A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
All Classes All Packages
All Classes All Packages
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
orBillPosition
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
- 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
- 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
orBondFutureOptionPosition
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
orBondFuturePosition
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
- 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.