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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.