX option product that was agreed when the trade occurred.

product(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

Sets the FX option product that was agreed when the trade occurred.

product(ResolvedFxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

Sets the resolved barrier FX option product.

product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

Sets the resolved vanilla FX option product.

product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

Sets the future that was traded.

product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the future that was traded.

product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

Sets the option that was traded.

product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the option that was traded.

product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

Sets the future that was traded.

product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

Sets the future that was traded.

product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the future that was traded.

product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the option that was traded.

product(ResolvedOvernightFuture) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

Sets the future that was traded.

product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

Sets the product that was agreed when the trade occurred.

product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

Sets the resolved bullet payment product.

product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

Sets the resolved Swap product.

product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

Sets the swap product that was agreed when the trade occurred.

product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

Sets the resolved Swaption product.

product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the swaption product that was agreed when the trade occurred.

Product - Interface in com.opengamma.strata.product

The product details of a financial instrument.

PRODUCT - com.opengamma.strata.report.framework.expression.ValueRootType

Refers to the product on the trade.

PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Product linear extrapolator.

PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Product linear interpolator.

PRODUCT_NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Product natural spline interpolator.

PRODUCT_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Product natural spline interpolator with monotonicity filter.

PRODUCT_TYPE - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the product type associated with the error.

ProductPiecewisePolynomialInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Given a data set {xValues[i], yValues[i]}, interpolate {xValues[i], xValues[i] * yValues[i]} by a piecewise polynomial function.

ProductPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator) - Constructor for class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator

Construct the interpolator without clamped points.

ProductPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator, double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator

Construct the interpolator with clamped points.

ProductTrade - Interface in com.opengamma.strata.product

A trade that is directly based on a product.

productType(ProductType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the type of the product.

ProductType - Class in com.opengamma.strata.product

The type of a portfolio item.

propagate(Throwable) - Static method in class com.opengamma.strata.collect.Unchecked

Propagates throwable as-is if possible, or by wrapping in a RuntimeException if not.

PropertiesFile - Class in com.opengamma.strata.collect.io

A properties file.

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Results.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Results.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

PropertySet - Class in com.opengamma.strata.collect.io

A map of key-value properties.

PROTECTION_START_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the protectionEndDate property.

protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the protectionEndDate property.

protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the protection end date.

protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the protection end date.

protectionLeg(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the price of the protection leg, which is the protection leg present value per unit notional.

protectionStart() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the protectionStart property.

protectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the protectionStart property.

protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the protectionStart property.

protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the protectionStart property.

protectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the protectionStart property.

protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the protection start of the day.

protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the protection start of the day.

protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the protection start of the day.

protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the protection start of the day.

protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the protection start of the day.

ProtectionStartOfDay - Enum in com.opengamma.strata.product.credit

The protection start of the day.

provideObservableData(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider

Provides market data for the specified identifiers.

provideTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider

Provides the time-series for the specified identifier.

PSplineFitter - Class in com.opengamma.strata.math.impl.interpolation

P-Spline fitter.

PSplineFitter() - Constructor for class com.opengamma.strata.math.impl.interpolation.PSplineFitter

PT - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'PT' - Portugal.

publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the publicationDate property.

publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the date that the rate implied by the fixing date is published.

publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the publicationDateOffset property.

publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the number of days to add to the fixing date to obtain the publication date.

publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the publicationFrequency property.

publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the publication frequency of the index.

put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the specified date/value point into this builder.

put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Puts a single value into the map.

put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the specified date/value point into this builder.

PUT - com.opengamma.strata.product.common.PutCall

Put.

PUT_CALL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

PUT_CALL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the contents of the specified builder into this builder.

putAll(Collection<LocalDate>, double[]) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified dates and values into this builder.

putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified dates and values into this builder.

putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified points into this builder.

putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the entries from the supplied map into this builder.

putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified points into this builder.

putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the putCall property.

putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the putCall property.

putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the putCall property.

putCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the putCall property.

putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the putCall property.

putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the putCall property.

putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets whether the option is put or call.

putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets whether the option is put or call.

putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets whether the option is put or call.

putCall(PutCall) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets whether the option is a put or call.

putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets whether the option is put or call.

putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets whether the option is put or call.

putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets whether the option is put or call.

PutCall - Enum in com.opengamma.strata.product.common

Flag indicating whether a trade is "put" or "call".

PV_SENSITIVITY_TO_MARKET_QUOTE - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the present value sensitivity to market quote, represented by a DoubleArray.

PV01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the calibrated bucketed PV01 on the calculation target.

PV01_CALIBRATED_SUM - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the calibrated sum PV01 on the calculation target.

PV01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the market quote bucketed PV01 on the calculation target.

PV01_MARKET_QUOTE_SUM - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the market quote sum PV01 on the calculation target.

PV01_SEMI_PARALLEL_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures

Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.

PV01_SINGLE_NODE_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures

Measure representing the single-node bucketed gamma PV01 of the calculation target.

pv01CalibratedBucketed(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01CalibratedSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01CalibratedSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01MarketQuoteSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01MarketQuoteSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity across one or more scenarios.

pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value sensitivity for a single set of market data.

pvbp(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

pvbp(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

pvbp(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the Present Value of a Basis Point for a swap leg.

pvbp(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the present value of a basis point of a period.

pvbpSensitivity(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

pvbpSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

pvbpSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.

pvbpSensitivity(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the present value of a basis point sensitivity of a single payment period.

Q

q() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

The meta-property for the q property.

q(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

Sets the mean reversion related parameter.

Q0 - Static variable in class com.opengamma.strata.math.impl.cern.Probability

Q1 - Static variable in class com.opengamma.strata.math.impl.cern.Probability

Q2 - Static variable in class com.opengamma.strata.math.impl.cern.Probability

QAR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'QAR' - Qatari Riyal.

QR_COMMONS - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

QRDecompositionCommons

QR_COMMONS_NAME - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Commons QR decomposition

QRDecompositionCommons - Class in com.opengamma.strata.math.impl.linearalgebra

This class is a wrapper for the Commons Math library implementation of QR decomposition.

QRDecompositionCommons() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommons

QRDecompositionCommonsResult - Class in com.opengamma.strata.math.impl.linearalgebra

Wrapper for results of the Commons implementation of QR Decomposition (QRDecompositionCommons).

QRDecompositionCommonsResult(QRDecomposition) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Creates an instance.

QRDecompositionResult - Interface in com.opengamma.strata.math.impl.linearalgebra

Contains the results of QR matrix decomposition.

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Quadratic left extrapolator.

QuadraticRealRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Class that calculates the real roots of a quadratic function.

QuadraticRealRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.QuadraticRealRootFinder

QuadratureWeightAndAbscissaFunction - Interface in com.opengamma.strata.math.impl.integration

Interface for classes that generate weights and abscissas for use in Gaussian quadrature.

quantile(double, DoubleArray, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.DiscreteQuantileMethod

quantile(double, DoubleArray, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

quantile(double, DoubleArray, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.InterpolationQuantileMethod

quantile(double, DoubleArray, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Computed the quantile.

QuantileCalculationMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Abstract method to estimate quantiles and expected shortfalls from sample observations.

QuantileCalculationMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

quantileDetailsFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

Compute the quantile estimation and the details used in the result.

quantileFromSorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the quantile estimation.

quantileFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

quantileFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the quantile estimation.

QuantileResult - Class in com.opengamma.strata.math.impl.statistics.descriptive

Object describing the result from a QuantileCalculationMethod.

QuantileResult.Meta - Class in com.opengamma.strata.math.impl.statistics.descriptive

The meta-bean for QuantileResult.

quantileResultFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

quantileResultFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the quantile estimation.

quantileResultWithExtrapolationFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

quantileResultWithExtrapolationFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the quantile estimation.

quantileWithExtrapolationFromSorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the quantile estimation.

quantileWithExtrapolationFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

quantileWithExtrapolationFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the quantile estimation.

quantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

The meta-property for the quantity property.

quantity() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the quantity property.

quantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

Sets the quantity, indicating the number of bond contracts in the trade.

quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the quantity, indicating the number of bond contracts in the trade.

quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the quantity, indicating the number of bond contracts in the trade.

quantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

Sets the quantity that was traded.

quantity(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the quantity that was traded.

QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

QUARTERLY_10TH - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Quarterly-10th' date sequence.

QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Quarterly-IMM' date sequence.

QUARTERLY_IMM_3_SERIAL - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Quarterly-IMM-3-Serial' date sequence.

QUARTERLY_IMM_6_SERIAL - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Quarterly-IMM-6-Serial' date sequence.

queryType() - Method in interface com.opengamma.strata.calc.runner.CalculationParameter

Gets the type that the parameter will be queried by.

queryType() - Method in interface com.opengamma.strata.calc.runner.FxRateLookup

queryType() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Gets the type that the lookup will be queried by.

queryType() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Gets the type that the lookup will be queried by.

queryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

queryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

queryType() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Gets the type that the lookup will be queried by.

queryType() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the type that the lookup will be queried by.

queryType() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Gets the type that the lookup will be queried by.

queryType() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Gets the type that the lookup will be queried by.

queryType() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the type that the lookup will be queried by.

queryType() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Gets the type that the lookup will be queried by.

queryValueOrNull(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

queryValueOrNull(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceDataId

Low-level method to query the reference data value associated with this identifier, returning null if not found.

queryValueOrNull(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData

queryValueOrNull(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData

Low-level method to query the reference data value associated with the specified identifier, returning null if not found.

quote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

The meta-property for the quote property.

quote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

The meta-property for the quote property.

Quote - Class in com.opengamma.strata.market.observable

A quoted value for a given security, such as an equity or future.

Quote.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for Quote.

quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the quoteConvention property.

quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the quoteConvention property.

quoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

The meta-property for the quoteConvention property.

quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the market quote convention.

quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the market quote convention.

QUOTED_SPREAD - com.opengamma.strata.product.credit.type.CdsQuoteConvention

Quoted spread.

quotedSpreadFromPointsUpfront(ResolvedCdsTrade, CdsQuote, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

Converts points upfront to quoted spread.

quotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

The meta-property for the quotedValue property.

quoteId() - Method in class com.opengamma.strata.market.observable.Quote.Meta

The meta-property for the quoteId property.

quoteId() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the quoteId property.

quoteId(QuoteId) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the quote ID.

QuoteId - Class in com.opengamma.strata.market.observable

An identifier used to access a market quote.

quotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

The meta-property for the quotes property.

QuoteScenarioArray - Class in com.opengamma.strata.market.observable

Container for values for an item of quoted market data in multiple scenarios.

QuoteScenarioArray.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for QuoteScenarioArray.

QuoteScenarioArrayId - Class in com.opengamma.strata.market.observable

An identifier identifying a QuoteScenarioArray containing values for a piece of quoted market data in multiple scenarios.

QuoteScenarioArrayId.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for QuoteScenarioArrayId.

QuotesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of quotes into memory from CSV resources.

quotesFromParSpread(List<ResolvedCdsTrade>, List<CdsQuote>, CreditRatesProvider, CdsQuoteConvention, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

The par spread quotes are converted to points upfronts or quoted spreads.

quoteValueType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the quoteValueType property.

quoteValueType(ValueType) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the value type of the quote.

R

RandomEngine - Class in com.opengamma.strata.math.impl.cern

Abstract base class for uniform pseudo-random number generating engines.

RandomEngine() - Constructor for class com.opengamma.strata.math.impl.cern.RandomEngine

Makes this class non instantiable, but still let's others inherit from it.

RandomNumberGenerator - Interface in com.opengamma.strata.math.impl.random

Generator of random numbers.

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

The meta-property for the rate property.

rate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the rate property.

rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the rate property.

rate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

The meta-property for the rate property.

rate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

The meta-property for the rate property.

rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the rate property.

rate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the fixed rate of interest.

rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the fixed interest rate to be paid.

rate(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

rate(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Gets the forward rate at the specified payment date.

rate(FxIndexObservation, Currency) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

rate(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

rate(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

rate(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

rate(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

rate(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the interest rate to be paid.

rate(IborAveragedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

rate(IborInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

rate(IborRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

rate(InflationEndInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

rate(InflationEndMonthRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

rate(InflationInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

rate(InflationMonthlyRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

rate(OvernightAveragedDailyRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

rate(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateComputationFn

rate(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

rate(OvernightCompoundedAnnualRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

rate(OvernightCompoundedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

rate(RateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn

Determines the applicable rate for the computation.

RATE_CUT_OFF_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

RateAccrualPeriod - Class in com.opengamma.strata.product.swap

A period over which a fixed or floating rate is accrued.

RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RateAccrualPeriod.

RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RateAccrualPeriod.

rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the rateCalculation property.

rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the rateCalculation property.

rateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the rateCalculation property.

rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the inflation rate calculation.

rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the inflation rate calculation.

rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the inflation rate calculation.

RateCalculation - Interface in com.opengamma.strata.product.swap

The accrual calculation part of an interest rate swap leg.

RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap

A rate swap leg defined using a parameterized schedule and calculation.

RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RateCalculationSwapLeg.

RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RateCalculationSwapLeg.

rateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the rateComputation property.

rateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the rateComputation property.

rateComputation(RateComputation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the rate to be computed.

rateComputation(RateComputation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the rate to be computed.

RateComputation - Interface in com.opengamma.strata.product.rate

Defines a mechanism for computing a rate.

RateComputationFn<T extends RateComputation> - Interface in com.opengamma.strata.pricer.rate

Computes a rate.

rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateFxSpotSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

rateFxSpotSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Calculates the sensitivity of the forward rate to the current FX rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the rateId property.

rateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId(QuoteId) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the identifier of the market data value which provides the price.

rateId(QuoteId) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the identifier of the market data value which provides the price.

rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

rateIgnoringFixings(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.

rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

rateIgnoringFixings(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

rateIgnoringFixings(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

rateIgnoringFixings(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.

rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.

rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.

RateIndex - Interface in com.opengamma.strata.basics.index

A index of interest rates, such as an Overnight or Inter-Bank rate.

RateIndexSecurity - Interface in com.opengamma.strata.product.index

An instrument representing a security associated with a rate index.

RatePaymentPeriod - Class in com.opengamma.strata.product.swap

A period over which a rate of interest is paid.

RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RatePaymentPeriod.

RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RatePaymentPeriod.

RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap

A rate swap leg defined using payment and accrual periods.

RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RatePeriodSwapLeg.

RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RatePeriodSwapLeg.

ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Calculates the point sensitivity of the forward rate at the specified payment date.

ratePointSensitivity(FxIndexObservation, Currency) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

ratePointSensitivity(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

ratePointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

ratePointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

ratePointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

ratePointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

rates() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

The meta-property for the rates property.

rates() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

The meta-property for the rates property.

RATES - com.opengamma.strata.market.model.MoneynessType

Simple moneyness on rates.

RatesCalibrationCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of definitions to calibrate rates curves by reading from CSV resources.

RatesCurveCalibrator - Class in com.opengamma.strata.pricer.curve

Curve calibrator for rates curves.

RatesCurveGroup - Class in com.opengamma.strata.market.curve

A group of curves.

RatesCurveGroup.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for RatesCurveGroup.

RatesCurveGroup.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveGroup.

RatesCurveGroupDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a group of curves.

RatesCurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveGroupDefinition.

RatesCurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve

A mutable builder for creating instances of CurveGroupDefinition.

RatesCurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of curve group definitions into memory by reading from CSV resources.

RatesCurveGroupEntry - Class in com.opengamma.strata.market.curve

A single entry in the curve group definition.

RatesCurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for RatesCurveGroupEntry.

RatesCurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveGroupEntry.

RatesCurveGroupId - Class in com.opengamma.strata.market.curve

An identifier used to access a curve group by name.

RatesCurveGroupMarketDataFunction - Class in com.opengamma.strata.measure.rate

Market data function that builds a curve group.

RatesCurveGroupMarketDataFunction() - Constructor for class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction

Creates a new function for building curve groups using the standard measures.

RatesCurveGroupMarketDataFunction(CalibrationMeasures) - Constructor for class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction

Creates a new function for building curve groups.

RatesCurveInputs - Class in com.opengamma.strata.market.curve

The input data used when calibrating a curve.

RatesCurveInputs.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for RatesCurveInputs.

RatesCurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveInputs.

RatesCurveInputsId - Class in com.opengamma.strata.market.curve

An identifier used to access the inputs to curve calibration.

RatesCurveInputsMarketDataFunction - Class in com.opengamma.strata.measure.rate

Market data function that builds the input data used when calibrating a curve.

RatesCurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction

RatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of rates curves into memory by reading from CSV resources.

rateSensitivity(IborAveragedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

rateSensitivity(IborInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

rateSensitivity(IborRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

rateSensitivity(InflationEndInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

rateSensitivity(InflationEndMonthRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

rateSensitivity(InflationInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

rateSensitivity(InflationMonthlyRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

rateSensitivity(OvernightAveragedDailyRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

rateSensitivity(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateComputationFn

rateSensitivity(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

rateSensitivity(OvernightCompoundedAnnualRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

rateSensitivity(OvernightCompoundedRateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

rateSensitivity(RateComputation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn

Determines the point sensitivity for the rate computation.

RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity

Computes the curve parameter sensitivity by finite difference.

RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Create an instance of the finite difference calculator.

RatesMarketData - Interface in com.opengamma.strata.measure.rate

Market data for rates products.

RatesMarketDataLookup - Interface in com.opengamma.strata.measure.rate

The lookup that provides access to rates in market data.

ratesProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the rates provider.

ratesProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains a rates provider based on the specified market data.

RatesProvider - Interface in com.opengamma.strata.pricer.rate

A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

RatesProviderGenerator - Interface in com.opengamma.strata.pricer.curve

Generates a RatesProvider from a set of parameters.

RatesScenarioMarketData - Interface in com.opengamma.strata.measure.rate

Market data for rates products, used for calculation across multiple scenarios.

raw() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister64

Returns a 64 bit uniformly distributed random number in the open unit interval (0.0,1.0) (excluding 0.0 and 1.0).

raw() - Method in class com.opengamma.strata.math.impl.cern.RandomEngine

Returns a 32 bit uniformly distributed random number in the open unit interval (0.0,1.0) (excluding 0.0 and 1.0).

RawOptionData - Class in com.opengamma.strata.pricer.option

Raw data from the volatility market.

read() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

read() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Reads the source as a byte array, throwing an unchecked exception.

read() - Method in class com.opengamma.strata.collect.io.BeanCharSource

read() - Method in class com.opengamma.strata.collect.io.StringCharSource

read(ByteProcessor<T>) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

readFirstLine() - Method in class com.opengamma.strata.collect.io.BeanCharSource

readLines() - Method in class com.opengamma.strata.collect.io.BeanCharSource

readLines(LineProcessor<T>) - Method in class com.opengamma.strata.collect.io.BeanCharSource

readUnsafe() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Returns the underlying array.

readUtf8() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Reads the source, converting to UTF-8.

readUtf8() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Reads the source, converting to UTF-8.

readUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Reads the source, converting to UTF-8 using a Byte-Order Mark if available.

readUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Reads the source, converting to UTF-8 using a Byte-Order Mark if available.

realCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the realCoupon property.

realCoupon(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the rate of real coupon.

RealFunctionIntegrator1DFactory - Class in com.opengamma.strata.math.impl.integration

Factory class for 1-D integrators that do not take arguments.

RealPolynomialFunction1D - Class in com.opengamma.strata.math.impl.function

Class representing a polynomial that has real coefficients and takes a real argument.

RealPolynomialFunction1D(double...) - Constructor for class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Creates an instance.

realPriceFromNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the real price of the bond from its settlement date and nominal price.

RealSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Parent class for root-finders that find a single real root $x$ for a function $f(x)$.

RealSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

realYieldFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the conventional real yield from the curves.

realYieldFromDirtyPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the conventional real yield from the dirty price.

reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the reason property.

reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the reason property.

rebate() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

The meta-property for the rebate property.

rebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

The meta-property for the rebate property.

rebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

The meta-property for the rebate property.

rebate(CurrencyAmount) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

Sets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.

REBATE_AMOUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

REBATE_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

REBATE_DIRECTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

RECEIVE - com.opengamma.strata.product.common.PayReceive

Receive.

RecombiningTrinomialTreeData - Class in com.opengamma.strata.pricer.fxopt

Recombining trinomial tree data.

RecombiningTrinomialTreeData.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for RecombiningTrinomialTreeData.

RECOVERY_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a recovery rate - 'RecoveryRate'.

recovery01(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the recovery01 of the CDS index product.

recovery01(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the recovery01 of the CDS product.

RECOVERY01 - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a 1 bps shift in recovery rate.

recovery01OnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the recovery01 of the underlying product.

recovery01OnSettle(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the recovery01 of the underlying product.

recoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

The meta-property for the recoveryRate property.

recoveryRate(LocalDate) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

recoveryRate(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates

Gets the recovery rate for the specified date.

recoveryRateCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

The meta-property for the recoveryRateCurves property.

recoveryRateCurves(Map<StandardId, RecoveryRates>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

Sets the credit rate curves.

recoveryRates(StandardId) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Gets the recovery rates for a standard ID.

recoveryRates(StandardId) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

recoveryRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing recovery rates.

recoveryRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing recovery rates.

recoveryRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing recovery rates.

RecoveryRates - Interface in com.opengamma.strata.pricer.credit

Recovery rates.

recreateTemplate(String, String) - Static method in class com.opengamma.strata.collect.Messages

Recreates the template from the message and templateLocation code.

RED_CODE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

RED6_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for 6 character RED codes, the Reference Entity Data code.

RED9_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for 9 character RED codes, the Reference Entity Data code.

reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Reduces this array returning a single value.

reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Reduces this matrix returning a single value.

reduce(int, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray

Reduces this array returning a single value.

reduce(long, LongBinaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray

Reduces this array returning a single value.

reduce(BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

reduce(Map.Entry<K, V>, BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

reduce(U, BiFunction<U, ? super Map.Entry<K, V>, U>, BinaryOperator<U>) - Method in class com.opengamma.strata.collect.MapStream

referenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

The meta-property for the referenceCurrency property.

referenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

The meta-property for the referenceCurrency property.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

The meta-property for the referenceCurrency property.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the referenceCurrency property.

referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the currency of the notional amount defined in the contract.

referenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the referenceData property.

ReferenceData - Interface in com.opengamma.strata.basics

Provides access to reference data, such as holiday calendars and securities.

ReferenceDataId<T> - Interface in com.opengamma.strata.basics

An identifier for a unique item of reference data.

ReferenceDataNotFoundException - Exception in com.opengamma.strata.basics

Exception thrown if reference data cannot be found.

ReferenceDataNotFoundException(String) - Constructor for exception com.opengamma.strata.basics.ReferenceDataNotFoundException

Creates the exception passing the exception message.

referenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

The meta-property for the referenceDate property.

region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the region property.

region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the region of the index.

registerInstance(String, Class<T>, String...) - Static method in class com.opengamma.strata.product.AttributeType

Registers an instance for the specified name and type.

regress(double[][], double[][], double[], boolean) - Method in class com.opengamma.strata.math.impl.regression.GeneralizedLeastSquaresRegression

regress(double[][], double[][], double[], boolean) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

regress(double[][], double[][], double[], boolean) - Method in class com.opengamma.strata.math.impl.regression.OrdinaryLeastSquaresRegression

regress(double[][], double[][], double[], boolean) - Method in class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegression

regress(double[][], double[], boolean) - Method in class com.opengamma.strata.math.impl.regression.OrdinaryLeastSquaresRegression

regress(double[][], double[], double[], boolean) - Method in class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegression

regress(double[], double[], int) - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitter

Given a set of data (X_i, Y_i) and degrees of a polynomial, determines optimal coefficients of the polynomial.

regressVerbose(double[], double[], int, boolean) - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitter

Alternative regression method with different output.

relative(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts

Creates a shift that multiplies the values at each curve node by a scaling factor.

relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Returns a curve based on an underlying curve with a scaling applied to the Y values.

RELATIVE - com.opengamma.strata.market.ShiftType

A relative shift where the value is scaled by the shift amount.

relativeTime(LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Converts a date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Converts a time and date to a relative year fraction.

relativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

The meta-property for the relativeTolerance property.

relativeTolerance(double) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

Sets the relative tolerance for the root finder.

relativeYearFraction(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Calculates the relative time between the valuation date and the specified date.

relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

relativeYearFraction(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the relative time between the valuation date and the specified date.

relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the relative year fraction between the specified dates.

relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the relative year fraction between the specified dates.

remove() - Method in class com.opengamma.strata.collect.io.CsvIterator

Throws an exception as remove is not supported.

removeTimeSeriesIf(Predicate<ObservableId>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Removes values where the time series ID matches the specified predicate.

removeValueIf(Predicate<MarketDataId<?>>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Removes values where the value ID matches the specified predicate.

reorderedCopy(double[], int[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Returns a copy of the first array in the order defined by the position values of the second array.

REPLACE - com.opengamma.strata.basics.value.ValueAdjustmentType

The modifying value replaces the base value.

replaceStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns an instance based on this schedule with the start date replaced.

replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns an instance based on this leg with the start date replaced.

replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns an instance based on this leg with the start date replaced.

replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns an instance based on this leg with a different start date.

replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.Swap

Returns an instance based on this swap with the start date replaced.

replaceStartDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Returns an instance based on this leg with the start date replaced.

repoCurveDiscountFactors(LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

repoCurveDiscountFactors(LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Gets the discount factors from a repo curve based on the issuer ID and currency.

repoCurveDiscountFactors(SecurityId, LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

repoCurveDiscountFactors(SecurityId, LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Gets the discount factors from a repo curve based on the security ID, issuer ID and currency.

RepoCurveDiscountFactors - Class in com.opengamma.strata.pricer.bond

Provides access to discount factors for a repo curve.

RepoCurveDiscountFactors.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for RepoCurveDiscountFactors.

repoCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

The meta-property for the repoCurveGroups property.

repoCurveGroups(Map<LegalEntityId, RepoGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

Sets the groups used to find a repo curve by legal entity.

RepoCurveInputsId - Class in com.opengamma.strata.market.curve

An identifier used to access the inputs to curve calibration.

repoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

The meta-property for the repoCurves property.

repoCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

The meta-property for the repoCurves property.

repoCurves(Map<Pair<RepoGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

Sets the repo curves in the curve group, keyed by repo group and currency.

repoCurves(Map<Pair<RepoGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

Sets the repo curves, keyed by group and currency.

repoCurveSecurityGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

The meta-property for the repoCurveSecurityGroups property.

repoCurveSecurityGroups(Map<SecurityId, RepoGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

Sets the groups used to find a repo curve by security.

repoCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a stream of all repo curves in the group.

RepoCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.bond

Point sensitivity to the repo curve.

RepoCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for RepoCurveZeroRateSensitivity.

repoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

The meta-property for the repoGroup property.

repoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

The meta-property for the repoGroup property.

RepoGroup - Class in com.opengamma.strata.market.curve

Group used to identify a related set of repo curves when pricing bonds.

Report - Interface in com.opengamma.strata.report

Represents a business report.

ReportCalculationResults - Class in com.opengamma.strata.report

Stores a set of engine calculation results along with the context required to run reports.

ReportCalculationResults.Meta - Class in com.opengamma.strata.report

The meta-bean for ReportCalculationResults.

ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.framework.format

Common base class for formatting reports into ASCII tables or CSV format.

ReportFormatter(FormatSettings<Object>) - Constructor for class com.opengamma.strata.report.framework.format.ReportFormatter

Creates a new formatter with a set of default format settings.

reportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the reportingCurrency property.

reportingCurrency() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the reportingCurrency property.

reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the reporting currency, used to control currency conversion, optional.

ReportingCurrency - Class in com.opengamma.strata.calc

The reporting currency.

ReportingCurrency.Meta - Class in com.opengamma.strata.calc

The meta-bean for ReportingCurrency.

ReportingCurrencyType - Enum in com.opengamma.strata.calc

The available types of reporting currency.

ReportOutputFormat - Enum in com.opengamma.strata.report.framework.format

Enumerates the report output formats.

ReportRequirements - Class in com.opengamma.strata.report

Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.

ReportRequirements.Meta - Class in com.opengamma.strata.report

The meta-bean for ReportRequirements.

ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report

Runs a report for a specific template type.

ReportTemplate - Interface in com.opengamma.strata.report

Marker interface for report templates.

ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report

Loads a report template from an ini-based file format.

requiredMeasures() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

requiredMeasures() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns the measures required by this function to calculate its measure.

requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode

Determines the market data that is required by the node.

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

requirements(CurrencyPair...) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Creates market data requirements for the specified currency pairs.

requirements(Currency, Index...) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Creates market data requirements for the specified currency and indices.

requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Creates market data requirements for the specified indices.

requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Creates market data requirements for the specified indices.

requirements(RateIndex...) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Creates market data requirements for the specified indices.

requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Returns requirements specifying the market data the function needs to perform its calculations.

requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the market data that is required to perform the calculations.

requirements(StandardId, Currency) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Creates market data requirements for the specified standard ID and currency.

requirements(FxRateId, MarketDataConfig) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction

requirements(CurveId, MarketDataConfig) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction

requirements(RatesCurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction

requirements(RatesCurveInputsId, MarketDataConfig) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction

requirements(FxOptionVolatilitiesId, MarketDataConfig) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

requirements(IborCapFloorTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

requirements(CmsTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

requirements(CdsIndexTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

requirements(CdsTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

requirements(TermDepositTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

requirements(FraTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

requirements(FxNdfTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

requirements(FxSingleTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

requirements(FxSwapTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

requirements(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

requirements(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

requirements(GenericSecurityPosition, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

requirements(GenericSecurityTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

requirements(LegalEntityId, Currency) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Creates market data requirements for the specified issuer.

requirements(BulletPaymentTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

requirements(SecurityId...) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Creates market data requirements for the specified security IDs.

requirements(SecurityId, LegalEntityId, Currency) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Creates market data requirements for the specified security and issuer.

requirements(SecurityPosition, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

requirements(SecurityTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

requirements(SwapTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

requirements(SwaptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner

requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Returns requirements representing the data needed to build the item of market data identified by the ID.

requirements(Set<Currency>) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Creates market data requirements for the specified currencies.

requirements(Set<Currency>, Set<? extends Index>) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Creates market data requirements for the specified currencies and indices.

requirements(Set<CurrencyPair>) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Creates market data requirements for the specified currency pairs.

requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Creates market data requirements for the specified indices.

requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Creates market data requirements for the specified indices.

requirements(Set<RateIndex>) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Creates market data requirements for the specified indices.

requirements(Set<SecurityId>) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Creates market data requirements for the specified security IDs.

requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner

Gets a description of the requirements to run a report for the given template.

requirements(T, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

requirements(T, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns requirements for the market data required by this function to calculate its measure.

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Determines the market data required by this function to perform its calculations.

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

RESET_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

RESET_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

RESET_FREQUENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

RESET_METHOD_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of reset periods.

resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the resetFrequency property.

resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the periodic frequency of reset dates.

resetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the resetMethod property.

resetMethod(IborRateResetMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the rate reset method, defaulted to 'Unweighted'.

resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the resetPeriods property.

resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the reset schedule, used when averaging rates, optional.

ResetSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of fixing dates relative to the accrual periods.

ResetSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResetSchedule.

ResetSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResetSchedule.

Resolvable<T> - Interface in com.opengamma.strata.basics

An object that can be resolved against reference data.

ResolvableCalculationTarget - Interface in com.opengamma.strata.basics

A calculation target that can be resolved using reference data.

ResolvableSecurityPosition - Interface in com.opengamma.strata.product

A position that has a security identifier that can be resolved using reference data.

ResolvableSecurityTrade - Interface in com.opengamma.strata.product

A trade that has a security identifier that can be resolved using reference data.

ResolvableTrade<T extends ResolvedTrade> - Interface in com.opengamma.strata.product

A trade that can to be resolved using reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Resolves the date on this payment, returning a payment with a fixed date.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Resolves this identifier to a holiday calendar using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Resolves this index using the specified reference data, returning a function.

resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Resolves this index using the specified reference data, returning a function.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.Resolvable

Resolves this object using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.Bill

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillPosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuture

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuturePosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.Cms

resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsLeg

resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.Cds

resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndex

resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDeposit

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.Dsf

resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfPosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.Fra

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.FraTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdf

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingle

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwap

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuture

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuturePosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuture

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPayment

resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

resolve(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableTrade

Resolves this trade using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Resolves this adjustment using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Converts this swap leg to the equivalent ResolvedSwapLeg.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Converts this swap leg to the equivalent ResolvedSwapLeg.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Converts this swap leg to the equivalent ResolvedSwapLeg.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.Swap

resolve(ReferenceData) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Resolves this swap leg using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.SwapTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

RESOLVED_TARGET - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the resolved form of the calculation target.

ResolvedBill - Class in com.opengamma.strata.product.bond

A bill, resolved for pricing.

ResolvedBill.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBill.

ResolvedBill.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBill.

ResolvedBillTrade - Class in com.opengamma.strata.product.bond

A trade in a bill, resolved for pricing.

ResolvedBillTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBillTrade.

ResolvedBillTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBillTrade.

ResolvedBondFuture - Class in com.opengamma.strata.product.bond

A futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFuture.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFuture.

ResolvedBondFuture.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFuture.

ResolvedBondFutureOption - Class in com.opengamma.strata.product.bond

A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFutureOption.

ResolvedBondFutureOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFutureOption.

ResolvedBondFutureOptionTrade - Class in com.opengamma.strata.product.bond

A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFutureOptionTrade.

ResolvedBondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFutureOptionTrade.

ResolvedBondFutureTrade - Class in com.opengamma.strata.product.bond

A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFutureTrade.

ResolvedBondFutureTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFutureTrade.

ResolvedBulletPayment - Class in com.opengamma.strata.product.payment

A bullet payment, resolved for pricing.

ResolvedBulletPayment.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for ResolvedBulletPayment.

ResolvedBulletPayment.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for ResolvedBulletPayment.

ResolvedBulletPaymentTrade - Class in com.opengamma.strata.product.payment

A bullet payment trade, resolved for pricing.

ResolvedBulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for ResolvedBulletPaymentTrade.

ResolvedBulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for ResolvedBulletPaymentTrade.

ResolvedCapitalIndexedBond - Class in com.opengamma.strata.product.bond

A capital indexed bond.

ResolvedCapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedCapitalIndexedBond.

ResolvedCapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedCapitalIndexedBond.

ResolvedCapitalIndexedBondSettlement - Class in com.opengamma.strata.product.bond

The settlement details of a capital indexed bond trade.

ResolvedCapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond

A trade in a capital indexed bond, resolved for pricing.

ResolvedCapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedCapitalIndexedBondTrade.

ResolvedCapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedCapitalIndexedBondTrade.

ResolvedCds - Class in com.opengamma.strata.product.credit

A single-name credit default swap (CDS), resolved for pricing.

ResolvedCds.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for ResolvedCds.

ResolvedCds.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for ResolvedCds.

ResolvedCdsIndex - Class in com.opengamma.strata.product.credit

A CDS (portfolio) index, resolved for pricing.

ResolvedCdsIndex.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for ResolvedCdsIndex.

ResolvedCdsIndex.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for ResolvedCdsIndex.

ResolvedCdsIndexTrade - Class in com.opengamma.strata.product.credit

A trade in a CDS index, resolved for pricing.

ResolvedCdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for ResolvedCdsIndexTrade.

ResolvedCdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for ResolvedCdsIndexTrade.

ResolvedCdsTrade - Class in com.opengamma.strata.product.credit

A trade in a single-name credit default swap (CDS), resolved for pricing.

ResolvedCdsTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for ResolvedCdsTrade.

ResolvedCdsTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for ResolvedCdsTrade.

ResolvedCms - Class in com.opengamma.strata.product.cms

A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.

ResolvedCms.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ResolvedCms.

ResolvedCmsLeg - Class in com.opengamma.strata.product.cms

A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.

ResolvedCmsLeg.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for ResolvedCmsLeg.

ResolvedCmsLeg.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ResolvedCmsLeg.

ResolvedCmsTrade - Class in com.opengamma.strata.product.cms

A trade in a constant maturity swap (CMS), resolved for pricing.

ResolvedCmsTrade.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for ResolvedCmsTrade.

ResolvedCmsTrade.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ResolvedCmsTrade.

ResolvedDsf - Class in com.opengamma.strata.product.dsf

A Deliverable Swap Future, resolved for pricing.

ResolvedDsf.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for ResolvedDsf.

ResolvedDsf.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for ResolvedDsf.

ResolvedDsfTrade - Class in com.opengamma.strata.product.dsf

A trade in a Deliverable Swap Future, resolved for pricing.

ResolvedDsfTrade.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for ResolvedDsfTrade.

ResolvedDsfTrade.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for ResolvedDsfTrade.

ResolvedFixedCouponBond - Class in com.opengamma.strata.product.bond

A fixed coupon bond, resolved for pricing.

ResolvedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedFixedCouponBond.

ResolvedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedFixedCouponBond.

ResolvedFixedCouponBondOption - Class in com.opengamma.strata.product.bond

An option on a FixedCouponBond resolved for pricing.

ResolvedFixedCouponBondOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedFixedCouponBondOption.

ResolvedFixedCouponBondOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedFixedCouponBondOption.

ResolvedFixedCouponBondSettlement - Class in com.opengamma.strata.product.bond

The settlement details of a fixed coupon bond trade.

ResolvedFixedCouponBondTrade - Class in com.opengamma.strata.product.bond

A trade in a fixed coupon bond, resolved for pricing.

ResolvedFixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedFixedCouponBondTrade.

ResolvedFixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedFixedCouponBondTrade.

ResolvedFra - Class in com.opengamma.strata.product.fra

A forward rate agreement (FRA), resolved for pricing.

ResolvedFra.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for ResolvedFra.

ResolvedFra.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for ResolvedFra.

ResolvedFraTrade - Class in com.opengamma.strata.product.fra

A trade in a forward rate agreement (FRA), resolved for pricing.

ResolvedFraTrade.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for ResolvedFraTrade.

ResolvedFraTrade.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for ResolvedFraTrade.

ResolvedFxNdf - Class in com.opengamma.strata.product.fx

A Non-Deliverable Forward (NDF), resolved for pricing.

ResolvedFxNdf.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxNdf.

ResolvedFxNdf.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxNdf.

ResolvedFxNdfTrade - Class in com.opengamma.strata.product.fx

A trade in a Non-Deliverable Forward (NDF), resolved for pricing.

ResolvedFxNdfTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxNdfTrade.

ResolvedFxNdfTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxNdfTrade.

ResolvedFxSingle - Class in com.opengamma.strata.product.fx

A single FX transaction, resolved for pricing.

ResolvedFxSingle.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSingle.

ResolvedFxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt

Resolved FX (European) single barrier option.

ResolvedFxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for ResolvedFxSingleBarrierOption.

ResolvedFxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt

A trade in an FX single barrier option, resolved for pricing.

ResolvedFxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for ResolvedFxSingleBarrierOptionTrade.

ResolvedFxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for ResolvedFxSingleBarrierOptionTrade.

ResolvedFxSingleTrade - Class in com.opengamma.strata.product.fx

A trade in a single FX transaction, resolved for pricing.

ResolvedFxSingleTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxSingleTrade.

ResolvedFxSingleTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSingleTrade.

ResolvedFxSwap - Class in com.opengamma.strata.product.fx

An FX Swap, resolved for pricing.

ResolvedFxSwap.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSwap.

ResolvedFxSwapTrade - Class in com.opengamma.strata.product.fx

A trade in an FX swap, resolved for pricing.

ResolvedFxSwapTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxSwapTrade.

ResolvedFxSwapTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSwapTrade.

ResolvedFxVanillaOption - Class in com.opengamma.strata.product.fxopt

A vanilla FX option, resolved for pricing.

ResolvedFxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for ResolvedFxVanillaOption.

ResolvedFxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for ResolvedFxVanillaOption.

ResolvedFxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt

A trade in a vanilla FX option, resolved for pricing.

ResolvedFxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for ResolvedFxVanillaOptionTrade.

ResolvedFxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for ResolvedFxVanillaOptionTrade.

ResolvedIborCapFloor - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor, resolved for pricing.

ResolvedIborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for ResolvedIborCapFloor.

ResolvedIborCapFloorLeg - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.

ResolvedIborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for ResolvedIborCapFloorLeg.

ResolvedIborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for ResolvedIborCapFloorLeg.

ResolvedIborCapFloorTrade - Class in com.opengamma.strata.product.capfloor

A trade in an Ibor cap/floor, resolved for pricing.

ResolvedIborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for ResolvedIborCapFloorTrade.

ResolvedIborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for ResolvedIborCapFloorTrade.

ResolvedIborFixingDeposit - Class in com.opengamma.strata.product.deposit

An Ibor fixing deposit, resolved for pricing.

ResolvedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedIborFixingDeposit.

ResolvedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedIborFixingDeposit.

ResolvedIborFixingDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in an Ibor fixing deposit, resolved for pricing.

ResolvedIborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedIborFixingDepositTrade.

ResolvedIborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedIborFixingDepositTrade.

ResolvedIborFuture - Class in com.opengamma.strata.product.index

A futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFuture.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFuture.

ResolvedIborFuture.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFuture.

ResolvedIborFutureOption - Class in com.opengamma.strata.product.index

A futures option contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureOption.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFutureOption.

ResolvedIborFutureOption.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFutureOption.

ResolvedIborFutureOptionTrade - Class in com.opengamma.strata.product.index

A trade in an option on a futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFutureOptionTrade.

ResolvedIborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFutureOptionTrade.

ResolvedIborFutureTrade - Class in com.opengamma.strata.product.index

A trade in a futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFutureTrade.

ResolvedIborFutureTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFutureTrade.

ResolvedOvernightFuture - Class in com.opengamma.strata.product.index

A futures contract based on an Overnight index, resolved for pricing.

ResolvedOvernightFuture.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedOvernightFuture.

ResolvedOvernightFuture.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedOvernightFuture.

ResolvedOvernightFutureTrade - Class in com.opengamma.strata.product.index

A trade in a futures contract based on an Overnight index, resolved for pricing.

ResolvedOvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedOvernightFutureTrade.

ResolvedOvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedOvernightFutureTrade.

ResolvedProduct - Interface in com.opengamma.strata.product

A product that has been resolved for pricing.

ResolvedSwap - Class in com.opengamma.strata.product.swap

A rate swap, resolved for pricing.

ResolvedSwap.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedSwap.

ResolvedSwap.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedSwap.

ResolvedSwapLeg - Class in com.opengamma.strata.product.swap

A resolved swap leg, with dates calculated ready for pricing.

ResolvedSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedSwapLeg.

ResolvedSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedSwapLeg.

ResolvedSwaption - Class in com.opengamma.strata.product.swaption

A swaption, resolved for pricing.

ResolvedSwaption.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for ResolvedSwaption.

ResolvedSwaption.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for ResolvedSwaption.

ResolvedSwaptionTrade - Class in com.opengamma.strata.product.swaption

A trade in a swaption, resolved for pricing.

ResolvedSwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for ResolvedSwaptionTrade.

ResolvedSwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for ResolvedSwaptionTrade.

ResolvedSwapTrade - Class in com.opengamma.strata.product.swap

A trade in a rate swap, resolved for pricing.

ResolvedSwapTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedSwapTrade.

ResolvedSwapTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedSwapTrade.

ResolvedTermDeposit - Class in com.opengamma.strata.product.deposit

A term deposit, resolved for pricing.

ResolvedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedTermDeposit.

ResolvedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedTermDeposit.

ResolvedTermDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in a term deposit, resolved for pricing.

ResolvedTermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedTermDepositTrade.

ResolvedTermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedTermDepositTrade.

resolvedTrade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a resolved trade representing the instrument at the node.

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

ResolvedTrade - Interface in com.opengamma.strata.product

A trade that has been resolved for pricing.

ResolvedTradeParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a resolved trade and label.

ResolvedTradeParameterMetadata.Builder - Class in com.opengamma.strata.market.param

The bean-builder for ResolvedTradeParameterMetadata.

ResolvedTradeParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for ResolvedTradeParameterMetadata.

resolvedTrades(MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Creates a list of trades representing the instrument at each node.

resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.basics.ResolvableCalculationTarget

Resolves this target, returning the resolved instance.

resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition

Resolves the security identifier using the specified reference data.

resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade

Resolves the security identifier using the specified reference data.

resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.SecurityPosition

resolveValues(Schedule) - Method in class com.opengamma.strata.basics.value.ValueSchedule

Resolves the value and adjustments against a specific schedule.

RESOURCE_DIRS_PROPERTY - Static variable in class com.opengamma.strata.collect.io.ResourceConfig

The system property defining the comma separated list of groups.

ResourceConfig - Class in com.opengamma.strata.collect.io

Provides access to configuration files.

ResourceLocator - Class in com.opengamma.strata.collect.io

A locator for a resource, specified as a file, URL, path or classpath resource.

result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Returns the aggregate result of the calculations, blocking until it is available.

Result<T> - Class in com.opengamma.strata.collect.result

The result of an operation, either success or failure.

Result.Meta<T> - Class in com.opengamma.strata.collect.result

The meta-bean for Result.

resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

resultReceived(CalculationTarget, CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when a calculation completes.

resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.ResultsListener

Results - Class in com.opengamma.strata.calc

Calculation results of performing calculations for a set of targets and columns.

Results.Meta - Class in com.opengamma.strata.calc

The meta-bean for Results.

ResultsListener - Class in com.opengamma.strata.calc.runner

Calculation listener that receives the results of individual calculations and builds a set of Results.

ResultsListener() - Constructor for class com.opengamma.strata.calc.runner.ResultsListener

Creates a new instance.

reverseLookup(T) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up the external name given a standard enum instance.

rho(double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

rho(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

Calculates the rho parameter for a pair of time to expiry.

rho(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

rho(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the rho parameter for time to expiry.

rho(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the rho parameter for a pair of time to expiry and instrument tenor.

rho(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

rho(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the rho parameter for a pair of time to expiry and instrument tenor.

rho(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the rho.

RHO - com.opengamma.strata.market.model.SabrParameterType

SABR rho.

rhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the rhoCurve property.

rhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the rhoCurve property.

rhoCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the rho (correlation) curve.

rhoCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the rho (correlation) curve.

RIC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for RICs, the Reuters Instrument Code.

RidderSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Finds a single root of a function using Ridder's method.

RidderSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.RidderSingleRootFinder

Sets the accuracy to 10^-15.

RidderSingleRootFinder(double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.RidderSingleRootFinder

RidderSingleRootFinder(double, double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.RidderSingleRootFinder

RIGHT - com.opengamma.strata.collect.io.AsciiTableAlignment

Align right.

rightCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

The meta-property for the rightCurve property.

rightExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Right extrapolates the y-value from the specified x-value.

rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the right extrapolated y-value at the specified x-value.

rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.

RISK_REVERSAL - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a risk reversal - 'RiskReversal'.

riskyAnnuity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the risky annuity, which is RPV01 per unit notional.

riskyAnnuity(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the risky annuity, which is RPV01 per unit notional.

riskyAnnuitySensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the risky annuity sensitivity of the product.

riskyAnnuitySensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the risky annuity sensitivity of the product.

ROLL_CONVENTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the rollConvention property.

rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the rollConvention property.

rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the rollConvention property.

rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the rollConvention property.

rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the rollConvention property.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional convention defining how to roll dates.

rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the roll convention used when building the schedule.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the roll convention of the bond payments.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the roll convention of the bond payments.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

RollConvention - Interface in com.opengamma.strata.basics.schedule

A convention defining how to roll dates.

RollConventions - Class in com.opengamma.strata.basics.schedule

Constants and implementations for standard roll conventions.

ROMBERG - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Romberg integrator name

ROMBERG_INSTANCE - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

RombergIntegrator1D

RombergIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Romberg's method estimates an integral by repeatedly using Richardson extrapolation on the extended trapezium rule ExtendedTrapezoidIntegrator1D.

RombergIntegrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.RombergIntegrator1D

RON - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'RON' - Romanian New Leu.

RootFinderConfig - Class in com.opengamma.strata.measure.curve

Configuration for the root finder used when calibrating curves.

RootFinderConfig.Builder - Class in com.opengamma.strata.measure.curve

The bean-builder for RootFinderConfig.

RootFinderConfig.Meta - Class in com.opengamma.strata.measure.curve

The meta-bean for RootFinderConfig.

round(double) - Method in interface com.opengamma.strata.basics.value.Rounding

Rounds the specified value according to the rules of the convention.

round(Decimal) - Method in interface com.opengamma.strata.basics.value.Rounding

Rounds the specified value according to the rules of the convention.

round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding

Rounds the specified value according to the rules of the convention.

rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the rounding property.

rounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

Rounding - Interface in com.opengamma.strata.basics.value

A convention defining how to round a number.

roundMinorUnits(double) - Method in class com.opengamma.strata.basics.currency.Currency

Rounds the specified amount according to the minor units.

roundMinorUnits(Decimal) - Method in class com.opengamma.strata.basics.currency.Currency

Rounds the specified amount according to the minor units.

roundMinorUnits(BigDecimal) - Method in class com.opengamma.strata.basics.currency.Currency

Rounds the specified amount according to the minor units.

roundToPrecision(int, RoundingMode) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value rounded to the specified precision.

roundToScale(int, RoundingMode) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value rounded to the specified scale.

row(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the row at the specified index.

row(int) - Method in class com.opengamma.strata.collect.io.CsvFile

Gets a single row.

rowArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the row at the specified index as an independent array.

rowCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of rows of this matrix.

rowCount() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets the number of data rows.

rows() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets all data rows in the file.

rpv01(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the risky PV01 of the CDS index product.

rpv01(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the risky PV01 of the CDS product.

rpv01OnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the risky PV01 of the underlying product.

rpv01OnSettle(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the risky PV01 of the underlying product.

RU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'RU' = Russia.

RUB - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'RUB' - Russian Ruble.

run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable

Performs an action.

RungeKuttaIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Adapted from the forth-order Runge-Kutta method for solving ODE.

RungeKuttaIntegrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

RungeKuttaIntegrator1D(double) - Constructor for class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

RungeKuttaIntegrator1D(double, double) - Constructor for class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

RungeKuttaIntegrator1D(double, double, int) - Constructor for class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

Constructor from absolute and relative tolerance and minimal number of steps.

RungeKuttaIntegrator1D(double, int) - Constructor for class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

RungeKuttaIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the runInstant property.

runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the runInstant property.

runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the instant at which the report was run.

runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the instant at which the report was run.

runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Runnable interface.

runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner

runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner

Runs a report from a set of calculation results.

S

SA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'SA' - Saudi Arabia.

SABR_ALPHA - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR alpha parameter - 'SabrAlpha'.

SABR_BETA - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR beta parameter - 'SabrBeta'.

SABR_NU - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR nu parameter - 'SabrNu'.

SABR_RHO - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR rho parameter - 'SabrRho'.

SABR_SHIFT - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR shift parameter - 'SabrShift'.

SabrExtrapolationReplicationCmsLegPricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS legs by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Creates an instance.

SabrExtrapolationReplicationCmsPeriodPricer - Class in com.opengamma.strata.pricer.cms

Computes the price of a CMS coupon/caplet/floorlet by swaption replication on a shifted SABR formula with extrapolation.

SabrExtrapolationReplicationCmsProductPricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS products by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Creates an instance using the default pay leg pricer.

SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Creates an instance.

SabrExtrapolationReplicationCmsTradePricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Creates an instance using the default payment pricer.

SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Creates an instance.

SabrExtrapolationRightFunction - Class in com.opengamma.strata.pricer.impl.option

Pricing function in the SABR model with Hagan et al.

SabrFormulaData - Class in com.opengamma.strata.pricer.impl.volatility.smile

The data bundle for SABR formula.

SabrHaganNormalVolatilityFormula - Class in com.opengamma.strata.pricer.impl.volatility.smile

Formulas related to the SABR implied normal volatility function.

SabrHaganVolatilityFunctionProvider - Class in com.opengamma.strata.pricer.impl.volatility.smile

The Hagan SABR volatility function provider.

SabrIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs in SABR model.

SabrIborCapFloorLegPricer(SabrIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer

Creates an instance.

SabrIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products in SABR model.

SabrIborCapFloorProductPricer(SabrIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer

Creates an instance.

SabrIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades in SABR model.

SabrIborCapFloorTradePricer(SabrIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer

Creates an instance.

SabrIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for caplet/floorlet in SABR model.

SabrIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer

SabrIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in SABR model.

SabrIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for SabrIborCapletFloorletVolatilityBootstrapDefinition.

SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for SabrIborCapletFloorletVolatilityBootstrapDefinition.

SabrIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor

Caplet volatilities calibration to cap volatilities based on SABR model.

SabrIborCapletFloorletVolatilityCalibrationDefinition - Class in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for SabrIborCapletFloorletVolatilityCalibrationDefinition.

SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.

SabrIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor

Caplet volatilities calibration to cap volatilities based on SABR model.

SabrInArrearsVolatilityFunction - Class in com.opengamma.strata.pricer.impl.volatility.smile

Adjustments to the SABR parameters to accommodate the pricing of in-arrears caplets.

SabrInArrearsVolatilityFunction.Builder - Class in com.opengamma.strata.pricer.impl.volatility.smile

The bean-builder for SabrInArrearsVolatilityFunction.

SabrInArrearsVolatilityFunction.Meta - Class in com.opengamma.strata.pricer.impl.volatility.smile

The meta-bean for SabrInArrearsVolatilityFunction.

SabrInterestRateParameters - Class in com.opengamma.strata.pricer.model

The volatility surface description under SABR model.

SabrModelFitter - Class in com.opengamma.strata.pricer.impl.volatility.smile

SABR model fitter.

SabrModelFitter(double, DoubleArray, double, DoubleArray, DoubleArray, VolatilityFunctionProvider<SabrFormulaData>) - Constructor for class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

Constructs SABR model fitter from forward, strikes, time to expiry, implied volatilities and error values.

SabrModelFitter(double, DoubleArray, double, DoubleArray, DoubleArray, SabrVolatilityFormula) - Constructor for class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

Constructs SABR model fitter from forward, strikes, time to expiry, implied volatilities and error values.

SabrOvernightInArrearsCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for in-arrears caplets and floorlets (Asian style options) in the SABR with effective parameters approach.

sabrParameterByExpiry(CurveName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves

Creates metadata for a curve providing a SABR parameter.

sabrParameterByExpiry(CurveName, DayCount, ValueType, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates metadata for a curve providing a SABR parameter.

sabrParameterByExpiry(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves

Creates metadata for a curve providing a SABR parameter.

sabrParameterByExpiryTenor(SurfaceName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing a SABR expiry-tenor parameter.

sabrParameterByExpiryTenor(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing a SABR expiry-tenor parameter.

SabrParameters - Class in com.opengamma.strata.pricer.model

The volatility surface description under SABR model.

SabrParametersIborCapletFloorletVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility environment for Ibor caplet/floorlet in the SABR model.

SabrParametersIborCapletFloorletVolatilities.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for SabrParametersIborCapletFloorletVolatilities.

SabrParametersIborCapletFloorletVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for SabrParametersIborCapletFloorletVolatilities.

SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility environment for swaptions in the SABR model.

SabrParametersSwaptionVolatilities.Builder - Class in com.opengamma.strata.pricer.swaption

The bean-builder for SabrParametersSwaptionVolatilities.

SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SabrParametersSwaptionVolatilities.

SabrParameterType - Enum in com.opengamma.strata.market.model

The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.

SabrSwaptionCalibrator - Class in com.opengamma.strata.pricer.swaption

Swaption SABR calibrator.

SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in SABR model.

SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Creates an instance.

SabrSwaptionDefinition - Class in com.opengamma.strata.pricer.swaption

Definition of standard inputs to SABR swaption calibration.

SabrSwaptionDefinition.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SabrSwaptionDefinition.

SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in SABR model on the swap rate.

SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Creates an instance.

SabrSwaptionRawDataSensitivityCalculator - Class in com.opengamma.strata.pricer.swaption

Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.

SabrSwaptionRawDataSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator

SabrSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade in the SABR model on the swap rate.

SabrSwaptionTradePricer(SabrSwaptionCashParYieldProductPricer, SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Creates an instance.

SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in SABR model.

sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the sabrVolatilityFormula property.

sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the sabrVolatilityFormula property.

sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the SABR formula.

sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the SABR formula.

SabrVolatilityFormula - Interface in com.opengamma.strata.pricer.model

Provides volatility and sensitivity in the SABR model.

safe(Appendable) - Static method in class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, using the system default line separator and using a comma separator.

safe(Appendable, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, allowing the new line character to be controlled and using a comma separator.

safe(Appendable, String, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, allowing the new line character to be controlled, specifying the separator.

SafeFiles - Class in com.opengamma.strata.collect.io

Provides methods to operate on files using Path that avoid leaking file handles.

SampleFisherKurtosisCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

The sample Fisher kurtosis gives a measure of how heavy the tails of a distribution are with respect to the normal distribution (which has a Fisher kurtosis of zero).

SampleFisherKurtosisCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleFisherKurtosisCalculator

SampleInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

SampleInterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleInterpolationQuantileMethod

SamplePlusOneInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

SamplePlusOneInterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneInterpolationQuantileMethod

SamplePlusOneNearestIndexQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

SamplePlusOneNearestIndexQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneNearestIndexQuantileMethod

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a resolved trade representing the instrument at the node.

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

SampleSkewnessCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

The sample skewness gives a measure of the asymmetry of the probability distribution of a variable.

SampleSkewnessCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleSkewnessCalculator

SampleStandardDeviationCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the sample standard deviation of a series of data.

SampleStandardDeviationCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleStandardDeviationCalculator

SampleVarianceCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the sample variance of a series of data.

SampleVarianceCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.SampleVarianceCalculator

SAR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SAR' - Saudi Riyal.

SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.

SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Saturday/Sunday weekends.

ScalarFieldFirstOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation

Differentiates a scalar field (i.e.

ScalarFieldFirstOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator

Creates an instance using the default values of differencing type (central) and eps (10^-5).

ScalarFieldFirstOrderDifferentiator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator

Creates an instance that approximates the derivative of a scalar function by finite difference.

ScalarFirstOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation

Differentiates a scalar function with respect to its argument using finite difference.

ScalarFirstOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator

Creates an instance using the default value of eps (10^-5) and central differencing type.

ScalarFirstOrderDifferentiator(FiniteDifferenceType) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator

Creates an instance using the default value of eps (10^-5).

ScalarFirstOrderDifferentiator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator

Creates an instance.

ScalarMinimizer - Interface in com.opengamma.strata.math.impl.minimization

Interface for classes that extend the functionality of Minimizer by providing a method that allows the search area for the minimum to be bounded.

ScalarSecondOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation

Differentiates a scalar function with respect to its argument using finite difference.

ScalarSecondOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator

Creates an instance using the default values.

ScalarSecondOrderDifferentiator(double) - Constructor for class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator

Creates an instance specifying the step size.

scale() - Method in class com.opengamma.strata.collect.Decimal

Returns the scale.

scale(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Scale a vector or matrix by a given amount, i.e.

SCALED - com.opengamma.strata.market.ShiftType

A scaled shift where the value is multiplied by the shift.

scenario(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Returns market data for a single scenario.

scenario(int) - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Returns market data for a single scenario.

ScenarioArray<T> - Interface in com.opengamma.strata.data.scenario

An array of values, one for each scenario.

scenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the scenarioCount property.

ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata

A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.

ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata

The bean-builder for ScenarioDefinition.

ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for ScenarioDefinition.

ScenarioFxConvertible<R> - Interface in com.opengamma.strata.data.scenario

Provides the ability for objects to be automatically currency converted.

ScenarioFxRateProvider - Interface in com.opengamma.strata.data.scenario

A provider of FX rates for scenarios.

ScenarioMarketData - Interface in com.opengamma.strata.data.scenario

Provides access to market data across one or more scenarios.

ScenarioMarketDataId<T,U extends ScenarioArray<T>> - Interface in com.opengamma.strata.data.scenario

Market data identifier used by functions that need access to objects containing market data for multiple scenarios.

scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

The meta-property for the scenarioNames property.

scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the scenarioNames property in the builder from an array of objects.

scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the names of the scenarios.

ScenarioPerturbation<T> - Interface in com.opengamma.strata.data.scenario

A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

scenarios() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns a stream of market data, one for each scenario.

Schedule - Class in com.opengamma.strata.basics.schedule

A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.

Schedule.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for Schedule.

Schedule.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for Schedule.

ScheduledSwapLeg - Interface in com.opengamma.strata.product.swap

A swap leg that defines dates using a schedule.

ScheduleException - Exception in com.opengamma.strata.basics.schedule

Exception thrown when a schedule cannot be calculated.

ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException

Creates an instance, specifying the definition that caused the problem.

ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException

Creates an instance.

SchedulePeriod - Class in com.opengamma.strata.basics.schedule

A period in a schedule.

SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for SchedulePeriod.

SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for SchedulePeriod.

scheme() - Method in class com.opengamma.strata.basics.StandardId.Meta

The meta-property for the scheme property.

SE - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'SE' - Sweden.

seasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

The meta-property for the seasonality property.

SeasonalityDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of seasonality for a price index curve.

SeasonalityDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for SeasonalityDefinition.

SeasonalityDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of seasonality definitions into memory by reading from CSV resources.

seasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the seasonalityDefinitions property.

seasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

The meta-property for the seasonalityMonthOnMonth property.

second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the second property.

section(String) - Method in class com.opengamma.strata.collect.io.IniFile

Gets a single section of this INI file.

sections() - Method in class com.opengamma.strata.collect.io.IniFile

Returns the set of sections of this INI file.

SecuritizedProduct - Interface in com.opengamma.strata.product

The product details of a financial instrument that is traded as a security.

SecuritizedProductPortfolioItem<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product

A trade that is directly based on a securitized product.

SecuritizedProductPosition<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product

A position that is directly based on a securitized product.

SecuritizedProductTrade<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product

A trade that is directly based on a securitized product.

security() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the security property.

security() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

The meta-property for the security property.

security() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the security property.

security() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

The meta-property for the security property.

security() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

The meta-property for the security property.

security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the security property.

security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

Sets the underlying security.

security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

Sets the security that was traded.

security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

Sets the underlying security.

security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

Sets the security that was traded.

security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

Sets the underlying security.

security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the security that was traded.

Security - Interface in com.opengamma.strata.product

A security that can be traded.

SECURITY - com.opengamma.strata.report.framework.expression.ValueRootType

Refers to the security on the trade.

SECURITY - Static variable in class com.opengamma.strata.product.ProductType

A Security, used where the kind of security is not known.

SECURITY_ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

SECURITY_ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

SECURITY_ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

SECURITY_ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

securityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

The meta-property for the securityId property.

securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the security ID that was split.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the security identifier.

securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

Sets the identifier of the underlying security.

securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the identifier of the security that was traded.

SecurityId - Class in com.opengamma.strata.product

An identifier for a security.

SecurityInfo - Class in com.opengamma.strata.product

Information about a security.

SecurityInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for SecurityInfo.

SecurityInfoBuilder - Class in com.opengamma.strata.product

Builder to create SecurityInfo.

SecurityPosition - Class in com.opengamma.strata.product

A position in a security, where the security is referenced by identifier.

SecurityPosition.Builder - Class in com.opengamma.strata.product

The bean-builder for SecurityPosition.

SecurityPosition.Meta - Class in com.opengamma.strata.product

The meta-bean for SecurityPosition.

SecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security

Perform calculations on a single SecurityPosition for each of a set of scenarios.

SecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

Creates an instance.

SecurityPriceInfo - Class in com.opengamma.strata.product

Defines the meaning of the security price.

SecurityPriceInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for SecurityPriceInfo.

SecurityQuantity - Interface in com.opengamma.strata.product

A quantity of a security.

SecurityQuantityTrade - Interface in com.opengamma.strata.product

A trade that is based on security, quantity and price.

SecurityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a security to produce another object.

SecurityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator

SecurityTrade - Class in com.opengamma.strata.product

A trade representing the purchase or sale of a security, where the security is referenced by identifier.

SecurityTrade.Builder - Class in com.opengamma.strata.product

The bean-builder for SecurityTrade.

SecurityTrade.Meta - Class in com.opengamma.strata.product

The meta-bean for SecurityTrade.

SecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security

Perform calculations on a single SecurityTrade for each of a set of scenarios.

SecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

Creates an instance.

SecurityTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV file format for Security trades.

SEDOL_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for SEDOLs, the United Kingdom numbering system.

SEK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SEK' - Swedish Krona.

SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for SEK-SIOR Overnight index.

SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SIOR index for SEK.

SEK_STIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for SEK-STIBOR.

SEK_STIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month STIBOR index.

SEK_STIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week STIBOR index.

SEK_STIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month STIBOR index.

SEK_STIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month STIBOR index.

SEK_STIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month STIBOR index.

selectDate(LocalDate, SequenceDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Selects a date from the sequence.

selectDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Selects a single exercise date based on the proposed date.

selectDateOrSame(LocalDate, SequenceDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Selects a date from the sequence.

selectExerciseDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption

Selects one of the exercise dates.

selectParties(ListMultimap<String, String>) - Method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Given a map of all parties in the FpML document, extract those that represent "our" side of the trade.

SELL - com.opengamma.strata.product.common.BuySell

Sell.

SemiLocalCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Cubic spline interpolation based on H.

SemiLocalCubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.SemiLocalCubicSplineInterpolator

SENIORITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

sensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this instance to a stream of sensitivity, keyed by the parameter metadata.

sensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure

Calculates the parameter sensitivities that relate to the value.

sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

Sensitivities - Interface in com.opengamma.strata.market.sensitivity

Risk expressed as a set of sensitivities.

SENSITIVITIES - com.opengamma.strata.product.PortfolioItemType

Risk expressed as sensitivities.

SENSITIVITIES - Static variable in class com.opengamma.strata.product.ProductType

A representation based on sensitivities.

sensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the parameter sensitivity values.

sensitivity(CurrencyParameterSensitivities, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

Calculates the market quote sensitivities from parameter sensitivity.

sensitivity(CurrencyParameterSensitivities, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

Calculates the market quote sensitivities from parameter sensitivity.

sensitivity(CurrencyParameterSensitivities, RatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

Calculates the market quote sensitivities from parameter sensitivity.

sensitivity(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.

sensitivity(CreditRatesProvider, Function<ImmutableCreditRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Computes the first order sensitivities of a function of a CreditRatesProvider to a double by finite difference.

sensitivity(RatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.

SensitivityCsvInfoResolver - Interface in com.opengamma.strata.loader.csv

Resolves additional information when parsing sensitivity CSV files.

SensitivityCsvInfoSupplier - Interface in com.opengamma.strata.loader.csv

Resolves additional information when writing sensitivity CSV files.

SensitivityCsvLoader - Class in com.opengamma.strata.loader.csv

Loads sensitivities from CSV files.

SensitivityCsvWriter - Class in com.opengamma.strata.loader.csv

Writes sensitivities to a CSV file.

sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the sensitivityFunction property.

sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the sensitivityFunction property.

sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the parameter sensitivity function.

sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the parameter sensitivity function.

sensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

The meta-property for the sensitivityType property.

sensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the sensitivityType property.

SequenceDate - Class in com.opengamma.strata.basics.date

Instructions to obtain a specific date from a sequence of dates.

sequential() - Method in class com.opengamma.strata.collect.MapStream

serialize(Class<T>, T) - Static method in class com.opengamma.strata.collect.io.SerializedValue

Obtains an instance by serializing the value based on the declared Java type.

SerializedValue - Class in com.opengamma.strata.collect.io

A serialized value.

SEST - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.

set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

set(String, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

set(String, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

set(String, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

set(T, T...) - Static method in class com.opengamma.strata.collect.Guavate

Converts a set from the first element and remaining varargs.

setPercentile(double) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.PercentileCalculator

setRandomGenerator(RandomEngine) - Method in class com.opengamma.strata.math.impl.cern.Normal

Sets the uniform random generator internally used.

setSeed(int) - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister

Sets the receiver's seed.

setState(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare

Sets the distribution parameter.

setState(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT

Sets the distribution parameter.

setState(double, double) - Method in class com.opengamma.strata.math.impl.cern.Gamma

Sets the mean and variance.

setState(double, double) - Method in class com.opengamma.strata.math.impl.cern.Normal

Sets the mean and variance.

settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider

Obtains the format settings for a given type.

SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader

The report type property name, in the settings section.

SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader

The settings section name.

settlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

The meta-property for the settlement property.

settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the settlement property.

settlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

The meta-property for the settlement property.

settlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the settlement property.

settlement(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

Sets the settlement details of the bill trade.

settlement(ResolvedCapitalIndexedBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the settlement details of the bond trade.

settlement(ResolvedFixedCouponBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

Sets the bond's settlement details.

settlement(ResolvedFixedCouponBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the settlement details of the bond trade.

SETTLEMENT_BY_CODE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Lookup settlement by code.

SETTLEMENT_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

SETTLEMENT_DATE_OFFSET_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

SETTLEMENT_DATE_OFFSET_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

SETTLEMENT_DATE_OFFSET_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

SETTLEMENT_DATE_OFFSET_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

SETTLEMENT_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the settlement price - 'SettlementPrice'.

SETTLEMENT_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

SETTLEMENT_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the settlementCurrencyNotional property.

settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the settlementCurrencyNotional property.

settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

settlementDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the settlementDate property.

settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

The meta-property for the settlementDate property.

settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the settlementDate property.

settlementDate(AdjustableDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the settlement date when the option is exercised.

settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the settlement date, optional.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.Bill.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the number of days between valuation date and settlement date.

SettlementType - Enum in com.opengamma.strata.product.common

Flag indicating how a financial instrument is to be settled.

SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'SFE' roll convention which adjusts the date to the second Friday.

SG - Static variable in class com.opengamma.strata.basics.location.Country

The country 'SG' - Singapore.

SGD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SGD' - Singapore Dollar.

SGX - Static variable in class com.opengamma.strata.product.common.CcpIds

Singapore Exchange.

shared - Static variable in class com.opengamma.strata.math.impl.cern.ChiSquare

shared - Static variable in class com.opengamma.strata.math.impl.cern.Gamma

shared - Static variable in class com.opengamma.strata.math.impl.cern.Normal

shared - Static variable in class com.opengamma.strata.math.impl.cern.StudentT

ShermanMorrisonMatrixUpdateFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

ShermanMorrisonMatrixUpdateFunction(MatrixAlgebra) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonMatrixUpdateFunction

ShermanMorrisonVectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding.newton

A root finder that uses the Sherman-Morrison formula to invert Broyden's Jacobian update formula, thus providing a direct update formula for the inverse Jacobian.

ShermanMorrisonVectorRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder

Creates an instance.

ShermanMorrisonVectorRootFinder(double, double, int) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder

Creates an instance.

ShermanMorrisonVectorRootFinder(double, double, int, Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder

Creates an instance.

ShermanMorrisonVectorRootFinder(double, double, int, Decomposition<?>, MatrixAlgebra) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonVectorRootFinder

Creates an instance.

shift(double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

shift(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

Calculates the shift parameter for the specified time to expiry.

shift(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

shift(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the shift parameter for time to expiry.

shift(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the shift parameter for a pair of time to expiry and instrument tenor.

shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the shift parameter for the specified time to expiry and instrument tenor.

shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Shifts the date by the specified number of business days.

shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

SHIFT - com.opengamma.strata.market.model.SabrParameterType

SABR shift.

shiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

The meta-property for the shiftAmount property.

shiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

The meta-property for the shiftAmounts property.

shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the shiftCurve property.

shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the shiftCurve property.

shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the shiftCurve property.

shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the shiftCurve property.

shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the shiftCurve property.

shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets the shift parameter of shifted Black model.

shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the shift curve.

shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the shift curve.

ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the shifted log-normal or shifted Black model based on a surface.

ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.

shifts() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

The meta-property for the shifts property.

shiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

The meta-property for the shiftType property.

ShiftType - Enum in com.opengamma.strata.market

Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.

SHORT - com.opengamma.strata.product.common.LongShort

Short.

SHORT_FINAL - com.opengamma.strata.basics.schedule.StubConvention

A short final stub.

SHORT_INITIAL - com.opengamma.strata.basics.schedule.StubConvention

A short initial stub.

SHORT_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

SHORT_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

The meta-property for the shortObservation property.

shortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

The meta-property for the shortQuantity property.

shortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

The meta-property for the shortQuantity property.

shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

Sets the short quantity of the security.

shortQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

Sets the quantity that was traded.

sign() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

The meta-property for the sign property.

sign() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

The meta-property for the sign property.

sign() - Method in enum com.opengamma.strata.product.common.LongShort

Returns the sign, where 'Long' returns 1 and 'Short' returns -1.

SIMPLE_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is simple-moneyness, i.e.

SimpleAttributes - Class in com.opengamma.strata.product

A simple implementation of attributes.

SimpleConstantContinuousBarrier - Class in com.opengamma.strata.product.option

Continuous barrier with constant barrier level.

SimpleConstantContinuousBarrier.Meta - Class in com.opengamma.strata.product.option

The meta-bean for SimpleConstantContinuousBarrier.

SimpleCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit

Simple credit curve calibrator.

SimpleCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator

Constructors a credit curve calibrator with the accrual-on-default formula specified.

SimpleCurveParameterMetadata - Class in com.opengamma.strata.market.curve

Simple parameter metadata containing the x value and type.

SimpleCurveParameterMetadata.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for SimpleCurveParameterMetadata.

simpleDelta(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the simple delta.

SimpleDiscountFactors - Class in com.opengamma.strata.pricer

Provides access to discount factors for a currency based on a discount factor curve.

SimpleDiscountFactors.Meta - Class in com.opengamma.strata.pricer

The meta-bean for SimpleDiscountFactors.

SimpleIborIndexRates - Class in com.opengamma.strata.pricer.rate

An Ibor index curve providing rates directly from a forward rates curve.

SimpleIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for SimpleIborIndexRates.

SimpleLegalEntity - Class in com.opengamma.strata.product

A simple legal entity implementation.

simpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

The meta-property for the simpleMoneyness property.

SimplePriceIndexValues - Class in com.opengamma.strata.pricer.rate

Provides values for a Price index from a forward curve.

SimplePriceIndexValues.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for SimplePriceIndexValues.

SimpleStrike - Class in com.opengamma.strata.market.option

A simple strike value.

SimpleStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for SimpleStrike.

SimpleSurfaceParameterMetadata - Class in com.opengamma.strata.market.surface

Simple parameter metadata containing the x and y values and type.

SimpleSurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SimpleSurfaceParameterMetadata.

SIMPSON - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Simpson integrator name

SIMPSON_INSTANCE - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

SimpsonIntegrator1D

SimpsonIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Simpson's integration rule is a Newton-Cotes formula that approximates the function to be integrated with quadratic polynomials before performing the integration.

SimpsonIntegrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.SimpsonIntegrator1D

SINE - Static variable in class com.opengamma.strata.math.impl.interpolation.WeightingFunctions

Weighting function based on Math.sin.

singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Computes the parameter sensitivity for a specific credit curve.

singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

SingleCurrencySwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for swap trades.

singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Computes the parameter sensitivity for a specific discount curve.

singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

SingleRangeLimitTransform - Class in com.opengamma.strata.math.impl.minimization

If a model parameter $x$ is constrained to be either above or below some level $a$ (i.e.

SingleRangeLimitTransform(double, ParameterLimitsTransform.LimitType) - Constructor for class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

Creates an instance.

SingleRootFinder<S,T> - Interface in com.opengamma.strata.math.impl.rootfinding

Interface for classes that attempt to find a root for a one-dimensional function (see Function) $f(x)$ bounded by user-supplied values, $x_1$ and $x_2$.

size() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Gets the size of the array.

size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the number of stored amounts.

size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

The meta-property for the size property.

size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the size of the array.

size() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the number of periods in the schedule.

size() - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the size of this array.

size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the size of this matrix.

size() - Method in class com.opengamma.strata.collect.array.IntArray

Gets the size of this array.

size() - Method in class com.opengamma.strata.collect.array.LongArray

Gets the size of this array.

size() - Method in interface com.opengamma.strata.collect.array.Matrix

Gets the size of the matrix.

size() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

size() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Gets the size of the byte source, throwing an unchecked exception.

size() - Method in class com.opengamma.strata.collect.io.FileByteSource

size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Return the size of this time-series.

size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the number of elements held by this triple.

size() - Method in interface com.opengamma.strata.collect.tuple.Tuple

Gets the number of elements held by this tuple.

size() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

sizeIfKnown() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Gets the size, which is always known.

sizeIfKnown() - Method in class com.opengamma.strata.collect.io.FileByteSource

SK - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'SK' - Slovakia.

skip(long) - Method in class com.opengamma.strata.collect.MapStream

slice(long, long) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

slopesCalculator(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

slopeSensitivityCalculator(double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

Derivative values of slopes_i with respect to yValues_j, s_{ij}.

SMART_FINAL - com.opengamma.strata.basics.schedule.StubConvention

A smart final stub.

SMART_INITIAL - com.opengamma.strata.basics.schedule.StubConvention

A smart initial stub.

smile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

The meta-property for the smile property.

smile(SmileDeltaTermStructure) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

Sets the volatility model.

SmileAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fxopt

Combines information about a volatility smile expressed in delta form and its sensitivities.

smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Calculates the smile at a given time and the sensitivities with respect to the volatility data points.

SmileDeltaParameters - Class in com.opengamma.strata.pricer.fxopt

A delta dependent smile as used in Forex market.

SmileDeltaParameters.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for SmileDeltaParameters.

SmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fxopt

A term structure of smile as used in Forex market.

smileForExpiry(double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

smileForExpiry(double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Calculates the smile at a given time.

SmileModelData - Interface in com.opengamma.strata.pricer.impl.volatility.smile

A data bundle of a volatility model.

SmileModelFitter<T extends SmileModelData> - Class in com.opengamma.strata.pricer.impl.volatility.smile

Smile model fitter.

SmileModelFitter(double, DoubleArray, double, DoubleArray, DoubleArray, VolatilityFunctionProvider<T>) - Constructor for class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Constructs smile model fitter from forward, strikes, time to expiry, implied volatilities and error values.

SmithWilsonCurveFunction - Class in com.opengamma.strata.math.impl.interpolation

Smith-Wilson curve function.

SN - Static variable in class com.opengamma.strata.basics.date.MarketTenor

A tenor code for Spot-Next, meaning from the spot date to the next day.

solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(double[]) - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(double[]) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver

solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver

solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver

solve(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver

solve(double[], double[], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

solve(double[], double[], double[], double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(DoubleArray) - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(DoubleArray) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

solve(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Solves using the default NonLinearParameterTransforms for the concrete implementation.

solve(DoubleArray, DoubleArray, double, ParameterizedFunction<Double, DoubleArray, Double>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available but a measurement error is.

solve(DoubleArray, DoubleArray, double, ParameterizedFunction<Double, DoubleArray, Double>, ParameterizedFunction<Double, DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and a single measurement error are available.

solve(DoubleArray, DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available but an array of measurements errors is.

solve(DoubleArray, DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, ParameterizedFunction<Double, DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and measurement errors are available.

solve(DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available.

solve(DoubleArray, DoubleArray, ParameterizedFunction<Double, DoubleArray, Double>, ParameterizedFunction<Double, DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleMatrix, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleMatrix, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray, Function<DoubleArray, Boolean>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, NonLinearParameterTransforms) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Solve using a user supplied NonLinearParameterTransforms.

solve(DoubleArray, BitSet) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Solve using the default NonLinearParameterTransforms for the concrete implementation with some parameters fixed to their initial values (indicated by fixed).

solve(DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleArray, Function<DoubleArray, DoubleArray>, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Use this when the model is given as a function of its parameters only (i.e.

solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

solve(DoubleMatrix) - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

solve(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

solve(List<double[]>, List<Double>, List<Double>, double[], double[], int[], int[], double[], int[]) - Method in class com.opengamma.strata.math.impl.interpolation.PSplineFitter

Given a set of data {x_i ,y_i} where each x_i is a vector and the y_i are scalars, we wish to find a function (represented by B-splines) that fits the data while maintaining smoothness in each direction.

solve(List<Double>, List<Double>, List<Double>, double, double, int, int, double, int) - Method in class com.opengamma.strata.math.impl.interpolation.PSplineFitter

Fits a curve to x-y data.

solve(List<T>, List<Double>, List<Double>, List<Function<T, Double>>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare

solve(List<T>, List<Double>, List<Double>, List<Function<T, Double>>, double, int) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare

Generalised least square with penalty on (higher-order) finite differences of weights.

solve(List<T>, List<Double>, List<Double>, List<Function<T, Double>>, int[], double[], int[]) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare

Specialist method used mainly for solving multidimensional P-spline problems where the basis functions (B-splines) span a N-dimension space, and the weights sit on an N-dimension grid and are treated as a N-order tensor rather than a vector, so k-order differencing is done for each tensor index while varying the other indices.

solve(T[], double[], double[], List<Function<T, Double>>) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare

solve(T[], double[], double[], List<Function<T, Double>>, double, int) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare

Generalised least square with penalty on (higher-order) finite differences of weights.

solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver

solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver

solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver

solveMultiDim(double[], DoubleMatrix) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver

solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver

solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver

solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver

solveWithSensitivity(double[], double[]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver

solveWithSensitivity(double[], double[], double[], double[][], DoubleArray[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

solveWithSensitivity(double[], double[], double[], double[][], DoubleArray[], DoubleArray[]) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

solvTriDag(TridiagonalMatrix, double[]) - Static method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalSolver

Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.

solvTriDag(TridiagonalMatrix, DoubleArray) - Static method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalSolver

Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.

sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Sorts the mutable list of point sensitivities.

sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a sorted copy of this array.

sorted() - Method in class com.opengamma.strata.collect.array.IntArray

Returns a sorted copy of this array.

sorted() - Method in class com.opengamma.strata.collect.array.LongArray

Returns a sorted copy of this array.

sorted() - Method in class com.opengamma.strata.collect.MapStream

sorted() - Method in class com.opengamma.strata.market.amount.CashFlows

Returns an instance that is sorted.

sorted(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

sortedKeys() - Method in class com.opengamma.strata.collect.MapStream

Sorts the entries in the stream by comparing the keys using their natural ordering.

sortedKeys(Comparator<? super K>) - Method in class com.opengamma.strata.collect.MapStream

Sorts the entries in the stream by comparing the keys using the supplied comparator.

sortedValues() - Method in class com.opengamma.strata.collect.MapStream

Sorts the entries in the stream by comparing the values using their natural ordering.

sortedValues(Comparator<? super V>) - Method in class com.opengamma.strata.collect.MapStream

Sorts the entries in the stream by comparing the values using the supplied comparator.

sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Sorts the two arrays, retaining the associated values with the sorted keys.

sortPairs(double[], int[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Sorts the two arrays, retaining the associated values with the sorted keys.

sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Sorts the two arrays, retaining the associated values with the sorted keys.

SPECIFIC - com.opengamma.strata.calc.ReportingCurrencyType

The specific reporting currency.

specification() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

The meta-property for the specification property.

split() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

split() - Method in class com.opengamma.strata.market.curve.CombinedCurve

split() - Method in interface com.opengamma.strata.market.curve.Curve

Obtains a list of underlying curves.

split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Splits this sensitivity instance.

split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Splits this sensitivity instance.

split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Splits this sensitivity instance.

split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Splits this sensitivity instance.

spliterator() - Method in class com.opengamma.strata.collect.MapStream

SplitEtdId - Class in com.opengamma.strata.product.etd

An OG-ETD identifier that has been split into its constituent parts

SplitEtdId.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for SplitEtdId.

SplitEtdOption - Class in com.opengamma.strata.product.etd

The option fields of a split OG-ETD identifier.

splitId(SecurityId) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils

Splits an OG-ETD identifier.

splitTicMic(StandardId) - Static method in class com.opengamma.strata.basics.StandardSchemes

Splits a TICMIC identifier.

splittingBySize(int) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable list of immutable lists of size equal to or less than size.

splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Splits the array according to the curve order.

spotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the offset of the start date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the offset of the start date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the offset of the spot value date from the valuation date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spread() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

The meta-property for the spread property.

spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the spread property.

spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the spread property.

spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the spread property.

spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the spread rate, defaulted to 0.

spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the spread rate, with a 5% rate expressed as 0.05, optional.

spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the spread rate, optional.

SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The spread, added to the forward rate.

SPREAD_EXCLUSIVE - com.opengamma.strata.product.swap.CompoundingMethod

Spread exclusive compounding applies.

SPREAD_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the spreadCurve property.

spreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

The meta-property for the spreadCurve property.

spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spreadFloatingLeg property.

spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the floating leg to which the spread leg is added.

spreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the spreadId property.

spreadId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the identifier of the market data value which provides the spread.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the spreadLeg property.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spreadLeg property.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the spreadLeg property.

spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the fixed leg for the spread.

spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the market convention of the floating leg that has the spread applied.

spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the market convention of the floating leg that has the spread applied.

SpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit

The spread sensitivity calculator.

SpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Constructor with accrual-on-default formula.

SQRT_INV - Variable in class com.opengamma.strata.math.impl.cern.Normal

SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Square linear interpolator.

SsviFormulaData - Class in com.opengamma.strata.pricer.impl.volatility.smile

The data bundle for SSVI smile formula.

SsviVolatilityFunction - Class in com.opengamma.strata.pricer.impl.volatility.smile

Surface Stochastic Volatility Inspired (SSVI) formula.

stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the stackTrace property.

standard() - Static method in interface com.opengamma.strata.basics.ReferenceData

Obtains an instance of standard reference data.

standard() - Static method in class com.opengamma.strata.data.FxMatrixId

Obtains an instance representing an FX matrix.

standard() - Static method in interface com.opengamma.strata.loader.csv.LightweightPositionCsvInfoResolver

Obtains an instance that uses the standard set of reference data.

standard() - Static method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Obtains an instance that uses the standard set of reference data.

standard() - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader

Obtains an instance that uses the standard set of reference data.

standard() - Static method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Obtains an instance that uses the standard set of reference data.

standard() - Static method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoSupplier

Obtains an instance that uses the standard set of reference data.

standard() - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvLoader

Obtains an instance that uses the standard set of reference data.

standard() - Static method in class com.opengamma.strata.loader.csv.SensitivityCsvWriter

Obtains an instance that uses the standard set of reference data.

standard() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Obtains an instance that uses the standard set of reference data.

standard() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoSupplier

Obtains an instance that uses the standard set of reference data.

standard() - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader

Obtains an instance that uses the standard set of reference data.

standard() - Static method in class com.opengamma.strata.loader.csv.TradeCsvWriter

Obtains an instance that uses the standard set of reference data.

standard() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin

Returns the standard parser plugin that parses the trade date and the first identifier of "our" party.

standard() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig

Returns standard root finder configuration, using the DEFAULT constants from this class.

standard() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityCalibrator

Obtains the standard instance.

standard() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator

Obtains the standard instance.

standard() - Static method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator

Obtains the standard calibrator.

standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator

Obtains the standard curve calibrator.

standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator

Obtains the standard curve calibrator.

standard() - Static method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator

Obtains the standard calibrator.

standard() - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

The standard curve calibrator.

standard() - Static method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

The standard synthetic curve calibrator.

standard() - Static method in interface com.opengamma.strata.pricer.rate.RateComputationFn

Returns the standard instance of the function.

standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Returns the standard instance of the function.

standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Returns the standard instance of the function.

standard(Appendable) - Static method in class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, using the system default line separator and using a comma separator.

standard(Appendable) - Static method in class com.opengamma.strata.collect.io.IniFileOutput

Creates an instance, using the system default line separator and including additional whitespace around the '=' separator.

standard(Appendable, boolean) - Static method in class com.opengamma.strata.collect.io.IniFileOutput

Creates an instance, using the system default line separator and allowing the padding around the '=' separator to be controlled.

standard(Appendable, boolean, String) - Static method in class com.opengamma.strata.collect.io.IniFileOutput

Creates an instance, allowing the new line separator and the padding around the '=' separator to be controlled.

standard(Appendable, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, allowing the new line character to be controlled and using a comma separator.

standard(Appendable, String) - Static method in class com.opengamma.strata.collect.io.IniFileOutput

Creates an instance, allowing the new line separator to be controlled and including additional whitespace around the '=' separator.

standard(Appendable, String, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, allowing the new line character to be controlled, specifying the separator.

STANDARD - Static variable in class com.opengamma.strata.calc.runner.CalculationParametersId

The standard instance of this identifier.

STANDARD - Static variable in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator

Default implementation.

StandardComponents - Class in com.opengamma.strata.measure

Factory methods for creating standard Strata components.

standardDeviation - Variable in class com.opengamma.strata.math.impl.cern.Normal

StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type

Market standard FX swap conventions.

StandardId - Class in com.opengamma.strata.basics

An immutable standard identifier for an item.

StandardId.Meta - Class in com.opengamma.strata.basics

The meta-bean for StandardId.

StandardSchemes - Class in com.opengamma.strata.basics

A set of schemes that can be used with StandardId.

START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, adjusted to be a valid business day if necessary.

START_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

START_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

START_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the start date, which is the start of the first schedule period.

startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the start date of this period, used for financial calculations such as interest accrual.

startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the start date of the accrual period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the start date of the deposit.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the start date of the deposit.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the start date of the deposit.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the start date of the deposit.

startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the start date, which is the effective date of the FRA.

startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the start date, which is the effective date of the FRA.

startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the first date of the rate calculation period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the first date of the rate calculation period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

Sets the start date of the accrual period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

Sets the fixing date associated with the start date of the accrual period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

Sets the fixing date associated with the start date of the accrual period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

Sets the fixing date associated with the start date of the accrual period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

Sets the start date of the payment period.

startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the start date of the accrual period.

startDateAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the business day adjustment to apply to get the start date.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional business day adjustment to apply to the start date.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

The meta-property for the startIndexValue property.

startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

The meta-property for the startIndexValue property.

startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

The meta-property for the startObservation property.

startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

The meta-property for the startObservation property.

startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

The meta-property for the startSecondObservation property.

startYear() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the startYear property.

stateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

The meta-property for the stateValue property.

staticNextDouble(double) - Static method in class com.opengamma.strata.math.impl.cern.ChiSquare

Returns a random number from the distribution.

staticNextDouble(double) - Static method in class com.opengamma.strata.math.impl.cern.StudentT

Returns a random number from the distribution.

staticNextDouble(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Gamma

Returns a random number from the distribution.

staticNextDouble(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Normal

Returns a random number from the distribution with the given mean and standard deviation.

STEP_IN_DATE_OFFSET_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

STEP_IN_DATE_OFFSET_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

STEP_IN_DATE_OFFSET_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

STEP_IN_DATE_OFFSET_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

STEP_UPPER - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Step upper interpolator.

stepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the stepinDateOffset property.

stepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the stepinDateOffset property.

stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the stepinDateOffset property.

stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the stepinDateOffset property.

stepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the stepinDateOffset property.

stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the number of days between valuation date and step-in date.

stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the number of days between valuation date and step-in date.

stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the number of days between valuation date and step-in date.

stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the number of days between valuation date and step-in date.

stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the number of days between valuation date and step-in date.

steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

The meta-property for the steps property.

steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the steps property in the builder from an array of objects.

steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the steps defining the change in the value.

stepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

The meta-property for the stepSequence property.

stepSequence(ValueStepSequence) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the sequence of steps changing the value.

STOCK - com.opengamma.strata.product.etd.EtdSettlementType

Stock.

storeNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the storeNodeTrade property.

STRAIGHT - com.opengamma.strata.product.swap.CompoundingMethod

Straight compounding applies, which is inclusive of the spread.

STRANGLE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a strangle - 'Strangle'.

stream() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Returns a stream of the amounts.

stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a stream over the currency amounts.

stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Returns a stream of the amounts.

stream() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a stream over the array values.

stream() - Method in class com.opengamma.strata.collect.array.IntArray

Returns a stream over the array values.

stream() - Method in class com.opengamma.strata.collect.array.LongArray

Returns a stream over the array values.

stream() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the keys and values as a MapStream.

stream() - Method in class com.opengamma.strata.collect.result.Result

Converts this result to a stream.

stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the points of this time-series.

stream() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

stream() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

stream() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

stream() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Returns a stream over the contents of the box.

stream() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a stream of MultiCurrencyAmount instances containing the values from this object.

stream() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Returns a stream of the values.

stream() - Method in interface com.opengamma.strata.market.curve.CurveGroup

Returns a stream of all curves in the group.

stream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a stream of all curves in the group.

stream() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a stream of all curves in the group.

stream() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts an iterable to a serial stream.

stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts an optional to a stream with zero or one elements.

streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements matching the specified name.

strike() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

The meta-property for the strike property.

strike(double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Calculates the strikes in ascending order.

strike(Strike) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the strike.

Strike - Interface in com.opengamma.strata.market.option

The strike of an option, describing both type and value.

STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a simple strike.

STRIKE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a strike - 'Strike'.

STRIKE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

STRIKE_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The strike value.

strikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the strikeExtrapolatorLeft property.

strikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the strikeExtrapolatorLeft property.

strikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the strikeExtrapolatorLeft property.

strikeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the left extrapolator used in the strike dimension.

strikeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the left extrapolator used in the strike dimension.

strikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the strikeExtrapolatorRight property.

strikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the strikeExtrapolatorRight property.

strikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the strikeExtrapolatorRight property.

strikeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the right extrapolator used in the strike dimension.

strikeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the right extrapolator used in the strike dimension.

strikeForDelta(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the strike for the delta.

strikeForDelta(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the strike for the delta.

strikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the strikeInterpolator property.

strikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the strikeInterpolator property.

strikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the strikeInterpolator property.

strikeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the interpolator used in the strike dimension.

strikeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the interpolator used in the strike dimension.

strikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the strike price, represented in decimal form.

strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the strike price, in decimal form, may be negative.

strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the strike price, in decimal form.

strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the strike price, in decimal form.

strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the strike price, in decimal form.

StrikeType - Class in com.opengamma.strata.market.option

The type of a strike.

StringCharSource - Class in com.opengamma.strata.collect.io

A char source implementation that explicitly wraps a String.

STUB_CONVENTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the stubConvention property.

stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the stubConvention property.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional convention defining how to handle stubs.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

StubConvention - Enum in com.opengamma.strata.basics.schedule

A convention defining how to calculate stub periods.

studentT(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the integral from minus infinity to t of the Student-t distribution with k > 0 degrees of freedom.

StudentT - Class in com.opengamma.strata.math.impl.cern

StudentT distribution (aka T-distribution); See the math definition and animated definition.

StudentT(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.StudentT

Constructs a StudentT distribution.

StudentTDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

Student's T-distribution is a continuous probability distribution with probability density function $$ \begin{align*} f(x) = \frac{\Gamma\left(\frac{\nu + 1}{2}\right)}{\sqrt{\nu\pi}\Gamma(\left(\frac{\nu}{2}\right)}\ left(1 + \frac{x^2}{\nu}\right)^{-\frac{1}{2}(\nu + 1)} \end{align*} $$ where $\nu$ is the number of degrees of freedom and $\Gamma$ is the Gamma function (GammaFunction).

StudentTDistribution(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

StudentTDistribution(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

studentTInverse(double, int) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the value, t, for which the area under the Student-t probability density function (integrated from minus infinity to t) is equal to 1-alpha/2.

StudentTOneTailedCriticalValueCalculator - Class in com.opengamma.strata.math.impl.statistics.distribution

StudentT calculator.

StudentTOneTailedCriticalValueCalculator(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTOneTailedCriticalValueCalculator

StudentTOneTailedCriticalValueCalculator(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTOneTailedCriticalValueCalculator

StudentTTwoTailedCriticalValueCalculator - Class in com.opengamma.strata.math.impl.statistics.distribution

StudentT calculator.

StudentTTwoTailedCriticalValueCalculator(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTTwoTailedCriticalValueCalculator

StudentTTwoTailedCriticalValueCalculator(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.StudentTTwoTailedCriticalValueCalculator

subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array holding the values from the specified index onwards.

subArray(int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an array holding the values from the specified index onwards.

subArray(int) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an array holding the values from the specified index onwards.

subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array holding the values between the specified from and to indices.

subArray(int, int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an array holding the values between the specified from and to indices.

subArray(int, int) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an array holding the values between the specified from and to indices.

subRow(int) - Method in class com.opengamma.strata.collect.io.CsvRow

Obtains a sub-row, containing a selection of fields by index.

subRow(int, int) - Method in class com.opengamma.strata.collect.io.CsvRow

Obtains a sub-row, containing a selection of fields by index.

subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Creates a sub-schedule within this period.

subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series between two dates.

substringAfterFirst(String, String) - Static method in class com.opengamma.strata.collect.Guavate

Gets the substring after the first occurrence of the separator.

substringAfterLast(String, String) - Static method in class com.opengamma.strata.collect.Guavate

Gets the substring after the last occurrence of the separator.

substringBeforeFirst(String, String) - Static method in class com.opengamma.strata.collect.Guavate

Gets the substring before the first occurrence of the separator.

substringBeforeLast(String, String) - Static method in class com.opengamma.strata.collect.Guavate

Gets the substring before the last occurrence of the separator.

subtract(double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, subtracting a constant $a$ returns the function $h(x) = g(x) - a$.

subtract(double) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Subtracts a constant from the polynomial (equivalent to subtracting the value from the constant term of the polynomial).

subtract(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Subtracts two matrices.

subtract(DoubleFunction1D) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, subtracting a function $f(x)$ returns the function $h(x) = f(x) - g(x)$.

subtract(DoubleFunction1D) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Subtracts a function from the polynomial.

subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor

Subtracts this tenor from the specified date.

subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency

Subtracts the period of this frequency from the specified date.

success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates the result of successfully evaluating a token against an object.

success(R) - Static method in class com.opengamma.strata.collect.result.Result

Creates a successful result wrapping a value.

sum() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the sum of all the values in the array.

sum() - Method in class com.opengamma.strata.collect.array.IntArray

Returns the sum of all the values in the array.

sum() - Method in class com.opengamma.strata.collect.array.LongArray

Returns the sum of all the values in the array.

sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Calculates the sum total of all the elements in the array.

summarize() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

summarize() - Method in class com.opengamma.strata.product.bond.BillPosition

summarize() - Method in class com.opengamma.strata.product.bond.BillTrade

summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

summarize() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

summarize() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

summarize() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

summarize() - Method in class com.opengamma.strata.product.cms.CmsTrade

summarize() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

summarize() - Method in class com.opengamma.strata.product.credit.CdsTrade

summarize() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

summarize() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

summarize() - Method in class com.opengamma.strata.product.dsf.DsfPosition

summarize() - Method in class com.opengamma.strata.product.dsf.DsfTrade

summarize() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

summarize() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

summarize() - Method in class com.opengamma.strata.product.fra.FraTrade

summarize() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

summarize() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

summarize() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

summarize() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

summarize() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

summarize() - Method in class com.opengamma.strata.product.GenericSecurityPosition

summarize() - Method in class com.opengamma.strata.product.GenericSecurityTrade

summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

summarize() - Method in class com.opengamma.strata.product.index.IborFuturePosition

summarize() - Method in class com.opengamma.strata.product.index.IborFutureTrade

summarize() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

summarize() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

summarize() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

summarize() - Method in interface com.opengamma.strata.product.PortfolioItem

Summarizes the portfolio item.

summarize() - Method in interface com.opengamma.strata.product.Position

summarize() - Method in class com.opengamma.strata.product.SecurityTrade

summarize() - Method in class com.opengamma.strata.product.swap.SwapTrade

summarize() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

summarize() - Method in interface com.opengamma.strata.product.Trade

SummarizerUtils - Class in com.opengamma.strata.product.common

Utilities to support summarizing portfolio items.

summary(Position, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Creates a summary instance for a position.

summary(Trade, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Creates a summary instance for a trade.

summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Summarizes this ETD future into string form.

summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Summarizes this ETD option into string form.

summaryDescription() - Method in class com.opengamma.strata.product.swap.Swap

Summarizes this swap into string form.

SumToOne - Class in com.opengamma.strata.math.impl.minimization

For a set of N-1 "fit" parameters, produces N "model" parameters that sum to one.

SumToOne(int) - Constructor for class com.opengamma.strata.math.impl.minimization.SumToOne

For a set of N-1 "fit" parameters, produces N "model" parameters that sum to one.

supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Supplier interface.

supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Returns the set of measures that the function can calculate.

supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

supportedTradeTypes() - Method in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

supportedTradeTypes() - Method in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

supportedTradeTypes() - Method in class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

supportedTradeTypes() - Method in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

supportedTradeTypes() - Method in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

supportedTradeTypes() - Method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Provides the supported trade types for this plugin.

surface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the surface property.

surface(Surface) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

Sets the Black volatility surface.

surface(Surface) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

Sets the Black volatility surface.

surface(Surface) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

Sets the normal volatility surface.

Surface - Interface in com.opengamma.strata.market.surface

A surface that maps a double x-value and y-value to a double z-value.

SurfaceIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition.

SurfaceIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor

Caplet volatilities calibration to cap volatilities based on interpolated surface.

SurfaceInfoType<T> - Class in com.opengamma.strata.market.surface

The type that provides meaning to additional surface information.

SurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator

Interface for interpolators that interpolate a surface.

SurfaceMetadata - Interface in com.opengamma.strata.market.surface

Metadata about a surface and surface parameters.

surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the surfaceName property.

surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the surface name.

surfaceName(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the surface name.

SurfaceName - Class in com.opengamma.strata.market.surface

The name of a surface.

Surfaces - Class in com.opengamma.strata.market.surface

Helper for creating common types of surfaces.

survivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

The meta-property for the survivalProbabilities property.

survivalProbabilities(StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Gets the survival probabilities for a standard ID and a currency.

survivalProbabilities(StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

survivalProbability(LocalDate) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the survival probability for the specified date.

SV_COMMONS - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

SVDecompositionCommons

SV_COMMONS_NAME - Static variable in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Commons SV decomposition

SVDecompositionCommons - Class in com.opengamma.strata.math.impl.linearalgebra

This class is a wrapper for the Commons Math library implementation of singular value decomposition.

SVDecompositionCommons() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommons

SVDecompositionCommonsResult - Class in com.opengamma.strata.math.impl.linearalgebra

Wrapper for results of the Commons implementation of singular value decomposition SVDecompositionCommons.

SVDecompositionCommonsResult(SingularValueDecomposition) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Creates an instance.

SVDecompositionResult - Interface in com.opengamma.strata.math.impl.linearalgebra

Contains the results of SV matrix decomposition.

SW - Static variable in class com.opengamma.strata.basics.date.MarketTenor

A tenor code for Spot-Week, meaning one week starting from the spot date.

Swap - Class in com.opengamma.strata.product.swap

A rate swap.

SWAP - Static variable in class com.opengamma.strata.product.ProductType

A Swap.

SWAP_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

The measure for ResolvedSwapTrade using par rate discounting.

SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedSwapTrade using par spread discounting.

SWAP_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

The calibrator for SwapTrade using present value discounting.

Swap.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for Swap.

Swap.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for Swap.

SwapIndex - Interface in com.opengamma.strata.product.swap

A swap index.

SwapIndices - Class in com.opengamma.strata.product.swap

Constants and implementations for standard swap indices.

SwapIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve

An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.

SwapIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for SwapIsdaCreditCurveNode.

SwapIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for SwapIsdaCreditCurveNode.

SwapLeg - Interface in com.opengamma.strata.product.swap

A single leg of a swap.

SwapLegAmount - Class in com.opengamma.strata.market.amount

Represents an amount associated with one leg of a swap.

SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount

The bean-builder for SwapLegAmount.

SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for SwapLegAmount.

SwapLegConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for swap legs.

SwapLegType - Enum in com.opengamma.strata.product.swap

The type of a swap leg.

SwapPaymentEvent - Interface in com.opengamma.strata.product.swap

A payment event, where a single payment is made between two counterparties.

SwapPaymentEventPricer<T extends SwapPaymentEvent> - Interface in com.opengamma.strata.pricer.swap

Pricer for payment events.

SwapPaymentPeriod - Interface in com.opengamma.strata.product.swap

A period over which interest is accrued with a single payment.

SwapPaymentPeriodPricer<T extends SwapPaymentPeriod> - Interface in com.opengamma.strata.pricer.swap

Pricer for payment periods.

swapRate(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the swap rate for a given value of the standard normal random variable in the P(*,theta) numeraire.

swapRateDaf1(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the first order derivative of the swap rate with respect to the alphaFixed in the P(*,theta) numeraire.

swapRateDai1(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the first order derivative of the swap rate with respect to the alphaIbor in the P(*,theta) numeraire.

swapRateDdcff1(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the first order derivative of the swap rate with respect to the discountedCashFlowFixed in the P(*,theta) numeraire.

swapRateDdcfi1(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the first order derivative of the swap rate with respect to the discountedCashFlowIbor in the P(*,theta) numeraire.

swapRateDx1(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the first order derivative of the swap rate with respect to the value of the standard normal random variable in the P(*,theta) numeraire.

swapRateDx2(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the second order derivative of the swap rate with respect to the value of the standard normal random variable in the P(*,theta) numeraire.

swapRateDx2Da1(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the first order derivative with respect to the alphaFixed and to the alphaIbor of the of swap rate second derivative with respect to the random variable x in the P(*,theta) numeraire.

swapRateDx2Ddcf1(double, DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the first order derivative with respect to the discountedCashFlowFixed and to the discountedCashFlowIbor of the of swap rate second derivative with respect to the random variable x in the P(*,theta) numeraire.

swapStartDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

Sets the adjusted swap start date.

swapStartDateOffset() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

The meta-property for the swapStartDateOffset property.

Swaption - Class in com.opengamma.strata.product.swaption

An option on an underlying swap.

SWAPTION - Static variable in class com.opengamma.strata.product.ProductType

A Swaption.

Swaption.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for Swaption.

Swaption.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for Swaption.

SwaptionExercise - Class in com.opengamma.strata.product.swaption

Details as to when a swaption can be exercised.

SwaptionExercise.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for SwaptionExercise.

SwaptionExerciseDate - Class in com.opengamma.strata.product.swaption

One possible date for swaption exercise, resolved for pricing.

SwaptionExerciseDate.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for SwaptionExerciseDate.

SwaptionExerciseDates - Class in com.opengamma.strata.product.swaption

The dates when a swaption can be exercised, resolved for pricing.

SwaptionExerciseDates.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for SwaptionExerciseDates.

SwaptionExerciseDates.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for SwaptionExerciseDates.

SwaptionMarketData - Interface in com.opengamma.strata.measure.swaption

Market data for swaptions.

SwaptionMarketDataLookup - Interface in com.opengamma.strata.measure.swaption

The lookup that provides access to swaption volatilities in market data.

SwaptionSabrSensitivity - Class in com.opengamma.strata.pricer.swaption

Sensitivity of a swaption to SABR model parameters.

SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SwaptionSabrSensitivity.

SwaptionScenarioMarketData - Interface in com.opengamma.strata.measure.swaption

Market data for swaptions, used for calculation across multiple scenarios.

SwaptionSensitivity - Class in com.opengamma.strata.pricer.swaption

Point sensitivity to a swaption implied parameter point.

SwaptionSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SwaptionSensitivity.

swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the swaptionSettlement property.

swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the swaptionSettlement property.

swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets settlement method.

swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets settlement method.

SwaptionSettlement - Interface in com.opengamma.strata.product.swaption

Defines how the payoff of a swaption will be settled.

SwaptionSurfaceExpirySimpleMoneynessParameterMetadata - Class in com.opengamma.strata.pricer.swaption

Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.

SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.

SwaptionSurfaceExpiryStrikeParameterMetadata - Class in com.opengamma.strata.pricer.swaption

Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.

SwaptionSurfaceExpiryStrikeParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.

SwaptionSurfaceExpiryTenorParameterMetadata - Class in com.opengamma.strata.pricer.swaption

Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.

SwaptionSurfaceExpiryTenorParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.

SwaptionTrade - Class in com.opengamma.strata.product.swaption

A trade in an option on an underlying swap.

SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for SwaptionTrade.

SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for SwaptionTrade.

SwaptionTradeCalculationFunction - Class in com.opengamma.strata.measure.swaption

Perform calculations on a single SwaptionTrade for each of a set of scenarios.

SwaptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

Creates an instance.

SwaptionTradeCalculations - Class in com.opengamma.strata.measure.swaption

Calculates pricing and risk measures for swaption trades.

SwaptionTradeCalculations(VolatilitySwaptionTradePricer, SabrSwaptionTradePricer) - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Creates an instance.

SwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatilities for pricing swaptions.

SwaptionVolatilitiesId - Class in com.opengamma.strata.pricer.swaption

An identifier used to access swaption volatilities by name.

SwaptionVolatilitiesName - Class in com.opengamma.strata.pricer.swaption

The name of a set of swaption volatilities.

SwapTrade - Class in com.opengamma.strata.product.swap

A trade in a rate swap.

SwapTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for SwapTrade.

SwapTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for SwapTrade.

SwapTradeCalculationFunction - Class in com.opengamma.strata.measure.swap

Perform calculations on a single SwapTrade for each of a set of scenarios.

SwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

Creates an instance.

SwapTradeCalculations - Class in com.opengamma.strata.measure.swap

Calculates pricing and risk measures for swap trades.

SwapTradeCalculations(DiscountingSwapTradePricer) - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculations

Creates an instance.

SyntheticRatesCurveCalibrator - Class in com.opengamma.strata.pricer.curve

Synthetic curve calibrator.

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series, choosing the latest entries.

TARGET - com.opengamma.strata.report.framework.expression.ValueRootType

Refers to the target (trade or position).

targets() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the targets property.

targetType() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

targetType() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Gets the target type that this function applies to.

targetType() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns the type of calculation target handled by the function.

targetType() - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

targetType() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

TargetTypeCalculationParameter - Class in com.opengamma.strata.measure.calc

A calculation parameter that selects the parameter based on the type of the target.

TBILL - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'TBILL' roll convention which adjusts the date to next Monday.

template() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the template property.

template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the template property.

template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the template for the single names associated with this node.

template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the template for the CDS associated with this node.

template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the template for the Ibor fixing deposit associated with this node.

template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the template for the term deposit associated with this node.

template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the template for the FRA associated with this node.

template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the template for the FX Swap associated with this node.

template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the template for the Ibor Futures associated with this node.

template(OvernightFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the template for the Overnight Futures associated with this node.

template(FixedFloatSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the template for creating a Fixed-Ibor or Fixed-Overnight swap.

template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template(FixedInflationSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template(OvernightIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

TEMPLATE_LOCATION - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for decoding the message to extract the template locations.

tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the tenor to be added.

tenor(Tenor) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the period between the start date and the end date.

tenor(Tenor) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the tenor of the swap.

tenor(Tenor) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the tenor.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

Sets the tenor of the swap.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the tenor of the swap.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the tenor of the swap.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the tenor of the swap based on its start date and end date.

Tenor - Class in com.opengamma.strata.basics.date

A tenor indicating how long it will take for a financial instrument to reach maturity.

TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 10 months.

TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 10 years.

TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 11 months.

TENOR_11Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 11 years.

TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 12 months.

TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 12 years.

TENOR_13W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 13 weeks.

TENOR_13Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 13 years.

TENOR_14Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 14 years.

TENOR_15M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 15 months.

TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 15 years.

TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 18 months.

TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of one day.

TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 month.

TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 week.

TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 year.

TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 20 years.

TENOR_21M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 21 months.

TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 25 years.

TENOR_26W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 26 weeks.

TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of two days.

TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 months.

TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 weeks.

TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 years.

TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 30 years.

TENOR_35Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 35 years.

TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of three days.

TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 months.

TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 weeks.

TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 years.

TENOR_40Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 40 years.

TENOR_45Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 45 years.

TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 months.

TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 weeks.

TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 years.

TENOR_50Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 50 years.

TENOR_52W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 52 weeks.

TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 5 months.

TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 5 years.

TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 months.

TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 weeks.

TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 years.

TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 7 months.

TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 7 years.

TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 8 months.

TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 8 years.

TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 9 months.

TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 9 years.

TENOR_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

TenorAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a tenor.

TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for TenorAdjustment.

TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for TenorAdjustment.

TenorCdsTemplate - Class in com.opengamma.strata.product.credit.type

A template for creating credit default swap trades.

TenorCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type

The meta-bean for TenorCdsTemplate.

TenorDateParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a date and tenor.

TenorDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for TenorDateParameterMetadata.

TenoredParameterMetadata - Interface in com.opengamma.strata.market.param

Parameter metadata that specifies a tenor.

TenorParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a tenor.

TenorParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for TenorParameterMetadata.

TenorRawOptionData - Class in com.opengamma.strata.pricer.option

Raw data from the volatility market for a set of tenors.

TenorTenorParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.

TenorTenorParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for TenorTenorParameterMetadata.

TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency matching the term.

TERM - Variable in class com.opengamma.strata.math.impl.cern.StudentT

TERM_DEPOSIT - Static variable in class com.opengamma.strata.product.ProductType

A TermDeposit.

TERM_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

The measure for ResolvedTermDepositTrade using par rate discounting.

TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedTermDepositTrade using par spread discounting.

TERM_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

The calibrator for TermDepositTrade using present value discounting.

TermDeposit - Class in com.opengamma.strata.product.deposit

A term deposit.

TermDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for TermDeposit.

TermDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for TermDeposit.

TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type

A market convention for term deposit trades.

TermDepositConventions - Class in com.opengamma.strata.product.deposit.type

Market standard term deposit conventions.

TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a term deposit.

TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for TermDepositCurveNode.

TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for TermDepositCurveNode.

TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type

A template for creating a term deposit trade.

TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for TermDepositTemplate.

TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for TermDepositTemplate.

TermDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in a term deposit.

TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for TermDepositTrade.

TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for TermDepositTrade.

TermDepositTradeCalculationFunction - Class in com.opengamma.strata.measure.deposit

Perform calculations on a single TermDepositTrade for each of a set of scenarios.

TermDepositTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

Creates an instance.

TermDepositTradeCalculations - Class in com.opengamma.strata.measure.deposit

Calculates pricing and risk measures for term deposit trades.

TermDepositTradeCalculations(DiscountingTermDepositTradePricer) - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Creates an instance.

test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate

Evaluates the predicate.

test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate

Evaluates the predicate.

test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate

Evaluates this predicate on the given argument.

test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Evaluates the predicate.

test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Evaluates the predicate.

test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Evaluates the predicate.

test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate

Evaluates this predicate on the given arguments.

test(T, U, V) - Method in interface com.opengamma.strata.collect.function.TriPredicate

Applies this predicate to the given arguments.

TEXT - com.opengamma.strata.report.framework.format.FormatCategory

General text types.

TFX - Static variable in class com.opengamma.strata.product.common.CcpIds

Tokyo Financial Exchange.

TH - Static variable in class com.opengamma.strata.basics.location.Country

The country 'TH' - Thailand.

THB - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'THB' - Thai Baht.

theta(double, double, double, double, boolean, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the theta (non-forward).

theta(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the theta.

theta(double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the theta.

theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the theta of the bond future option product.

theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the theta of the bond future option product based on the price of the underlying future.

theta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the theta of the FX barrier option product.

theta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the Black theta of the foreign exchange vanilla option product.

thetaMod(double, double, double, double, boolean, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the theta (non-forward).

third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the third property.

THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30/360 ISDA' day count, which treats input day-of-month 31 specially.

THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E/360' day count, which treats input day-of-month 31 specially.

THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_E_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E/365' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E+/360' day count, which treats input day-of-month 31 specially.

THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30U/360' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.

ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for three leg basis swap trades.

ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard three leg basis swap conventions.

ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a three leg basis swap.

ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for ThreeLegBasisSwapCurveNode.

ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for ThreeLegBasisSwapCurveNode.

ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Ibor-Ibor swap trades.

ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ThreeLegBasisSwapTemplate.

ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ThreeLegBasisSwapTemplate.

THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.

THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Thursday/Friday weekends.

TICK_SIZE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

TICK_SIZE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

TICK_VALUE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

TICK_VALUE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

TICKER_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for exchange Tickers.

tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the tickSize property.

tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the tickValue property.

TICMIC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for TICMICs combining the exchange Ticker with the exchange MIC.

time() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

The meta-property for the time property.

TIME_SQUARE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Time square interpolator.

timeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the timeExtrapolatorLeft property.

timeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the timeExtrapolatorLeft property.

timeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the timeExtrapolatorLeft property.

timeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the left extrapolator used in the time dimension.

timeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the left extrapolator used in the time dimension.

timeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the timeExtrapolatorRight property.

timeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the timeExtrapolatorRight property.

timeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the timeExtrapolatorRight property.

timeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the right extrapolator used in the time dimension.

timeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the right extrapolator used in the time dimension.

timeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the timeInterpolator property.

timeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the timeInterpolator property.

timeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the timeInterpolator property.

timeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the interpolator used in the time dimension.

timeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the interpolator used in the time dimension.

timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the timeSeries property.

timeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

The meta-property for the timeSeries property.

timeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the timeSeries property.

timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the timeSeries property.

timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

timeSeries(Index) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the time series.

timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a time-series to the provider.

timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds time-series to the provider.

timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Sets the time-series in the builder, replacing any existing values.

timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Sets the time-series in the builder, replacing any existing values.

timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

The meta-property for the timeSeriesFailures property.

TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata

A provider of time-series.

timeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the timeSeriesRequirements property.

timeSeriesRequirements(ObservableId...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the timeSeriesRequirements property in the builder from an array of objects.

timeSeriesRequirements(Set<ObservableId>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the market data identifiers of the time-series of required for the calculation.

timeToExpiry() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

The meta-property for the timeToExpiry property.

timeToExpiry() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

The meta-property for the timeToExpiry property.

timeToExpiry(ZonedDateTime, DayCount, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Calculates the time to expiry for the valuation date time.

TN - Static variable in class com.opengamma.strata.basics.date.MarketTenor

A tenor code for Tomorrow-Next, meaning from tomorrow to the next day.

TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The default formatter that returns the value of the toString() method.

toAdjustableDateList() - Method in class com.opengamma.strata.basics.date.AdjustableDates

Returns a list of AdjustableDate equivalent to this instance.

toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule

Converts this schedule to a schedule where the start and end dates are adjusted using the specified adjuster.

toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Converts this period to one where the start and end dates are adjusted using the specified adjuster.

toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray

Converts this instance to an independent double[].

toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Converts this instance to an independent double[][].

toArray() - Method in class com.opengamma.strata.collect.array.IntArray

Converts this instance to an independent int[].

toArray() - Method in class com.opengamma.strata.collect.array.LongArray

Converts this instance to an independent long[].

toArray() - Method in class com.opengamma.strata.collect.MapStream

toArray(IntFunction<A[]>) - Method in class com.opengamma.strata.collect.MapStream

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the underlying array.

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns the underlying array.

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.IntArray

Returns the underlying array.

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.LongArray

Returns the underlying array.

toAsciiTableString() - Method in interface com.opengamma.strata.report.Report

Gets this report as an ASCII table string.

toBase64() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Encodes the byte source using base-64.

toBase64() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Encodes the byte source using base-64.

toBase64String() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Encodes the byte source using base-64, returning a string.

toBase64String() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Encodes the byte source using base-64, returning a string.

toBasisPoints() - Method in class com.opengamma.strata.collect.Percentage

Converts this percentage to the equivalent basis points.

toBigDecimal() - Method in class com.opengamma.strata.collect.Decimal

Returns the equivalent BigDecimal.

toBigDecimal() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

Gets the value as a BigDecimal with the fixed scale.

toBigMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this monetary amount to the equivalent BigMoney.

toBigMoney() - Method in class com.opengamma.strata.basics.currency.Money

Converts this monetary amount to the equivalent BigMoney.

toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a new builder using the data from this matrix to create a set of initial entries.

toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.Column

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Return a builder populated with the values from this series.

toBuilder() - Method in class com.opengamma.strata.data.ImmutableMarketData

Returns a builder populated with the same data as this instance.

toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a mutable builder initialized with the state of this bean.

toBuilder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Converts to builder.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns a builder populated with the set of sensitivities from this instance.

toBuilder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a mutable builder initialized with the state of this bean.

toBuilder() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Converts this instance to a builder allowing changes to be made.

toBuilder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.Bill

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BillPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BillSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BillTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.Cds

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.dsf.Dsf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.Fra

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.PositionInfo

Returns a builder populated with the values of this instance.

toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.SecurityInfo

Returns a builder populated with the values of this instance.

toBuilder() - Method in class com.opengamma.strata.product.SecurityPosition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.Swap

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.TradeInfo

Returns a builder populated with the values of this instance.

toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

Returns a builder that allows this bean to be mutated.

toCharSource(ByteSource) - Static method in class com.opengamma.strata.collect.io.UnicodeBom

Converts a ByteSource to a CharSource.

toCharSource(BeanByteSource) - Static method in class com.opengamma.strata.collect.io.UnicodeBom

Converts a BeanByteSource to a BeanCharSource.

toCombinedFuture() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to convert a list of futures to a single future, combining the values into a list.

toCombinedFutureMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to convert a map of futures to a single future, combining the values into a map.

toCombinedResultsAsList() - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a collector that can be used to create a combined ValueWithFailure from a stream of Result instances.

toCombinedValuesAsList() - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a collector that creates a combined ValueWithFailure from a stream of separate instances, combining into an immutable list.

toCombinedValuesAsSet() - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a collector that creates a combined ValueWithFailure from a stream of separate instances, combining into an immutable set.

toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns the market convention currency pair for the currencies in the pair.

toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate

Returns an FX rate object representing the market convention rate between the two currencies.

toCouponEquivalent() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Return the CMS coupon equivalent to the period.

toCurrencyAmount() - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this monetary amount to the equivalent CurrencyAmount.

toCurrencyAmount() - Method in class com.opengamma.strata.basics.currency.Money

Converts this monetary amount to the equivalent CurrencyAmount.

toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector that builds a single-currency scenerio result.

toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Converts this definition to the summary form.

toDecimalForm() - Method in class com.opengamma.strata.collect.BasisPoints

Converts this basis points to mathematical decimal form.

toDecimalForm() - Method in class com.opengamma.strata.collect.Percentage

Converts this percentage to mathematical decimal form.

toDiscountFactors() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Creates an instance of DiscountFactors.

toDiscountFactors() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

toDoubleMatrix() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

toFixedScale(int) - Method in class com.opengamma.strata.collect.Decimal

Returns the equivalent FixedScaleDecimal.

toFloatingRateIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Returns a floating rate index.

toFloatingRateIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Returns a floating rate index.

toFxForwardSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Converts this sensitivity to an FxForwardSensitivity.

toHash(HashFunction) - Method in class com.opengamma.strata.collect.io.BeanByteSource

Returns a new byte source containing the hash of the content of this byte source.

toHashString(HashFunction) - Method in class com.opengamma.strata.collect.io.BeanByteSource

Returns a new byte source containing the hash of the content of this byte source.

toHeader() - Method in class com.opengamma.strata.calc.Column

Converts this column to a column header.

toHexString() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Encodes the byte source using hex, sometimes referred to as base-16, returning a string.

toIborIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Checks and returns an Ibor index.

toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

toIborIndexFixingOffset() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Checks and returns the fixing offset associated with the Ibor index.

toIborIndexFixingOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Returns an immutable version of this object.

toImmutableCreditRatesProvider() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Converts this provider to an equivalent ImmutableCreditRatesProvider.

toImmutableCreditRatesProvider() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

toImmutableLegalEntityDiscountingProvider() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

toImmutableLegalEntityDiscountingProvider() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Converts this provider to an equivalent ImmutableLegalEntityDiscountingProvider.

toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable list.

toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multiset.

toImmutableRatesProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

toImmutableRatesProvider() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Converts this provider to an equivalent ImmutableRatesProvider.

toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable set.

toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted map.

toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted map.

toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted map.

toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted set.

toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted set.

token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Gets the token that the root type corresponds to.

TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against an object to produce another object.

TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator

tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

tokens(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator

tokens(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator

tokens(Position) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator

tokens(Security) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator

tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Gets the supported tokens on the given object.

tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Gets the set of supported token for the given object.

toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a leg based on this convention.

toList() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a list equivalent to this array.

toList() - Method in class com.opengamma.strata.collect.array.IntArray

Returns a list equivalent to this array.

toList() - Method in class com.opengamma.strata.collect.array.LongArray

Returns a list equivalent to this array.

toListMultimap() - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable list multimap built from the entries in the stream.

toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Converts this MultiCurrencyAmount to a map keyed by currency.

toMap() - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable map built from the entries in the stream.

toMap(BiFunction<? super V, ? super V, ? extends V>) - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable map built from the entries in the stream.

toMapGrouping() - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable map built from the entries in the stream, grouping by key.

toMapGrouping(Collector<? super V, A, R>) - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable map built from the entries in the stream, grouping by key.

toMd5() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Deprecated.

Use BeanByteSource.toHash(HashFunction)

toMergedSensitivities() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Returns a collector that merges sensitivities.

toMoney() - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this monetary amount to the equivalent Money.

toMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this monetary amount to the equivalent Money.

toMonic() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Converts the polynomial to its monic form.

toMultiCurrencyAmount() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a collector that can be used to create a multi-currency amount from a stream of amounts.

toMultiCurrencyAmountArray() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Returns a collector which creates a multi currency amount array by combining a stream of currency amount arrays.

toMultiCurrencyScenarioArray() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a collector which creates a multi currency scenario array by combining a stream of currency scenario arrays.

toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector that builds a multi-currency scenerio result.

toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Returns a mutable version of this object.

toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Converts a double array to a Double array.

toOptional() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to extract either zero or one elements.

toOvernightIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Converts to an OvernightIndex.

toOvernightIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Converts this pair to an object-based Pair.

toPercentage() - Method in class com.opengamma.strata.collect.BasisPoints

Converts this basis points to the equivalent percentage.

TopHatFunction - Class in com.opengamma.strata.math.impl.function.special

Class representing the top-hat function, defined as: $$ \begin{align*} T(x)= \begin{cases} 0 & x < x_1\\ y & x_1 < x < x_2\\ 0 & x > x_2 \end{cases} \end{align*} $$ where $x_1$ is the lower edge of the "hat", $x_2$ is the upper edge and $y$ is the height of the function.

TopHatFunction(double, double, double) - Constructor for class com.opengamma.strata.math.impl.function.special.TopHatFunction

Creates an instance.

toPriceIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Converts to an PriceIndex.

toPriceIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Converts a Double array to a double array.

toReader(InputStream) - Static method in class com.opengamma.strata.collect.io.UnicodeBom

Converts an InputStream to a Reader.

toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Converts this stub convention to the appropriate roll convention.

toScenarioArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector which can be used at the end of a stream of results to build a ScenarioArray.

toSensitivityMap(Class<T>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this instance to a map of sensitivities, keyed by the identifier.

toSet() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns the set of currencies contains in the pair.

toSetMultimap() - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable set multimap built from the entries in the stream.

toSha512() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Deprecated.

Use BeanByteSource.toHash(HashFunction)

toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Reduce this instance to ResolvedCds.

toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Reduce this instance to ResolvedCdsTrade.

toSmileModelData(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

toSmileModelData(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains SmileModelData instance from the model parameters.

toStoredForm(T) - Method in class com.opengamma.strata.product.AttributeType

Converts the value to the stored form.

toString() - Method in class com.opengamma.strata.basics.CalculationTargetList

toString() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

toString() - Method in class com.opengamma.strata.basics.currency.BigMoney

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.Currency

Returns a string representation of the currency, which is the three letter code.

toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns the formatted string version of the currency pair.

toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix

toString() - Method in class com.opengamma.strata.basics.currency.FxRate

Returns the formatted string version of the currency pair.

toString() - Method in class com.opengamma.strata.basics.currency.Money

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder

toString() - Method in class com.opengamma.strata.basics.currency.Payment

toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Returns a string describing the adjustable date.

toString() - Method in class com.opengamma.strata.basics.date.AdjustableDates

Returns a string describing the adjustable dates.

toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Returns the name of the identifier.

toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Returns the name of the calendar.

toString() - Method in class com.opengamma.strata.basics.date.MarketTenor

Returns a formatted string representing the market tenor.

toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.SequenceDate

toString() - Method in class com.opengamma.strata.basics.date.Tenor

Returns a formatted string representing the tenor.

toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.ImmutableReferenceData

toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

toString() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

toString() - Method in class com.opengamma.strata.basics.location.Country

Returns a string representation of the country, which is the two letter code.

toString() - Method in class com.opengamma.strata.basics.schedule.Frequency

Returns a formatted string representing the periodic frequency.

toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.Schedule

toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.basics.StandardId

Returns the identifier in a standard string format.

toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule

toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

toString() - Method in class com.opengamma.strata.basics.value.ValueStep

toString() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

toString() - Method in class com.opengamma.strata.calc.CalculationRules

toString() - Method in class com.opengamma.strata.calc.Column.Builder

toString() - Method in class com.opengamma.strata.calc.Column

toString() - Method in class com.opengamma.strata.calc.ColumnHeader

toString() - Method in class com.opengamma.strata.calc.ImmutableMeasure

toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

toString() - Method in class com.opengamma.strata.calc.ReportingCurrency

toString() - Method in enum com.opengamma.strata.calc.ReportingCurrencyType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.calc.Results

toString() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

toString() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResults

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

toString() - Method in class com.opengamma.strata.collect.array.DoubleArray

toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

toString() - Method in class com.opengamma.strata.collect.array.IntArray

toString() - Method in class com.opengamma.strata.collect.array.LongArray

toString() - Method in class com.opengamma.strata.collect.BasisPoints

Returns the formal string representation, '{value}bps'.

toString() - Method in class com.opengamma.strata.collect.Decimal

Returns the formal string representation of the decimal.

toString() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

Returns the formal string representation of the fixed scale decimal.

toString() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

toString() - Method in enum com.opengamma.strata.collect.io.AsciiTableAlignment

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.collect.io.ByteSourceCodec

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.collect.io.CsvFile

Returns a string describing the CSV file.

toString() - Method in class com.opengamma.strata.collect.io.CsvIterator

Returns a string describing the CSV iterator.

toString() - Method in class com.opengamma.strata.collect.io.CsvRow

Returns a string describing the CSV file.

toString() - Method in class com.opengamma.strata.collect.io.FileByteSource

toString() - Method in class com.opengamma.strata.collect.io.IniFile

Returns a string describing the INI file.

toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Returns a string describing the file.

toString() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns a string describing the property set.

toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Returns a string describing the locator.

toString() - Method in class com.opengamma.strata.collect.io.SerializedValue

toString() - Method in class com.opengamma.strata.collect.io.StringCharSource

toString() - Method in class com.opengamma.strata.collect.io.UriByteSource

toString() - Method in class com.opengamma.strata.collect.io.XmlElement

Returns a string summary of the element.

toString() - Method in class com.opengamma.strata.collect.io.XmlFile

Returns a string describing the file.

toString() - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum

toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

toString() - Method in class com.opengamma.strata.collect.NumberFormatter

Returns a string representation of this formatter.

toString() - Method in class com.opengamma.strata.collect.Percentage

Returns the formal string representation, '{value}%'.

toString() - Method in class com.opengamma.strata.collect.result.Failure

toString() - Method in class com.opengamma.strata.collect.result.FailureItem

Returns a string summary of the failure, as a single line excluding the stack trace.

toString() - Method in class com.opengamma.strata.collect.result.FailureItems

Returns a string summary of the failures, as a single line excluding the stack traces.

toString() - Method in enum com.opengamma.strata.collect.result.FailureReason

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.collect.result.Result

toString() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a string representation of the point.

toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the triple using a standard string format.

toString() - Method in class com.opengamma.strata.collect.TypedString

Returns the name.

toString() - Method in class com.opengamma.strata.data.FxMatrixId

toString() - Method in class com.opengamma.strata.data.FxRateId

toString() - Method in class com.opengamma.strata.data.ImmutableMarketData

toString() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

toString() - Method in class com.opengamma.strata.data.MarketDataName

Returns the name.

toString() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

toString() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

toString() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

toString() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

toString() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

toString() - Method in class com.opengamma.strata.market.amount.CashFlow

toString() - Method in class com.opengamma.strata.market.amount.CashFlows

toString() - Method in class com.opengamma.strata.market.amount.LegAmounts

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

toString() - Method in class com.opengamma.strata.market.curve.CombinedCurve

toString() - Method in class com.opengamma.strata.market.curve.ConstantCurve

toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.CurveId

toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

toString() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

toString() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

toString() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.explain.ExplainMap

toString() - Method in class com.opengamma.strata.market.FxRateShifts

toString() - Method in class com.opengamma.strata.market.GenericDoubleShifts

toString() - Method in enum com.opengamma.strata.market.model.MoneynessType

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.market.model.SabrParameterType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

toString() - Method in class com.opengamma.strata.market.observable.Quote

toString() - Method in class com.opengamma.strata.market.observable.QuoteId

toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

toString() - Method in class com.opengamma.strata.market.option.DeltaStrike

toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.SimpleStrike

toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

toString() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.ParameterSize

toString() - Method in class com.opengamma.strata.market.param.PointShifts

toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

toString() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

toString() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

toString() - Method in enum com.opengamma.strata.market.ShiftType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.surface.ConstantSurface

toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

toString() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

toString() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

toString() - Method in class com.opengamma.strata.math.impl.cern.ChiSquare

Returns a String representation of the receiver.

toString() - Method in class com.opengamma.strata.math.impl.cern.Gamma

Returns a String representation of the receiver.

toString() - Method in class com.opengamma.strata.math.impl.cern.Normal

Returns a String representation of the receiver.

toString() - Method in class com.opengamma.strata.math.impl.cern.StudentT

Returns a String representation of the receiver.

toString() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

toString() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

toString() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

toString() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

toString() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

toString() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig

toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

toString() - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

toString() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

toString() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

toString() - Method in enum com.opengamma.strata.pricer.common.PriceType

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.pricer.CompoundedRateType

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

toString() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

toString() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

toString() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

toString() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

toString() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

toString() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

toString() - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

toString() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

toString() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

toString() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

toString() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

toString() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

toString() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

toString() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

toString() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

toString() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

toString() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

toString() - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

toString() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

toString() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

toString() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

toString() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

toString() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

toString() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

toString() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

toString() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

toString() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

toString() - Method in class com.opengamma.strata.pricer.model.SabrParameters

toString() - Method in class com.opengamma.strata.pricer.option.RawOptionData

toString() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

toString() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

toString() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

toString() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

toString() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

toString() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

toString() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

toString() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

toString() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

toString() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

toString() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

toString() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

toString() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

toString() - Method in class com.opengamma.strata.product.AttributeType

Returns the name.

toString() - Method in class com.opengamma.strata.product.bond.Bill.Builder

toString() - Method in class com.opengamma.strata.product.bond.Bill

toString() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

toString() - Method in class com.opengamma.strata.product.bond.BillPosition

toString() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.BillSecurity

toString() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.BillTrade

toString() - Method in enum com.opengamma.strata.product.bond.BillYieldConvention

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFuture

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

toString() - Method in class com.opengamma.strata.product.cms.Cms

toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsLeg

toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod

toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsTrade

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

toString() - Method in enum com.opengamma.strata.product.common.BuySell

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.common.CapFloor

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.common.CcpId

toString() - Method in class com.opengamma.strata.product.common.ExchangeId

toString() - Method in enum com.opengamma.strata.product.common.LongShort

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.common.PayReceive

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.common.PutCall

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.common.SettlementType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder

toString() - Method in class com.opengamma.strata.product.credit.Cds

toString() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

toString() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

toString() - Method in class com.opengamma.strata.product.credit.CdsIndex

toString() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

toString() - Method in class com.opengamma.strata.product.credit.CdsQuote

toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

toString() - Method in class com.opengamma.strata.product.credit.CdsTrade

toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

toString() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

toString() - Method in enum com.opengamma.strata.product.credit.type.AccrualStart

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

toString() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit

toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

toString() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

toString() - Method in class com.opengamma.strata.product.dsf.Dsf

toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition

toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade

toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

toString() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Returns the identifier in a standard string format.

toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Returns the identifier in a standard string format.

toString() - Method in enum com.opengamma.strata.product.etd.EtdExpiryType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

toString() - Method in enum com.opengamma.strata.product.etd.EtdOptionType

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.etd.EtdType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.etd.EtdVariant

toString() - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

toString() - Method in class com.opengamma.strata.product.etd.SplitEtdId

toString() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder

toString() - Method in class com.opengamma.strata.product.fra.Fra

toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

toString() - Method in class com.opengamma.strata.product.fra.FraTrade

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxNdf

toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

toString() - Method in class com.opengamma.strata.product.fx.FxSingle

toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

toString() - Method in class com.opengamma.strata.product.fx.FxSwap

toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

toString() - Method in class com.opengamma.strata.product.GenericSecurity

toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition

toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade

toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFuture

toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOption

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition

toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade

toString() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

toString() - Method in class com.opengamma.strata.product.index.OvernightFuture

toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

toString() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

toString() - Method in class com.opengamma.strata.product.LegalEntityId

Returns the identifier in a standard string format.

toString() - Method in enum com.opengamma.strata.product.option.BarrierType

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.option.KnockType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

toString() - Method in class com.opengamma.strata.product.payment.BulletPayment

toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary

toString() - Method in enum com.opengamma.strata.product.PortfolioItemType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.PositionInfo

toString() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

toString() - Method in class com.opengamma.strata.product.rate.FixedRateComputation

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

toString() - Method in class com.opengamma.strata.product.rate.IborRateComputation

toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

toString() - Method in class com.opengamma.strata.product.SecurityId

Returns the identifier in a standard string format.

toString() - Method in class com.opengamma.strata.product.SecurityInfo

toString() - Method in class com.opengamma.strata.product.SecurityPosition.Builder

toString() - Method in class com.opengamma.strata.product.SecurityPosition

toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo

toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder

toString() - Method in class com.opengamma.strata.product.SecurityTrade

toString() - Method in class com.opengamma.strata.product.SimpleAttributes

toString() - Method in class com.opengamma.strata.product.SimpleLegalEntity

toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.product.swap.FixedAccrualMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

toString() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

toString() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

toString() - Method in class com.opengamma.strata.product.swap.FxReset

toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

toString() - Method in enum com.opengamma.strata.product.swap.IborRateResetMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange

toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

toString() - Method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder

toString() - Method in class com.opengamma.strata.product.swap.Swap

toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.SwapTrade

toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

toString() - Method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

toString() - Method in class com.opengamma.strata.product.swaption.Swaption

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

toString() - Method in class com.opengamma.strata.product.TradedPrice

toString() - Method in class com.opengamma.strata.product.TradeInfo

toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate

toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

toString() - Method in class com.opengamma.strata.report.ReportCalculationResults

toString() - Method in class com.opengamma.strata.report.ReportRequirements

toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReport

toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

toString(byte[]) - Static method in class com.opengamma.strata.collect.io.UnicodeBom

Converts a byte[] to a String.

total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns the total of all the values in the matrix.

total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns the total of the sensitivity values.

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns the total of the sensitivity values.

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns the total of the sensitivity values.

total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from the total of a list of CurrencyAmount objects.

total(Iterable<CurrencyAmountArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Returns a multi currency amount array representing the total of the input arrays.

total(Iterable<CurrencyScenarioArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a multi currency scenario array representing the total of the input arrays.

toTemplate(Tenor) - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Obtains a template based on the specified tenor.

toTemplate(Tenor) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Obtains a template based on the specified tenor.

toTemplate(Tenor) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Obtains a template based on the specified tenor.

toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with TradeInfo.

toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with upfront fee and TradeInfo.

toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention.

toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule

Converts this schedule to a schedule where every adjusted date is reset to the unadjusted equivalent.

toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Converts this period to one where the start and end dates are set to the unadjusted dates.

toUnitParameterSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this instance to the equivalent unit sensitivity.

toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType

Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.

toValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector that builds a scenario result based on Double.

toValueWithFailures(T, BinaryOperator<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a collector that can be used to create a combined ValueWithFailure from a stream of separate instances.

toZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

toZonedDateTime(MarketDataBox<LocalDate>) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Creates zoned date time.

TR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'TR' - Turkey.

trade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

The meta-property for the trade property.

trade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a trade representing the instrument at the node.

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Creates a trade representing the CDS index at the node.

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Creates a trade representing the CDS at the node.

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

trade(ResolvedTrade) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

Sets the trade that describes the parameter.

Trade - Interface in com.opengamma.strata.product

A trade with additional structured information.

TRADE - com.opengamma.strata.product.PortfolioItemType

A trade.

TRADE - com.opengamma.strata.report.framework.expression.ValueRootType

Refers to the trade.

TRADE - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

The trade instance

TRADE - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

The trade instance

TRADE_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The notional, as defined in the trade.

TRADE_TIME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

TRADE_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

TRADE_ZONE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

TradeCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve

Provides calibration measures for a single type of trade based on functions.

TradeConvention - Interface in com.opengamma.strata.product

A market convention for trades.

TradeCounterpartyCalculationParameter - Class in com.opengamma.strata.measure.calc

A calculation parameter that selects the parameter based on the counterparty of the target.

TradeCsvInfoResolver - Interface in com.opengamma.strata.loader.csv

Resolves additional information when parsing trade CSV files.

TradeCsvInfoSupplier - Interface in com.opengamma.strata.loader.csv

Resolves additional information when writing trade CSV files.

TradeCsvLoader - Class in com.opengamma.strata.loader.csv

Loads trades from CSV files.

TradeCsvParserPlugin - Interface in com.opengamma.strata.loader.csv

Pluggable CSV trade parser.

TradeCsvWriter - Class in com.opengamma.strata.loader.csv

Writes trades to a CSV file.

TradeCsvWriterPlugin<T extends Trade> - Interface in com.opengamma.strata.loader.csv

Pluggable CSV trade writer.

tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the tradeDate property.

tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the trade date, optional.

tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the tradedPrice property.

tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the tradedPrice property.

tradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

The meta-property for the tradedPrice property.

tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the tradedPrice property.

tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the tradedPrice property.

tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

The meta-property for the tradedPrice property.

tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the price that was traded, together with the trade date, optional.

tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the price that was traded, together with the trade date, optional.

tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

Sets the price that was traded, together with the trade date, optional.

tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the price that was traded, together with the trade date, optional.

tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the price that was traded, together with the trade date, optional.

tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

Sets the price that was traded, together with the trade date, optional.

TradedPrice - Class in com.opengamma.strata.product

The traded price of a security-based trade.

TradeInfo - Class in com.opengamma.strata.product

Additional information about a trade.

TradeInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for TradeInfo.

TradeInfoBuilder - Class in com.opengamma.strata.product

Builder to create TradeInfo.

tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

The meta-property for the tradeMeasureRequirements property.

TradeReport - Class in com.opengamma.strata.report.trade

Represents a trade report.

TradeReport.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReport.

TradeReport.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReport.

TradeReportColumn - Class in com.opengamma.strata.report.trade

Describes a column in a trade report.

TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReportColumn.

TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReportColumn.

TradeReportFormatter - Class in com.opengamma.strata.report.trade

Formatter for trade reports.

TradeReportRunner - Class in com.opengamma.strata.report.trade

Report runner for trade reports.

TradeReportTemplate - Class in com.opengamma.strata.report.trade

Describes the contents and layout of a trade report.

TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReportTemplate.

TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReportTemplate.

TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade

Loads a trade report template from the standard INI file format.

TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

TradeTemplate - Interface in com.opengamma.strata.product

A template used to create a trade.

tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the tradeTime property.

tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the trade time, optional.

TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a trade to produce another object.

TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

tradeTypeNames() - Method in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

tradeTypeNames() - Method in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

tradeTypeNames() - Method in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

tradeTypeNames() - Method in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

tradeTypeNames() - Method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Returns the upper-case product type names that this plugin supports.

transform(double) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

A function to transform a constrained model parameter (y) to an unconstrained fitting parameter (y*) - i.e.

transform(double) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

Performs the null transform {x -> x}.

transform(double) - Method in interface com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform

A function to transform a constrained model parameter (y) to an unconstrained fitting parameter (y*) - i.e.

transform(double) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

A function to transform a constrained model parameter (y) to an unconstrained fitting parameter (y*) - i.e.

transform(double[]) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne

Transform from the N-1 "fit" parameters to the N "model" parameters.

transform(DoubleArray) - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

Transforms from a set of model parameters to a (possibly smaller) set of unconstrained fitting parameters.

transform(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.SumToOne

Transform from the N-1 "fit" parameters to the N "model" parameters.

transform(DoubleArray) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

Transforms from a set of function parameters (some of which may have constrained range and/or be fixed) to a (possibly smaller) set of unconstrained fitting parameters.

transformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

The gradient of the function used to transform from a model parameter that is only allows to take certain values, to a fitting parameter that can take any value.

transformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

The gradient of a null transform is one.

transformGradient(double) - Method in interface com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform

The gradient of the function used to transform from a model parameter that is only allows to take certain values, to a fitting parameter that can take any value.

transformGradient(double) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

The gradient of the function used to transform from a model parameter that is only allows to take certain values, to a fitting parameter that can take any value.

transitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

The meta-property for the transitionProbability property.

transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Transposes the matrix.

TriConsumer<T,U,V> - Interface in com.opengamma.strata.collect.function

A consumer that takes three arguments.

TridiagonalMatrix - Class in com.opengamma.strata.math.impl.linearalgebra

Class representing a tridiagonal matrix.

TridiagonalMatrix(double[], double[], double[]) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

TridiagonalSolver - Class in com.opengamma.strata.math.impl.linearalgebra

TriFunction<T,U,V,R> - Interface in com.opengamma.strata.collect.function

A function that takes three arguments.

TrigeorgisLatticeSpecification - Class in com.opengamma.strata.pricer.impl.tree

Trigeorgis lattice specification.

TrigeorgisLatticeSpecification() - Constructor for class com.opengamma.strata.pricer.impl.tree.TrigeorgisLatticeSpecification

TRINOMIAL_TREE - com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

The Trinomial-Tree model.

TrinomialTree - Class in com.opengamma.strata.pricer.impl.tree

Trinomial tree.

TrinomialTree() - Constructor for class com.opengamma.strata.pricer.impl.tree.TrinomialTree

Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple

An immutable triple consisting of three elements.

Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple

The meta-bean for Triple.

TriPredicate<T,U,V> - Interface in com.opengamma.strata.collect.function

A predicate that takes three arguments.

truncateSetInclusive(double, double, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator

Truncates an array of doubles.

TRY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'TRY' - Turkish Lira.

tryCatchToOptional(Supplier<T>) - Static method in class com.opengamma.strata.collect.Guavate

Wraps a try-catch block around an expression, avoiding exceptions.

tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRate

Parses a string, handling various different formats.

tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Parses a string, handling different types of index.

tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Tries to parse a string, with extended handling of indices.

tryParse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Parses a string, handling different types of index, optionally specifying a tenor for Ibor.

tryParseAdjustableDate(CsvRow, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Tries parsing an adjustable date from the mentioned fields in the csv row.

tryParseAdjustablePayment(CsvRow, String, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Tries parsing an adjustable payment, defaulting the AdjustableDate to no BusinessDayAdjustment.

tryParseAdjustablePayment(CsvRow, String, String, String, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Tries parsing an adjustable payment using the mentioned fields.

tryParseCurrency(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Tries to parse a currency from the input string.

tryParseCurrencyAmountWithDirection(CsvRow, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Tries parsing a currency amount from the mentioned fields in the csv row.

tryParseFrequency(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Tries to parse a frequency from the input string.

tryParseMarketTenor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Tries to parse a market tenor from the input string.

tryParsePeriod(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Tries to parse a period from the input string.

tryParsePremiumFromDefaultFields(CsvRow) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Tries parsing the premium using the default premium fields.

tryParseTenor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Tries to parse a tenor from the input string.

Tuple - Interface in com.opengamma.strata.collect.tuple

Base interface for all tuple types.

TWD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'TWD' - New Taiwan Dollar.

type() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the type property.

type(EtdType) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the type of the contract specification.

type(EtdType) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the type of the contract - future or option.

type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the type of the leg, such as Fixed or Ibor.

type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the type of the leg, such as Fixed or Ibor.

type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the type of the leg, such as Fixed or Ibor.

TYPE - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for the type that caused the failure.

typedSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

The meta-property for the typedSensitivities property.

TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect

An abstract class designed to enable typed strings.

TypedString(String) - Constructor for class com.opengamma.strata.collect.TypedString

Creates an instance.

TypedString(String, CharMatcher, String) - Constructor for class com.opengamma.strata.collect.TypedString

Creates an instance, validating the name against a matcher.

TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.TypedString

Creates an instance, validating the name against a regex.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'UAH' - Ukrainian Hryvnia.

unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

The meta-property for the unadjusted property.

unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

The meta-property for the unadjusted property.

UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, before any business day adjustment.

UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, before any business day adjustment.

UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, before any business day adjustment.

unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the unadjusted end date.

unadjustedExerciseDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

Sets the unadjusted exercise date.

unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the unadjusted start date.

unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the UnaryOperator interface.

Unchecked - Class in com.opengamma.strata.collect

Static utility methods that convert checked exceptions to unchecked.

UncheckedReflectiveOperationException - Exception in com.opengamma.strata.collect

An unchecked reflection exception.

UncheckedReflectiveOperationException(ReflectiveOperationException) - Constructor for exception com.opengamma.strata.collect.UncheckedReflectiveOperationException

Creates an instance that wraps the underlying exception.

UNCONSTRAINED - Static variable in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenalty

Unconstrained allowed function - always returns true

UncoupledParameterTransforms - Class in com.opengamma.strata.math.impl.minimization

For a set of n function parameters, this takes n ParameterLimitsTransform (which can be the NullTransform which does NOT transform the parameter) which transform a constrained function parameter (e.g.

UncoupledParameterTransforms(DoubleArray, ParameterLimitsTransform[], BitSet) - Constructor for class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the underlying property.

underlying(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the bond underlying the option.

underlying(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

Sets the bond underlying the option.

underlying(FxSingle) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets the underlying foreign exchange transaction.

underlying(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

Sets the underlying foreign exchange transaction.

underlying(ResolvedSwap) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets the underlying swap.

underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the underlying swap.

UNDERLYING_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

UNDERLYING_EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

UNDERLYING_EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

underlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

The meta-property for the underlyingCurve property.

underlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the underlyingExpiryMonth property.

underlyingExpiryMonth(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the expiry year-month of the underlying instrument.

underlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFuture(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the underlying future.

underlyingFuture(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the underlying future.

underlyingFuture(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the underlying future.

underlyingFuture(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the underlying future.

underlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the underlyingFutureId property.

underlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the underlyingFutureId property.

underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the identifier of the underlying future.

underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the identifier of the underlying future.

underlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

The meta-property for the underlyingOption property.

underlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

The meta-property for the underlyingOption property.

underlyingOption(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

Sets the underlying FX vanilla option.

underlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the underlyingSwap property.

underlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

The meta-property for the underlyingSwap property.

underlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

The meta-property for the underlyingSwap property.

underlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

The meta-property for the underlyingSwap property.

underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the underlying swap.

underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

Sets the underlying swap.

underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

Sets the underlying swap.

underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

Sets the underlying swap.

underlyingTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

The meta-property for the underlyingTenor property.

underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

The meta-property for the underlyingTrade property.

underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

The meta-property for the underlyingTrade property.

underlyingWithParameter(int, Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Updates a parameter on the specified underlying.

underlyingWithPerturbation(int, Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Applies a perturbation to the specified underlying.

UnicodeBom - Class in com.opengamma.strata.collect.io

Utilities that allow code to use the Unicode Byte Order Mark.

union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains the union of a pair of time series.

UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The unit amount.

UNIT_PRICE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the unit price of the instrument.

UnitParameterSensitivities - Class in com.opengamma.strata.market.param

Unit parameter sensitivity for parameterized market data, such as curves.

UnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for UnitParameterSensitivities.

UnitParameterSensitivity - Class in com.opengamma.strata.market.param

Unit parameter sensitivity for parameterized market data, such as a curve.

UnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for UnitParameterSensitivity.

unitPrice(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates unit price across one or more scenarios.

unitPrice(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates unit price for a single set of market data.

unitPrice(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates unit price across one or more scenarios.

unitPrice(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates unit price for a single set of market data.

unitPrice(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates unit price across one or more scenarios.

unitPrice(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates unit price for a single set of market data.

unitPrice(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates unit price across one or more scenarios.

unitPrice(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Calculates unit price for a single set of market data.

unitPrice(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates unit price across one or more scenarios.

unitPrice(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Calculates unit price for a single set of market data.

unitPrice(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates unit price across one or more scenarios.

unitPrice(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Calculates unit price for a single set of market data.

UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType

Type used when the meaning of each value is not known - 'Unknown'.

unordered() - Method in class com.opengamma.strata.collect.MapStream

unpackInMemory(BeanByteSource) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Unpacks the source into memory, returning a map.

unpackInMemory(BeanByteSource, BiConsumer<String, ArrayByteSource>) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Unpacks the source into memory, invoking the consumer for each entry.

unscaledValue() - Method in class com.opengamma.strata.collect.Decimal

Returns the unscaled part of the value.

UNSUPPORTED - com.opengamma.strata.collect.result.FailureReason

The operation requested is unsupported.

UNSUPPORTED - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used when no specific formatter exists for the object.

UNWEIGHTED - com.opengamma.strata.product.swap.IborRateResetMethod

The unweighted average method.

unwrap(RealMatrix) - Static method in class com.opengamma.strata.math.impl.util.CommonsMathWrapper

Unwraps a matrix.

unwrap(RealVector) - Static method in class com.opengamma.strata.math.impl.util.CommonsMathWrapper

Unwraps a vector.

unzip(BeanByteSource, Path) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Unzips the source to a file path.

unzipInMemory(BeanByteSource) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Unzips the source into memory, returning a map.

unzipInMemory(BeanByteSource, BiConsumer<String, ArrayByteSource>) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Unzips the source into memory, invoking the consumer for each entry.

unzipPathNameInMemory(BeanByteSource, String) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Unzips a single file from the source in memory.

unzipPathNames(BeanByteSource) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Unzips the source returning the file names that are contained.

UP - com.opengamma.strata.product.option.BarrierType

Up

updatePosition(DoubleArray, Function<DoubleArray, DoubleArray>, BaseNewtonVectorRootFinder.DataBundle) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

UPFRONT_PREMIUM - com.opengamma.strata.product.option.FutureOptionPremiumStyle

The "UpfrontPremium" style, used where the option has an upfront premium.

upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

The meta-property for the upfrontFee property.

upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

The meta-property for the upfrontFee property.

upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

The meta-property for the upfrontFee property.

upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

The meta-property for the upfrontFee property.

upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

Sets the upfront fee of the product.

upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

Sets the upfront fee of the product.

upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

Sets the upfront fee of the product.

upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

Sets the upfront fee of the product.

upfrontPayment(ResolvedFixedCouponBondTrade) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the payment that was made for the trade.

UriByteSource - Class in com.opengamma.strata.collect.io

A byte source implementation that obtains data from a URI.

URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for URL resource locators.

US - Static variable in class com.opengamma.strata.basics.location.Country

The country 'US' - United States.

US_CPI_U - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for US-CPI-U Price index.

US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".

US_IL_REAL - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

The US real yield convention.

US_STREET - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

US street.

USD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'USD' - United States Dollar.

USD_AMERIBOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The AMERIBOR index for USD.

USD_BSBY - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-BSBY.

USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".

USD_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-Deposit-T2' term deposit convention with T+2 settlement date.

USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-FED-FUND Overnight index.

USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The Fed Fund index for USD.

USD_FED_FUND_1M_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'USD-FED-FUND-1M-CME' contract.

USD_FED_FUND_AA_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions

The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.

USD_FED_FUND_AVG - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-FED-FUND Overnight index using averaging.

USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.

USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'USD-FIXED-1Y-LIBOR-3M' swap convention.

USD_FIXED_1Y_SOFR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-1Y-SOFR-OIS' swap convention.

USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'USD-FIXED-6M-LIBOR-3M' swap convention.

USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.

USD_FIXED_TERM_SOFR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-TERM-SOFR-OIS' swap convention.

USD_FIXED_ZC_US_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

USD(NY) vanilla fixed vs US Urban consumers CPI swap.

USD_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "USD/JPY" FX Swap convention.

USD_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

USD/JPY convention with 2 days spot date.

USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".

USD_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-LIBOR.

USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 10 years.

USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 15 years.

USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 1 year.

USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 20 years.

USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 2 years.

USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 30 years.

USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 3 years.

USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 4 years.

USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 5 years.

USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 6 years.

USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 7 years.

USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 8 years.

USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 9 years.

USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for USD.

USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1500 for tenor of 1 year.

USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for USD.

USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'USD-LIBOR-1M-LIBOR-3M' swap convention.

USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for USD.

USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for USD.

USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for USD.

USD_LIBOR_3M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs

The 'USD-LIBOR-3M-IMM-CME' contract.

USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'USD-LIBOR-3M-LIBOR-6M' swap convention.

USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'USD-LIBOR-3M-Monthly-IMM' convention.

USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'USD-LIBOR-3M-Quarterly-IMM' convention.

USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for USD.

USD_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-ShortDeposit-T0' term deposit convention with T+0 settlement date.

USD_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.

USD_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.

USD_SOFR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-SOFR Overnight index.

USD_SOFR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SOFR index for USD.

USD_SOFR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 10 years.

USD_SOFR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 15 years.

USD_SOFR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 1 year.

USD_SOFR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 20 years.

USD_SOFR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 2 years.

USD_SOFR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 30 years.

USD_SOFR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 3 years.

USD_SOFR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 4 years.

USD_SOFR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 5 years.

USD_SOFR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 6 years.

USD_SOFR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 7 years.

USD_SOFR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 8 years.

USD_SOFR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD SOFR Swap Rates 1100 for tenor of 9 years.

USD_SOFR_1M_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'USD-SOFR-1M-CME' contract.

USD_SOFR_1M_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'USD-SOFR-1M-ICE' contract.

USD_SOFR_3M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'USD-SOFR-3M-IMM-CME' contract.

USD_SOFR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'USD-SOFR-3M-IMM-ICE' contract.

USD_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

USD-dominated standardized credit default swap.

USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.

USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of New York, United States, with code 'USNY'.

V

validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer

validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer

validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer

validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Validate the volatilities provider.

validate(RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.

validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.

validateNotPresent(XmlElement, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Validates that a specific element is not present.

validateScheme(XmlElement, String, String...) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Validates that the scheme attribute is known.

validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Validates that the swaption is single currency cash par-yield.

validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Validates that the swaption is single currency physical.

VALOR_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for VALOR numbers, the Swiss numbering system.

valuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Sets the valuation date.

valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

Sets the valuation date.

valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

Sets the valuation date.

valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the valuation date.

valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the valuation date.

valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

Sets the valuation date-time.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the valuation date-time.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

Sets the valuation date-time.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

Sets the valuation date-time.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

Sets the valuation date-time.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

Sets the valuation date-time.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the valuation date-time.

ValuationZoneTimeDefinition - Class in com.opengamma.strata.measure

Definition of valuation zone and time.

ValuationZoneTimeDefinition.Meta - Class in com.opengamma.strata.measure

The meta-bean for ValuationZoneTimeDefinition.

value() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.basics.StandardId.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.collect.result.Result.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.observable.Quote.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the value property.

value(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a value to a string.

value(double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Evaluates the Smith-Wilson curve function at a x value.

value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

Sets the amount of the payment.

value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets the amount of the payment.

value(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

value(PriceIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Gets the historic or forward rate at the specified fixing month.

value(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the value representing the change that occurs.

value(ResolvedTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Calculates the value, such as par spread.

value(Double) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

Sets the amount.

value(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Gets a single value from this property set.

value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets the reference to a value to display in this column.

value(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure

Calculates the value, such as par spread.

value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

VALUE - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for the value that caused the failure.

ValueAdjustment - Class in com.opengamma.strata.basics.value

An adjustment to a value, describing how to change one value into another.

ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueAdjustment.

ValueAdjustmentType - Enum in com.opengamma.strata.basics.value

The type of value adjustment.

valueAndWeightSensitivity(T) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation

The value of the function at the given point and its sensitivity to the weights of the basis functions.

valueBasisPoints() - Method in class com.opengamma.strata.collect.BasisPoints

Gets the value in basis points form as a Decimal.

valueDate() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

The meta-property for the valueDate property.

valueDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

Sets the value date.

ValueDerivatives - Class in com.opengamma.strata.basics.value

A value and its derivatives.

valueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

The meta-property for the valueFailures property.

ValueFormatter<T> - Interface in com.opengamma.strata.report.framework.format

Formats a value into a string.

ValueFormatters - Class in com.opengamma.strata.report.framework.format

Provides standard formatters.

valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the valueFunction property.

valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the valueFunction property.

valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the y-value function.

valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the y-value function.

valueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Gets the list of values associated with the specified key.

valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.collect.io.ByteSourceCodec

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.math.impl.differentiation.FiniteDifferenceType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform.LimitType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.pricer.common.PriceType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.pricer.CompoundedRateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.BuySell

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.CapFloor

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.LongShort

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.PayReceive

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.PutCall

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.SettlementType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.option.BarrierType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.option.KnockType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat

Returns the enum constant of this type with the specified name.

ValuePathEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a path describing a value to be shown in a trade report.

valuePercent() - Method in class com.opengamma.strata.collect.Percentage

Gets the value in percentage form as a Decimal.

valuePointSensitivity(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

valuePointSensitivity(PriceIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Calculates the point sensitivity of the historic or forward value at the specified fixing month.

valuePointSensitivity(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

valueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the valueRequirements property.

valueRequirements(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the valueRequirements property in the builder from an array of objects.

valueRequirements(Set<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the market data identifiers of the values required for the calculation.

ValueRootType - Enum in com.opengamma.strata.report.framework.expression

Enumerates the possible value path roots.

values() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

The meta-property for the values property.

values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.collect.io.ByteSourceCodec

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in class com.opengamma.strata.collect.MapStream

Returns the values as a stream, dropping the keys.

values() - Static method in enum com.opengamma.strata.collect.result.FailureReason

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the values of this time-series.

values() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the values property.

values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Converts this instance to a stream of y-values, keyed by the x-values.

values() - Static method in enum com.opengamma.strata.market.model.MoneynessType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.model.SabrParameterType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.ShiftType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.math.impl.differentiation.FiniteDifferenceType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform.LimitType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.pricer.common.PriceType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.pricer.CompoundedRateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.BuySell

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.CapFloor

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.LongShort

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.PayReceive

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.PutCall

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.SettlementType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.etd.EtdOptionType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.etd.EtdType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.option.BarrierType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.option.KnockType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.PortfolioItemType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat

Returns an array containing the constants of this enum type, in the order they are declared.

values(double[]) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the numerical difference between value at position (i+1) and (i) returning a vector of what would be needed to be added to the first (n-1) elements of the original vector to get the original vector.

values(double[], int) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the t^{th} numerical difference between value at position (i+1) and (i) (effectively recurses #values "t" times).

values(float[]) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the numerical difference between value at position (i+1) and (i) returning a vector of what would be needed to be added to the first (n-1) elements of the original vector to get the original vector.

values(float[], int) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the t^{th} numerical difference between value at position (i+1) and (i) (effectively recurses #values "t" times).

values(int[]) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the numerical difference between value at position (i+1) and (i) returning a vector of what would be needed to be added to the first (n-1) elements of the original vector to get the original vector.

values(int[], int) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the t^{th} numerical difference between value at position (i+1) and (i) (effectively recurses #values "t" times).

values(long[]) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the numerical difference between value at position (i+1) and (i) returning a vector of what would be needed to be added to the first (n-1) elements of the original vector to get the original vector.

values(long[], int) - Static method in class com.opengamma.strata.math.impl.util.Diff

Finds the t^{th} numerical difference between value at position (i+1) and (i) (effectively recurses #values "t" times).

values(List<String>, CurveSensitivities, CurrencyParameterSensitivity) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoSupplier

Gets the values associated with the headers.

values(List<String>, Trade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoSupplier

Gets the values associated with the headers.

values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Sets the values in the builder, replacing any existing values.

values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Sets the values in the builder, replacing any existing values.

ValueSchedule - Class in com.opengamma.strata.basics.value

A value that can vary over time.

ValueSchedule.Builder - Class in com.opengamma.strata.basics.value

The bean-builder for ValueSchedule.

ValueSchedule.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueSchedule.

ValueStep - Class in com.opengamma.strata.basics.value

A single step in the variation of a value over time.

ValueStep.Builder - Class in com.opengamma.strata.basics.value

The bean-builder for ValueStep.

ValueStep.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueStep.

ValueStepSequence - Class in com.opengamma.strata.basics.value

A sequence of steps that vary a value over time.

ValueStepSequence.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueStepSequence.

ValueType - Class in com.opengamma.strata.market

The type of a value.

ValueWithFailures<T> - Class in com.opengamma.strata.collect.result

A value with associated failures.

ValueWithFailures.Meta<T> - Class in com.opengamma.strata.collect.result

The meta-bean for ValueWithFailures.

vanillaOptionVerticalSpreadPair(IborCapletFloorletBinaryPeriod) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer

Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread.

vanillaOptionVerticalSpreadPair(OvernightInArrearsCapletFloorletBinaryPeriod) - Method in class com.opengamma.strata.pricer.capfloor.VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer

Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread.

vanna(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless vanna.

vanna(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the vanna.

VANNA_VOLGA - com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

The Vanna-Volga model.

VannaVolgaFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt

Pricing method for vanilla Forex option transactions with Vanna-Volga method.

VannaVolgaFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Creates an instance.

VannaVolgaFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX vanilla option trades with a Vanna-Volga method.

VannaVolgaFxVanillaOptionTradePricer(VannaVolgaFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Creates an instance.

variance - Variable in class com.opengamma.strata.math.impl.cern.Normal

variant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

The meta-property for the variant property.

variant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the variant property.

variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

Sets the variant of ETD.

variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the variant of ETD.

variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the variant of ETD.

VectorFieldFirstOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation

Differentiates a vector field (i.e.

VectorFieldFirstOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

Creates an instance using the default value of eps (10^-5) and central differencing type.

VectorFieldFirstOrderDifferentiator(double) - Constructor for class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

Creates an instance using the central differencing type.

VectorFieldFirstOrderDifferentiator(FiniteDifferenceType) - Constructor for class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

Creates an instance using the default value of eps (10^-5).

VectorFieldFirstOrderDifferentiator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

Creates an instance.

VectorFieldSecondOrderDifferentiator - Class in com.opengamma.strata.math.impl.differentiation

The Vector field second order differentiator.

VectorFieldSecondOrderDifferentiator() - Constructor for class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

Creates an instance using the default values.

VectorFunction - Class in com.opengamma.strata.math.impl.function

Abstraction for the vector function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$ where the Jacobian $j : \mathbb{R}^m \to \mathbb{R}^{n\times m} \quad x \mapsto j(x)$ is also provided.

VectorFunction() - Constructor for class com.opengamma.strata.math.impl.function.VectorFunction

VectorFunctionProvider<T> - Interface in com.opengamma.strata.math.impl.function

Interface for anything the provides a vector function which depends on some extraneous data.

VectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Parent class for root-finders that calculate a root for a vector function (i.e.

VectorRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

vega(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward vega.

vega(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the spot vega.

vega(double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the vega.

vega(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the vega of the FX barrier option product.

vega(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the vega of the foreign exchange vanilla option product.

VEGA_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the market quote bucketed vega on the calculation target.

vegaBleed(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the vega bleed.

vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value vega sensitivity across one or more scenarios.

vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates present value vega sensitivity for a single set of market data.

vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value vega sensitivity across one or more scenarios.

vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates present value vega sensitivity for a single set of market data.

vegaMarketQuoteBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value vega sensitivity across one or more scenarios.

vegaMarketQuoteBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates present value vega sensitivity for a single set of market data.

version() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the version property.

version(int) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the version of the option, defaulted to zero.

Version - Class in com.opengamma.strata.collect

Provides access to the version of Strata.

VERSION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

VERSION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for binary caplet/floorlet based on volatilities.

VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer(SabrOvernightInArrearsCapletFloorletPeriodPricer, double) - Constructor for class com.opengamma.strata.pricer.capfloor.VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer

Creates an instance.

VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for binary caplet/floorlet based on volatilities.

VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer(VolatilityIborCapletFloorletPeriodPricer, double) - Constructor for class com.opengamma.strata.pricer.capfloor.VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer

Creates an instance.

VND - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'VND' - Vietnamese Dong.

volatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

The meta-property for the volatilities property.

volatilities(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Gets the volatilities for the specified currency pair.

volatilities(CurrencyPair, MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Obtains FX options volatilities based on the specified market data.

volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Gets the volatilities for the specified Ibor index.

volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Gets the volatilities for the specified Ibor index.

volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Obtains cap/floor volatilities based on the specified market data.

volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Obtains Ibor future option volatilities based on the specified market data.

volatilities(RateIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Gets the volatilities for the specified index.

volatilities(RateIndex, MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Obtains swaption volatilities based on the specified market data.

volatilities(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Gets the volatilities for the specified security ID.

volatilities(SecurityId, MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Obtains bond future volatilities based on the specified market data.

volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

Creates FX option volatilities.

volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Creates FX option volatilities.

volatilitiesInputs() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

Obtains the inputs required to create the FX option volatilities.

volatilitiesInputs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Obtains the inputs required to create the FX option volatilities.

volatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the volatilitiesName property.

volatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the volatilitiesName property.

volatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

The meta-property for the volatilitiesName property.

volatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the volatilitiesName property.

volatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the volatilitiesName property.

volatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the volatilitiesName property.

volatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the volatilitiesName property.

volatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the volatilitiesName property.

volatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

The meta-property for the volatility property.

volatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

The meta-property for the volatility property.

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the volatility at the specified expiry.

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Calculates the volatility at a given time/strike/forward from the term structure.

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the volatility for given expiry, strike and forward rate.

volatility(double, double, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the volatility at the specified expiry.

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the volatility for given expiry, tenor, strike and forward rate.

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

volatility(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the volatility at the specified expiry.

volatility(double, double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

volatility(double, double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

volatility(double, double, double, double, double, double, double) - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula

Calculates the volatility.

volatility(double, double, double, SabrFormulaData) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

volatility(double, double, double, SsviFormulaData) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

volatility(double, double, double, T) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.VolatilityFunctionProvider

Calculates the volatility.

volatility(double, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

volatility(double, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Calculates the volatility at the specified expiry.

volatility(double, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Calculates the volatility at the specified expiry.

volatility(double, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

volatility(CurrencyPair, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Calculates the volatility at the specified expiry.

volatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Calculates the volatility at the specified expiry.

volatility(ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Calculates the volatility at the specified expiry.

volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Calculates the volatility at the specified expiry.

volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Calculates the volatility at the specified expiry.

volatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Calculates the volatility at the specified expiry.

volatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Calculates the volatility at the specified expiry.

VOLATILITY - Static variable in class com.opengamma.strata.data.FieldName

The field name for the volatility of an asset.

volatilityAdjoint(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

volatilityAdjoint(double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

Calculates the volatility and associated sensitivities.

volatilityAdjoint(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

volatilityAdjoint(double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the volatility and associated sensitivities.

volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the volatility and associated sensitivities.

volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

volatilityAdjoint(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the volatility and associated sensitivities.

volatilityAdjoint(double, double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

volatilityAdjoint(double, double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

Computes the implied volatility in the SABR model and its derivatives.

volatilityAdjoint(double, double, double, double, double, double, double) - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula

Calculates volatility and the adjoint (volatility sensitivity to forward, strike and model parameters).

volatilityAdjoint(double, double, double, SabrFormulaData) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

Computes the implied volatility in the SABR model and its derivatives.

volatilityAdjoint(double, double, double, SsviFormulaData) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

Computes the implied volatility in the SSVI formula and its derivatives.

volatilityAdjoint(double, double, double, T) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.VolatilityFunctionProvider

Calculates volatility and the adjoint (volatility sensitivity to forward, strike and model parameters).

volatilityAdjoint2(double, double, double, SabrFormulaData, double[], double[][]) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

Computes the first and second order derivatives of the Black implied volatility in the SABR model.

volatilityAdjoint2(double, double, double, SsviFormulaData, double[], double[][]) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

volatilityAdjoint2(double, double, double, T, double[], double[][]) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.VolatilityFunctionProvider

Computes the first and second order derivatives of the volatility.

VolatilityAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fxopt

Combines information about a volatility and its sensitivities.

VolatilityAndBucketedSensitivities.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for VolatilityAndBucketedSensitivities.

volatilityAndSensitivities(double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

volatilityAndSensitivities(double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Calculates the volatility and the volatility sensitivity with respect to the volatility data points.

volatilityBeta0(double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Calculates the normal implied volatility for the special case of beta=0.

volatilityBeta0Adjoint(double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Calculates the normal implied volatility and its derivatives (w.r.t.

volatilityBetaNonZero(double, double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Returns the volatility using the generic formula with barrier at 0.

volatilityBetaNonZeroAdjoint(double, double, double, double, double, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Returns the volatility using the generic formula with barrier at 0 at its derivatives.

VolatilityFunctionProvider<T extends SmileModelData> - Class in com.opengamma.strata.pricer.impl.volatility.smile

Provides functions that return volatility and its sensitivity to volatility model parameters.

VolatilityFunctionProvider() - Constructor for class com.opengamma.strata.pricer.impl.volatility.smile.VolatilityFunctionProvider

VolatilityIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs based on volatilities.

VolatilityIborCapFloorLegPricer(VolatilityIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Creates an instance.

VolatilityIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products based on volatilities.

VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Creates an instance.

VolatilityIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades based on volatilities.

VolatilityIborCapFloorTradePricer(VolatilityIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Creates an instance.

VolatilityIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for caplet/floorlet based on volatilities.

VolatilityIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

volatilityMaturityPart(HullWhiteOneFactorPiecewiseConstantParameters, double, DoubleMatrix) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the maturity dependent part of the volatility (function called H in the implementation note).

VolatilityOvernightInArrearsCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for overnight in-arrears caplet/floorlet based on volatilities.

VolatilityOvernightInArrearsCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityOvernightInArrearsCapletFloorletPeriodPricer

VolatilitySwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement based on volatilities.

VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Creates an instance.

VolatilitySwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement based on volatilities.

VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Creates an instance.

VolatilitySwaptionProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaptions handling physical and cash par yield settlement based on volatilities.

VolatilitySwaptionProductPricer(VolatilitySwaptionCashParYieldProductPricer, VolatilitySwaptionPhysicalProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Creates an instance.

VolatilitySwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaptions handling physical and cash par yield settlement based on volatilities.

VolatilitySwaptionTradePricer(VolatilitySwaptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Creates an instance.

volatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the volatilityTerm property.

volga(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless volga (aka vomma).

vomma(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless vomma (aka volga).

vomma(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the vomma (aka volga).

W

walk(Path, int, Function<Stream<Path>, T>, FileVisitOption...) - Static method in class com.opengamma.strata.collect.io.SafeFiles

Lists the elements in the specified directory, recursing depth-first into subdirectories.

walkAll(Path) - Static method in class com.opengamma.strata.collect.io.SafeFiles

Lists the elements in the specified directory, recursing depth-first into subdirectories.

walkAll(Path, int, FileVisitOption...) - Static method in class com.opengamma.strata.collect.io.SafeFiles

Lists the elements in the specified directory, recursing depth-first into subdirectories.

weekends() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the weekends property.

WEEKLY - com.opengamma.strata.product.etd.EtdExpiryType

The ETD expires in a specific week of the month.

weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the weight property.

weight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

The meta-property for the weight property.

weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

The meta-property for the weight property.

weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the weight to apply to this fixing.

WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The weight of this observation.

WEIGHTED - com.opengamma.strata.product.swap.IborRateResetMethod

The weighted average method.

WeightedLeastSquaresRegression - Class in com.opengamma.strata.math.impl.regression

WeightedLeastSquaresRegression() - Constructor for class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegression

WeightedLeastSquaresRegressionResult - Class in com.opengamma.strata.math.impl.regression

WeightedLeastSquaresRegressionResult(double[], double[], double, double[], double, double, double[], double[], boolean) - Constructor for class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegressionResult

WeightedLeastSquaresRegressionResult(LeastSquaresRegressionResult) - Constructor for class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegressionResult

WeightingFunction - Interface in com.opengamma.strata.math.impl.interpolation

A function to allow a smooth weighing between two functions.

WeightingFunctions - Class in com.opengamma.strata.math.impl.interpolation

Constants and implementations for standard weighting functions.

weights() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

The meta-property for the weights property.

weights(int) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

Returns the weights for a given sample size.

weightSensitivity(T) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation

The sensitivity of the value at a point x to the weights of the basis functions.

with(int, double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the value at the specified index changed.

with(int, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

with(int, double) - Method in interface com.opengamma.strata.pricer.impl.volatility.smile.SmileModelData

Creates a new smile model data bundle with a model parameter replaced.

with(int, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

with(int, int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with the value at the specified index changed.

with(int, int, double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with the value at the specified index changed.

with(int, long) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with the value at the specified index changed.

with(CalculationParameter) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Returns a copy of this instance with the specified parameter added.

withAdditionalFailures(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a new instance with the specified failures, retaining the current value.

withAlpha(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Returns a copy of this instance with alpha replaced.

withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.Attributes

Returns a copy of this instance with the attribute added.

withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.PortfolioItemInfo

withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfo

withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfo

withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SimpleAttributes

withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfo

withAttribute(String, String) - Method in class com.opengamma.strata.collect.result.FailureItem

Returns an instance with the specified attribute added.

withAttributes(Attributes) - Method in interface com.opengamma.strata.product.Attributes

Returns a copy of this instance with the attributes added.

withAttributes(Attributes) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

withAttributes(Attributes) - Method in interface com.opengamma.strata.product.PortfolioItemInfo

withAttributes(Attributes) - Method in class com.opengamma.strata.product.PositionInfo

withAttributes(Attributes) - Method in class com.opengamma.strata.product.SecurityInfo

withAttributes(Attributes) - Method in class com.opengamma.strata.product.SimpleAttributes

withAttributes(Attributes) - Method in class com.opengamma.strata.product.TradeInfo

withAttributes(Map<String, String>) - Method in class com.opengamma.strata.collect.result.FailureItem

Returns an instance with the specified attributes added.

withBeta(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Returns a copy of this instance with beta replaced.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the specified sensitivity currency set.

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified currency applied to the sensitivities in this builder.

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

withCurve(Curve) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Returns a new instance with a different curve.

withCurve(NodalCurve) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Returns a new instance with a different curve.

withCurveDefinitions(List<CurveDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a copy of this object containing the specified curve definitions.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a copy of this point with another date.

withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Returns a new instance with different discount factors.

withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Returns a new instance with different discount factors.

withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Returns a new instance with different discount factors.

withEta(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Returns a copy of this instance with eta replaced.

withFileName(String) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Returns an instance with the file name updated.

withFileName(String) - Method in class com.opengamma.strata.collect.io.StringCharSource

Returns an instance with the file name updated.

withFxForwardRates(FxForwardRates) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Returns a new instance with different FX forward rates.

withHeaders(List<String>) - Method in class com.opengamma.strata.collect.io.CsvFile

Returns an instance with the specified headers.

withHeaders(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Write a header line to the underlying, returning an instance that allows cells to be written by header name.

withId(StandardId) - Method in interface com.opengamma.strata.product.PortfolioItemInfo

Returns a copy of this instance with the identifier changed.

withId(StandardId) - Method in class com.opengamma.strata.product.PositionInfo

withId(StandardId) - Method in class com.opengamma.strata.product.TradeInfo

withInfo(CurveInfoType<T>, T) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Returns an instance where the specified additional information has been added.

withInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

withInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

withInfo(SurfaceInfoType<T>, T) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Returns an instance where the specified additional information has been added.

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.market.sensitivity.Sensitivities

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BillPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BillTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.etd.EtdPosition

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fra.FraTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.fx.FxTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.PortfolioItem

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.Position

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ProductTrade

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ResolvableTrade

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.SecurityPosition

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade

Returns an instance with the specified info.

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.SecurityTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.Trade

Returns an instance with the specified info.

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.etd.EtdSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.GenericSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.index.RateIndexSecurity

withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.Security

Returns an instance with the specified info.

withLastVolatility(double) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Returns a copy with the last volatility of the volatility parameters changed.

withLenientMode() - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains a 'lenient' version of this parser instance.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Returns a copy of this instance with the specified market data.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Returns a copy of this instance with the specified market data.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Returns a copy of this instance with the specified market data.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Returns a copy of this instance with the specified market data.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Returns a copy of this instance with the specified market data.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Returns a copy of this instance with the specified market data.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Returns a copy of this instance with the specified market data.

withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Returns a copy of this instance with the specified market data.

withMarketDataNames(Function<MarketDataName<?>, MarketDataName<?>>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Checks and adjusts the market data names.

withMarketDataNames(Function<MarketDataName<?>, MarketDataName<?>>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Checks and adjusts the market data names.

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.Curve

Returns a new curve with the specified metadata.

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified metadata.

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.ConstantSurface

withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface

withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface with the specified metadata.

withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.Surface

Returns a new surface with the specified metadata.

withName(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a copy of this definition with a different name.

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a new curve with an additional node, specifying the parameter metadata.

withNode(double, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with an additional node, specifying the parameter metadata.

withNu(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Returns a copy of this instance with nu replaced.

withObservableSource(ObservableSource) - Method in interface com.opengamma.strata.data.ObservableId

Returns an identifier equivalent to this with the specified source.

withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.IndexQuoteId

withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.QuoteId

without(Class<? extends CalculationParameter>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Filters the parameters, returning a set without the specified type.

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.Curve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.NodalCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

withParameter(int, double) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Returns a copy of the data with the value at the specified index altered.

withParameter(int, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

withParameter(int, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

withParameter(int, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.NodalSurface

withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.Surface

withParameter(int, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

withParameter(int, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.DiscountFactors

withParameter(int, double) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

withParameter(int, double) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

withParameter(int, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

withParameter(int, double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

withParameter(int, double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

withParameter(int, double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

withParameter(Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Updates a parameter on the specified list of underlying instances.

withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Returns an instance where the parameter metadata has been changed.

withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Returns an instance where the parameter metadata has been changed.

withParameterMetadatas(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Checks and adjusts the parameter metadata.

withParameterMetadatas(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Checks and adjusts the parameter metadata.

withParameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Returns a copy of the curve with all of the parameters altered.

withParseAlias(String, T) - Method in class com.opengamma.strata.collect.named.EnumNames

Returns an instance with an additional alias added.

withPerturbation(MarketDataId<T>, ScenarioPerturbation<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns a copy of this market data with the specified value perturbed.

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.Curve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.NodalCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Returns a perturbed copy of the data.

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.ConstantSurface

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.NodalSurface

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.Surface

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.DiscountFactors

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.model.SabrParameters

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

withPerturbation(Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Applies a perturbation to each underlying.

withPrice(double) - Method in class com.opengamma.strata.product.bond.BillTrade

withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

withPrice(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

withPrice(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

withPrice(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade

withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

withPrice(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade

withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade

withPrice(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

withPrice(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade

Returns an instance with the specified price.

withPrice(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Returns an instance with the specified price.

withPrice(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade

Returns an instance with the specified price.

withPrice(double) - Method in class com.opengamma.strata.product.SecurityTrade

withQuantities(double, double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

withQuantities(double, double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

withQuantities(double, double) - Method in interface com.opengamma.strata.product.etd.EtdPosition

Returns an instance with the specified quantities.

withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition

withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade

withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition

withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition

withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade

withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

withQuantity(double) - Method in interface com.opengamma.strata.product.etd.EtdPosition

Returns an instance with the specified net quantity.

withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition

withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade

withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition

withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade

withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

withQuantity(double) - Method in interface com.opengamma.strata.product.Position

Returns an instance with the specified quantity.

withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition

Returns an instance with the specified quantity.

withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade

Returns an instance with the specified quantity.

withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

Returns an instance with the specified quantity.

withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition

Returns an instance with the specified quantity.

withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Returns an instance with the specified quantity.

withQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition

withQuantity(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade

Returns an instance with the specified quantity.

withQuantity(double) - Method in class com.opengamma.strata.product.SecurityTrade

withResult(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a copy of this result with the underlying result updated.

withRho(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Returns a copy of this instance with rho replaced.

withRho(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Returns a copy of this instance with rho replaced.

withSeasonalityDefinitions(Map<CurveName, SeasonalityDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a copy of this object containing the specified seasonality definitions.

withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the new point sensitivity value.

withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with new parameter sensitivity values.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with new parameter sensitivity values.

withSensitivity(DoubleMatrix) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns an instance with new parameter sensitivity values.

withSigma(double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Returns a copy of this instance with sigma replaced.

withTenor(Tenor) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

withTenor(Tenor) - Method in interface com.opengamma.strata.market.param.TenoredParameterMetadata

Returns an instance with the tenor updated.

withTenor(Tenor) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withUnderlyingCurve(int, Curve) - Method in interface com.opengamma.strata.market.curve.Curve

Replaces an underlying curve by a new curve.

withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a copy of this point with another value.

withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike

withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike

withValue(double) - Method in interface com.opengamma.strata.market.option.Strike

Creates an new instance of the same strike type with value.

withValue(ValueWithFailures<R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a new instance with the specified value, combining the failures.

withValue(MarketDataId<T>, MarketDataBox<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns a copy of this market data with the specified value.

withValue(MarketDataId<T>, T) - Method in interface com.opengamma.strata.data.MarketData

Returns a copy of this market data with the specified value.

withValue(R) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a new instance with the specified value, retaining the current failures.

withValue(R, List<FailureItem>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a new instance with the specified value, combining the failures.

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withValues(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified x-values and y-values.

withVolatility(DoubleArray) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Returns a copy with the volatility parameters changed.

withVolatilityAdded(double, double) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Returns a copy with an extra volatility and volatility time added at the end of the respective arrays.

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified values.

withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface with the specified values.

WKN_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for Wertpapierkennnummer, the German numbering system.

wrap(DoubleArray) - Static method in class com.opengamma.strata.math.impl.util.CommonsMathWrapper

Wraps a vector.

wrap(DoubleMatrix) - Static method in class com.opengamma.strata.math.impl.util.CommonsMathWrapper

Wraps a matrix.

wrap(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked

Wraps a block of code, converting checked exceptions to unchecked.

wrap(CheckedSupplier<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Wraps a block of code, converting checked exceptions to unchecked.

wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a Result wrapping the result produced by the supplier.

wrapAsMatrix(DoubleArray) - Static method in class com.opengamma.strata.math.impl.util.CommonsMathWrapper

Wraps a matrix.

wrapUnivariate(Function<Double, Double>) - Static method in class com.opengamma.strata.math.impl.util.CommonsMathWrapper

Wraps a function.

write(CurveSensitivities, Appendable) - Method in class com.opengamma.strata.loader.csv.SensitivityCsvWriter

Write sensitivities to an appendable in the standard sensitivities format.

write(List<? extends Trade>, Appendable) - Method in class com.opengamma.strata.loader.csv.TradeCsvWriter

Write trades to an appendable in the applicable full details trade format.

writeAdjustablePayment(CsvOutput.CsvRowOutputWithHeaders, AdjustablePayment, String, String, String, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Writes an AdjustablePayment object to CSV

writeArrayAsVector(double[][]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report

Writes this report out as an ASCII table.

writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport

writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Outputs the report as an ASCII table.

writeBarrier(CsvOutput.CsvRowOutputWithHeaders, Barrier, LocalDate) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Writes a Barrier object to CSV

writeCell(String) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a single cell to the current line, only quoting if needed.

writeCell(String, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a single cell to the current line.

writeCell(String, double) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Writes a single cell by header, with the cell only being output when writeNewLine() is called.

writeCell(String, long) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Writes a single cell by header, with the cell only being output when writeNewLine() is called.

writeCell(String, Object) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Writes a single cell by header, with the cell only being output when writeNewLine() is called.

writeCell(String, String) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Writes a single cell by header, with the cell only being output when writeNewLine() is called.

writeCells(Map<String, String>) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Writes a map of cells to the output, with the cell only being output when writeNewLine() is called.

writeCsv(CsvOutput.CsvRowOutputWithHeaders, IborCapFloorTrade) - Method in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

writeCsv(CsvOutput.CsvRowOutputWithHeaders, FxNdfTrade) - Method in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

writeCsv(CsvOutput.CsvRowOutputWithHeaders, FxSingleBarrierOptionTrade) - Method in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

writeCsv(CsvOutput.CsvRowOutputWithHeaders, GenericSecurityTrade) - Method in class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

writeCsv(CsvOutput.CsvRowOutputWithHeaders, SecurityQuantityTrade) - Method in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

writeCsv(CsvOutput.CsvRowOutputWithHeaders, T) - Method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Writes the CSV for the specified trade.

writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report

Writes this report out in a CSV format.

writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport

writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Outputs the report table in CSV format.

writeCsvFile(CsvFile, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes the provided CsvFile to the underlying.

writeCsvIterator(CsvIterator, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes the output of the provided CsvIterator to the underlying.

writeCurrencyAmount(CsvOutput.CsvRowOutputWithHeaders, CurrencyAmount, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Writes a currency amount using the provided fields

writeCurveGroup(File, RatesCurveGroup...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader

Writes the curve group in a CSV format to a file.

writeCurveGroup(Appendable, RatesCurveGroup...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader

Writes the curve group in a CSV format to an appendable.

writeCurveGroupDefinition(File, RatesCurveGroupDefinition...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader

Writes the curve groups definition in a CSV format to a file.

writeCurveGroupDefinition(Appendable, RatesCurveGroupDefinition...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader

Writes the curve groups definition in a CSV format to an appendable.

writeCurveNodes(File, LocalDate, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Writes the curve groups definition in a CSV format to a file.

writeCurveNodes(Appendable, LocalDate, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Writes the curve nodes in a CSV format to an appendable.

writeCurveSettings(File, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Writes the curve settings in a CSV format to a file.

writeCurveSettings(Appendable, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Writes the curve settings in a CSV format to an appendable.

writeFxSingle(CsvOutput.CsvRowOutputWithHeaders, String, FxSingle) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Write the FxSingle to CSV

writeFxVanillaOption(CsvOutput.CsvRowOutputWithHeaders, FxVanillaOption) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Write a FxVanillaOption to CSV

writeIniFile(IniFile) - Method in class com.opengamma.strata.collect.io.IniFileOutput

Writes the provided file to the underlying.

writeLine(List<String>) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a single CSV line to the underlying, only quoting if needed.

writeLine(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a single CSV line to the underlying.

writeLine(Map<String, String>) - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Writes a row to the output, specifying each value by the header.

writeLines(Iterable<? extends List<String>>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes multiple CSV lines to the underlying.

writeNewLine() - Method in class com.opengamma.strata.collect.io.CsvOutput.CsvRowOutputWithHeaders

Writes a new line character.

writeNewLine() - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a new line character.

writePremiumFields(CsvOutput.CsvRowOutputWithHeaders, AdjustablePayment) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Writes an AdjustablePayment object to CSV

writeRow(CsvRow) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a single CsvRow to the underlying, only quoting if needed.

writeRow(CsvRow, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a single CsvRow to the underlying.

writeRows(Iterable<CsvRow>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes multiple CsvRows to the underlying.

writeSection(String, PropertySet) - Method in class com.opengamma.strata.collect.io.IniFileOutput

Writes an individual section of an INI file to the underlying.

writeSecurityQuantityTrade(CsvOutput.CsvRowOutputWithHeaders, SecurityQuantityTrade) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Write a SecurityQuantityTrade to CSV

writeSwap(CsvOutput.CsvRowOutputWithHeaders, Swap) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Write a Swap to CSV

writeZonedDateTime(CsvOutput.CsvRowOutputWithHeaders, ZonedDateTime, String, String, String) - Static method in class com.opengamma.strata.loader.csv.CsvWriterUtils

Writes a zoned date time using the provided field

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XAG' - Silver (troy ounce).

XASX - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Australian Securities Exchange.

XAU - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XAU' - Gold (troy ounce).

XCBO - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Chicago Board Options Exchange.

XCBT - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Chicago Board of Trade (CBOT).

XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for cross-currency Ibor-Ibor swap trades without FX reset.

XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard cross-currency Ibor-Ibor swap conventions.

XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.

XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for XCcyIborIborSwapCurveNode.

XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for XCcyIborIborSwapCurveNode.

XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating cross-currency Ibor-Ibor swap trades.

XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for XCcyIborIborSwapTemplate.

XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for XCcyIborIborSwapTemplate.

XCEC - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Commodities Exchange Center (COMEX).

XCME - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Chicago Mercantile Exchange (CME).

XEEE - Static variable in class com.opengamma.strata.product.common.ExchangeIds

European Energy Exchange.

xExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the xExtrapolatorLeft property.

xExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the xExtrapolatorRight property.

XFNO - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Borsa Istanbul Exchange

XGAS - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Central Eastern European Gas Exchange.

XHKF - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Hong Kong Futures Exchange Ltd.

XHKG - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Hong Kong Exchanges And Clearing Ltd.

xInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the xInterpolator property.

XJSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Johannesburg Stock Exchange.

XKFE - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Korea Exchange (Futures Market)

XKLS - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Bursa Malaysia.

XLME - Static variable in class com.opengamma.strata.product.common.ExchangeIds

London Metal Exchange.

XMAT - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Euronext Exchange - Paris MATIF

XMGE - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Minneapolis Grain Exchange.

XmlElement - Class in com.opengamma.strata.collect.io

A single element in the tree structure of XML.

XmlFile - Class in com.opengamma.strata.collect.io

An XML file.

XMOD - Static variable in class com.opengamma.strata.product.common.ExchangeIds

The Montreal Exchange.

XMON - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Euronext Exchange - Paris MONEP

XMRV - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Mercado Español de Futuros Financiero (MEFF).

XNYM - Static variable in class com.opengamma.strata.product.common.ExchangeIds

New York Mercantile Exchange (NYMEX).

XOSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Osaka Exchange.

XPAR - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Euronext Exchange - Paris

XPD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XPD' - Paladium (troy ounce).

XPOW - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Powernext.

XPT - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XPT' - Platinum (troy ounce).

XSAF - Static variable in class com.opengamma.strata.product.common.ExchangeIds

JSE - Equity Derivatives Market.

XSES - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Singapore Exchange Ltd.

XSFE - Static variable in class com.opengamma.strata.product.common.ExchangeIds

ASX - Trade24 (formerly Sydney Futures Exchange).

XTFF - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Tokyo Financial Exchange.

XTKS - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Tokyo Stock Exchange.

XTKT - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Tokyo Commodity Exchange.

xValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the xValue property.

xValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

The meta-property for the xValue property.

xValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the xValue property.

xValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

Sets the single x-value.

xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the xValues property.

xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the xValues property.

xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of x-values, one for each point.

xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of x-values, one for each point.

xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the x-value type, providing meaning to the x-values of the surface.

XWAR - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Warsaw Stock Exchange.

XXX - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XXX' - No applicable currency.

Y

y0(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the Bessel function of the second kind of order 0 of the argument.

y1(double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the Bessel function of the second kind of order 1 of the argument.

YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a year fraction relative to a base date - 'YearFraction'.

yearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the year fraction of the investment implied by the fixing date.

yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the year fraction between the start and end date.

yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the year fraction between the start and end date.

yearFraction(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the year fraction between the start and end date.

yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Calculates the year fraction using the specified day count.

yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the year fraction between the specified dates.

yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the year fraction within the specified period.

yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Calculates the year fraction within the specified period.

yearFraction(LocalDate, LocalDate, DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the year fraction within the specified period and day count.

yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the year fraction between the specified dates.

yearFractionTenor() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the yearFractionTenor property.

yearFractionTenor() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the yearFractionTenor property.

yearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

The meta-property for the yearMonth property.

YearMonthDateParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a date and year-month.

YearMonthDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for YearMonthDateParameterMetadata.

yExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the yExtrapolatorLeft property.

yExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the yExtrapolatorRight property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.Bill.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the yieldConvention property.

yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the yieldConvention property.

yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.Bill.Builder

Sets yield convention.

yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

Sets yield convention.

yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

Sets yield convention.

yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets yield convention.

yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets yield convention.

yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets yield convention.

yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets yield convention.

yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets yield convention.

yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets yield convention.

yieldFromCurves(ResolvedBill, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the yield for settlement at a given settlement date using curves.

yieldFromCurvesWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Calculates the yield for settlement at a given settlement date using curves with z-spread.

yieldFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the yield of the fixed coupon bond product from dirty price.

yieldFromDirtyPriceAd(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the yield of the fixed coupon bond product from dirty price and its derivative wrt the price.

yieldFromPrice(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention

Computes the yield from a price and a accrual factor.

yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill

Computes the yield from the price at a given settlement date.

yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill

Computes the yield from the price at a given settlement date.

yInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the yInterpolator property.

yn(int, double) - Static method in class com.opengamma.strata.math.impl.cern.Bessel

Returns the Bessel function of the second kind of order n of the argument.

yValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

The meta-property for the yValue property.

yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the yValue property.

yValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the yValue property.

yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

Sets the single y-value.

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the y-value for the specified x-value.

yValue(double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the sensitivity of the y-value with respect to the curve parameters.

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Computes the sensitivity of the y-value with respect to the curve parameters

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the yValues property.

yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the yValues property.

yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of y-values, one for each point.

yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of y-values, one for each point.

yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the yValueType property.

yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the yValueType property.

yValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the yValueType property.

yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the yValueType property.

yValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the y-value type, providing meaning to the y-values of the surface.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'ZA' - South Africa.

ZAJO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.

ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ZAR' - South African Rand.

ZAR_JIBAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for ZAR-JIBAR.

ZAR_JIBAR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month JIBAR index.

ZAR_JIBAR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month JIBAR index.

ZAR_JIBAR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month JIBAR index.

ZAR_JIBAR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month JIBAR index.

ZAR_SABOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SABOR index for ZAR.

zero(Currency) - Static method in class com.opengamma.strata.basics.currency.BigMoney

Obtains a zero amount instance of BigMoney for the specified currency.

zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains a zero amount instance of CurrencyAmount for the specified currency.

zero(Currency) - Static method in class com.opengamma.strata.basics.currency.Money

Obtains a zero amount instance of Money for the specified currency.

ZERO - Static variable in class com.opengamma.strata.collect.BasisPoints

A basis points of zero.

ZERO - Static variable in class com.opengamma.strata.collect.Decimal

A decimal value representing zero.

ZERO - Static variable in class com.opengamma.strata.collect.Percentage

A percentage of zero.

ZERO_COUPON_YIELD - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

The zero coupon yield method.

ZERO_HAZARD_RATE - com.opengamma.strata.pricer.credit.ArbitrageHandling

Zero hazard rate.

ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a zero rate - 'ZeroRate'.

ZERO_RATE_DELTA - Static variable in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType

Type used when each sensitivity is a zero rate delta - 'ZeroRateDelta'.

ZERO_RATE_GAMMA - Static variable in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType

Type used when each sensitivity is a zero rate gamma - 'ZeroRateGamma'.

zeroRate(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the continuously compounded zero rate for specified year fraction.

zeroRate(double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

zeroRate(double) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the continuously compounded zero hazard rate for specified year fraction.

zeroRate(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the continuously compounded zero rate for specified year fraction.

zeroRate(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

zeroRate(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

zeroRate(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

zeroRate(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the continuously compounded zero rate for the specified date.

zeroRate(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the continuously compounded zero rate for the specified date.

ZeroRateDiscountFactors - Class in com.opengamma.strata.pricer

Provides access to discount factors for a currency based on a zero rate continuously compounded curve.

ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.pricer

The meta-bean for ZeroRateDiscountFactors.

ZeroRatePeriodicDiscountFactors - Class in com.opengamma.strata.pricer

Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.

ZeroRatePeriodicDiscountFactors.Meta - Class in com.opengamma.strata.pricer

The meta-bean for ZeroRatePeriodicDiscountFactors.

zeroRatePointSensitivity(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Calculates the zero rate point sensitivity at the specified year fraction.

zeroRatePointSensitivity(double) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Calculates the zero rate point sensitivity at the specified year fraction.

zeroRatePointSensitivity(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity at the specified year fraction.

zeroRatePointSensitivity(double, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.

zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.

zeroRatePointSensitivity(double, Currency) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.

zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivityWithSpread(double, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified year fraction.

zeroRatePointSensitivityWithSpread(double, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.

zeroRatePointSensitivityWithSpread(double, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

zeroRatePointSensitivityWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified date.

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.

zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

The meta-property for the zeroRateSensitivity property.

ZeroRateSensitivity - Class in com.opengamma.strata.pricer

Point sensitivity to the zero rate curve.

ZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer

The meta-bean for ZeroRateSensitivity.

zetaOverXhat(double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Computes the ratio zeta over xHat.

zetaOverXhatAdjoint(double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Computes the ratio zeta over xHat and its derivatives.

zip(Stream<A>, Stream<B>) - Static method in class com.opengamma.strata.collect.Guavate

Creates a stream that combines two other streams, continuing until either stream ends.

zip(Stream<K>, Stream<V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a map stream that combines two other streams, continuing until either stream ends.

zipInMemory(List<? extends BeanByteSource>) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Creates a zip file from the list of files in memory.

ZipUtils - Class in com.opengamma.strata.collect.io

Utility class to simplify accessing and creating zip files, and other packed formats.

zipWithIndex(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate

Creates a stream that wraps a stream with the index.

zipWithIndex(Stream<V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where each key is the index of the value in the original stream.

zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the zone property.

zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the trade time-zone, optional.

zoneId() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

The meta-property for the zoneId property.

zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the z-spread of the bond from curves and clean price.

zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the z-spread of the fixed coupon bond from curves and dirty price.

zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, CurrencyAmount, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the z-spread of the bond from curves and present value.

zValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

The meta-property for the zValue property.

zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

zValue(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified x-value and y-value.

zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified pair of x-value and y-value.

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the zValues property.

zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of z-values, one for each point.

zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the zValueType property.

zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the z-value type, providing meaning to the z-values of the surface.

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