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A

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

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

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

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

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

COEFFICIENTS FOR METHODS k0, k0e *

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

COEFFICIENTS FOR METHODS k1, k1e *

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

Returns a decimal value that is positive.

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

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

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

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

ABSOLUTE - com.opengamma.strata.market.ShiftType

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

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

The meta-property for the absoluteTolerance property.

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

Sets the absolute tolerance for the root finder.

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

Abstract interpolator implementation.

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

Creates an instance.

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

Creates an instance.

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

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

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

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

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

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

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

Consumes the values, performing an action.

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

Consumes the values, performing an action.

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

Consumes the values, performing an action.

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

Consumes the values, performing an action.

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

Performs this operation on the given argument.

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

Performs this operation on the given arguments.

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

Applies this consumer to the given arguments.

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

The attribute for specifying the account associated with the error.

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

The day count used to calculate the year fraction.

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

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

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

CSV header (Swap).

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

The list of accrual periods.

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

The year fraction between the start and end dates.

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

The meta-property for the accrualBusinessDayAdjustment property.

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

The meta-property for the accrualBusinessDayAdjustment property.

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

The meta-property for the accrualBusinessDayAdjustment property.

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

The meta-property for the accrualBusinessDayAdjustment property.

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

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

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

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

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

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

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

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

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

The meta-property for the accrualFactor property.

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

The meta-property for the accrualFactor property.

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

The meta-property for the accrualFactor property.

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

The meta-property for the accrualFactor property.

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

The meta-property for the accrualFactor property.

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

The meta-property for the accrualFactor property.

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

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

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

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

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

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

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

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

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

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

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

The meta-property for the accrualFrequency property.

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

The meta-property for the accrualFrequency property.

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

The meta-property for the accrualFrequency property.

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

Sets the periodic frequency of accrual.

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

Sets the periodic frequency of accrual.

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

Sets the periodic frequency of accrual.

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

The meta-property for the accrualMethod property.

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

The meta-property for the accrualMethod property.

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

The meta-property for the accrualMethod property.

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

The meta-property for the accrualMethod property.

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

The meta-property for the accrualMethod property.

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

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

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

Sets the method of accruing Overnight interest.

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

Sets the method of accruing Overnight interest.

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

Sets the method of accruing Overnight interest.

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

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

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

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

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

The formula for accrual on default.

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

The meta-property for the accrualPeriods property.

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

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

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

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

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

The meta-property for the accrualSchedule property.

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

The meta-property for the accrualSchedule property.

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

The meta-property for the accrualSchedule property.

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

The meta-property for the accrualSchedule property.

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

The meta-property for the accrualSchedule property.

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

The meta-property for the accrualSchedule property.

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

Sets the accrual schedule.

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

Sets the accrual schedule.

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

Sets the accrual schedule.

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

Sets the accrual schedule.

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

Sets the accrual period schedule.

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

Sets the accrual schedule.

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

The meta-property for the accrualStart property.

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

The accrual start for credit default swaps.

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

Measure representing the accrued interest of the calculation target.

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

The accrued premium.

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

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

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

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

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

Calculates the accrued interest since the last payment.

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

Calculates the accrued interest since the last payment.

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

Calculates accrued interest across one or more scenarios.

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

Calculates accrued interest for a single set of market data.

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

Calculates the accrued interest since the last payment.

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

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

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

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

Calculates the accrued interest since the last payment.

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

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

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

Calculates the accrued premium per fractional spread for unit notional.

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

Calculates the accrued premium per fractional spread for unit notional.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

The meta-property for the action property.

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

The meta-property for the active property.

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

The meta-property for the active property.

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

The meta-property for the active property.

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

The meta-property for the active property.

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

Sets whether the index is active, defaulted to true.

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

Sets whether the index is active, defaulted to true.

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

Sets whether the index is active, defaulted to true.

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

Sets whether the index is active, defaulted to true.

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

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

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

Creates an instance.

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

Creates an instance.

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

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

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

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

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

Adds two matrices.

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

Adds an item of configuration under the specified name.

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

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

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

Adds a single sensitivity to the builder.

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

Adds sensitivities to the builder.

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

Adds a sensitivity to the builder.

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

Adds another set of sensitivities to the builder.

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

Adds a single sensitivity to the builder.

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

Adds sensitivities to the builder.

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

Adds a sensitivity to the builder.

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

Adds a point sensitivity, mutating the internal list.

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

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

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

Adds a function to the polynomial.

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

Adds an item of configuration under the specified name.

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

Adds sensitivities to the builder.

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

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

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

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

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

Adds a list of failures to the list.

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

Adds an attribute to the builder.

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

Adds a position attribute to the map of attributes.

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

Adds a security attribute to the map of attributes.

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

Adds a trade attribute to the map of attributes.

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

Adds a position attribute to the map of attributes.

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

Adds market data wrapped in a box.

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

Adds market data values for each scenario.

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

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

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

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

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

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

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

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

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

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

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

Adds a failure to the list.

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

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

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

The meta-bean for AddFixedCurve.

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

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

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

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

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

Adds a single piece of additional information.

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

Adds a single piece of additional information.

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

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

The meta-property for the additionalSpread property.

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

Sets the additional spread added to the rate.

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

Sets the additional spread added to the fixed rate.

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

Sets the additional spread added to the rate.

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

Sets the additional spread added to the rate.

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

Sets the additional spread added to the rate.

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

Sets the additional spread added to the price.

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

Sets the additional spread added to the market quote.

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

Sets the additional spread added to the price.

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

Sets the additional spread added to the rate.

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

Sets the additional spread added to the rate.

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

Sets the additional spread added to the market quote.

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

Sets the additional spread added to the market quote.

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

The meta-property for the additionConvention property.

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

The meta-property for the additionConvention property.

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

Sets the addition convention to apply.

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

Sets the addition convention to apply.

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

Adds a list entry using a consumer callback function.

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

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

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

Adds the output currencies.

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

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

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

Add a new pair of currencies to the builder.

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

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

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

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

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

Adds market data for each scenario.

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

Adds market data for each scenario.

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

Adds market data values for each scenario.

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

Adds a seasonality to the curve group definition.

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

Adds a shift for a parameter to the builder.

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

Adds multiple shifts to the builder.

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

Adds requirements for time series of observable market data.

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

Adds a time-series of observable market data values.

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

Adds a time-series of observable market data values.

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

Adds requirements for time series of observable market data.

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

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

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

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

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

Adds this tenor to the specified date.

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

Adds the period of this frequency to the specified date.

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

Adds a value to the builder.

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

Adds market data that is valid for all scenarios.

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

Adds multiple values to the builder.

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

Adds market data values that are valid for all scenarios.

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

Adds requirements for single values of market data.

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

Adds requirements for single values of market data.

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

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

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

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

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

Adjusts the specified rate according to the rate method rule.

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

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

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

Adjusts the date according to the rules of the implementation.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

An adjustable date.

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

The meta-bean for AdjustableDate.

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

An adjustable list of dates.

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

The meta-bean for AdjustableDates.

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

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

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

The meta-bean for AdjustablePayment.

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

Returns an adjuster that changes the date.

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

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

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

Adjusts the date using the business day adjustment.

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

Adjusts the dates using the business day adjustment.

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

Computes the adjusted forward rate for a CMS coupon.

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

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

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

Adjusts the temporal according to the rules of the implementation.

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

The meta-property for the adjustment property.

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

The meta-property for the adjustment property.

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

The meta-property for the adjustment property.

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

The meta-property for the adjustment property.

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

The meta-property for the adjustment property.

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

The meta-property for the adjustment property.

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

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

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

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

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

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

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

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

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

The meta-property for the adjustmentType property.

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

The meta-property for the adjustmentType property.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

AdvancedMeasures - Class in com.opengamma.strata.measure

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

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

The currency 'AED' - UAE Dirham.

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

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

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

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

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

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

The meta-property for the agreedFxRate property.

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

The meta-property for the agreedFxRate property.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Returns the set of currencies the product refers to.

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

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

Returns the set of currencies referred to by the swap.

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

Returns the set of currencies referred to by the leg.

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

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

The meta-property for the allDates property.

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

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

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

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

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

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

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

Returns the set of indices referred to by the FRA.

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

Returns the set of indices referred to by the swap.

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

Returns the set of indices referred to by the swap.

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

Returns the set of indices referred to by the leg.

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

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

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

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

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

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

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

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

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

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

Returns the set of currencies referred to by the CMS.

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

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

Returns the set of currencies that the product pays in.

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

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

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

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

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

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

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

Checks if all the results are successful.

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

Checks if all the results are successful.

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

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

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

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

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

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

Calculates the alpha parameter for time to expiry.

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

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

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

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

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

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

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

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

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

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

SABR alpha.

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

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

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

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

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

Alternate.

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

Returns the complete map of alternate name to standard name.

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

A value schedule that always has the value zero.

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

A value schedule that always has the value one.

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

Generates a failure result for an ambiguous token.

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

American option.

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

The meta-property for the amount property.

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

The meta-property for the amount property.

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

The meta-property for the amount property.

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

The meta-property for the amount property.

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

The meta-property for the amount property.

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

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

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

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

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

Sets the amount associated with the leg.

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

Converts an amount to a string.

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

Converts an amount to a string.

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

Sets the known amount schedule.

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

Sets the notional amount.

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

The meta-property for the amounts property.

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

The meta-property for the amounts property.

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

The meta-property for the amounts property.

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

The meta-property for the amounts property.

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

The meta-property for the amounts property.

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

The meta-property for the amounts property.

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

The meta-property for the amounts property.

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

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

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

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

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

Analytic spread sensitivity calculator.

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

Constructor with the accrual-on-default formula specified.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Computes the conventional cash annuity for a given yield.

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

Computes the conventional cash annuity from a swap leg.

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

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

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

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

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

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

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

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

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

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

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

Checks if any of the results are failures.

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

Checks if any of the results are failures.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Applies this function to the given argument.

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

Applies this function to the given argument.

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

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

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

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

Applies this function to the given argument.

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

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

Evaluates the function.

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

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

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

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

Evaluates the function.

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

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

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

Applies this function to the given argument.

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

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

Applies the function.

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

Applies the function.

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

Applies the function.

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

Applies the function.

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

Applies this function to the given arguments.

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

Applies this function to the given arguments.

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

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

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

Equivalent to raw().

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

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

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

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

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

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

Applies the function.

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

Performs an operation on the values.

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

Performs an operation on the values.

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

Performs an operation on the values.

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

Equivalent to nextInt().

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

Applies the function.

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

Performs an operation on the values.

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

Applies the function.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Creates an instance.

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

The country 'AR' - Argentina.

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

The formula for accrual on default.

ArgChecker - Class in com.opengamma.strata.collect

Contains utility methods for checking inputs to methods.

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

The meta-property for the array property.

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

A byte source implementation that explicitly wraps a byte array.

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

The currency 'ARS' - Argentine Peso.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

The ASCII table format.

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

An ASCII table generator.

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

Alignment of the data within an ASCII table.

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

Uses the parameters to create a function.

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

Uses the parameters to create a function.

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

Returns an Iterable that wraps this iterator.

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

Returns the INI file as a map.

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

Returns the property set as a map.

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

Returns the property set as a multimap.

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

Returns a stream that wraps this iterator.

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

Australian Securities Exchange.

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

The country 'AT' - Austria.

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

The meta-property for the attributes property.

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

The meta-property for the attributes property.

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

The meta-property for the attributes property.

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

The meta-property for the attributes property.

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

The meta-property for the attributes property.

Attributes - Interface in com.opengamma.strata.product

Additional attributes that can be associated with a model object.

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

The type that provides meaning to an attribute.

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

The country 'AU' - Australia.

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

The currency 'AUD' - Australian Dollar.

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

Constant for AUD-AONIA Overnight index.

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

The AONIA index for AUD.

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

Constant for AUD-BBSW.

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

The 1 month BBSW index.

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

The 2 month BBSW index.

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

The 3 month BBSW index.

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

The 4 month BBSW index.

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

The 5 month BBSW index.

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

The 6 month BBSW index.

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

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

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

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

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

For a given expiration returns all the data available.

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

The averaged method.

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

The averaged daily method.

B

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

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

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

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

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

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

Backward differencing

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

The meta-property for the barrier property.

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

The meta-property for the barrier property.

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

Sets the barrier description.

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

Definition of barrier event of option instruments.

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

CSV header (Exotic Options).

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

CSV header (Exotic Options).

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

The meta-property for the barrierLevel property.

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

The meta-property for the barrierLevel property.

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

The meta-property for the barrierType property.

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

The meta-property for the barrierType property.

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

The barrier type of barrier event.

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

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

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

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

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

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

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

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

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

Encode base-64.

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

The meta-property for the baseCurrencyDiscountFactors property.

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

The meta-property for the baseCurrencyPayment property.

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

The meta-property for the baseCurrencyPayment property.

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

The meta-property for the baseCurve property.

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

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

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

BaseProvider - Interface in com.opengamma.strata.pricer

A provider of data used for pricing.

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

Returns the simpler "base" sequence underlying this one.

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

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

Creates an instance.

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

Generator for a set of basis functions.

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

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

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

BasisPoints - Class in com.opengamma.strata.collect

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

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

The scheme for Bloomberg Tickers.

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

The country 'BE' - Belgium.

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

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

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

Creates an instance.

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

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

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

Creates an instance.

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

Evaluates a token against a bean to produce another object.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

beanType() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

beanType() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

beanType() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

beanType() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

beanType() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

beanType() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

beanType() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

beanType() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

beanType() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

beanType() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.Bill.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

beanType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

beanType() - Method in class com.opengamma.strata.product.PositionInfo.Meta

beanType() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta

beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

BEGINNING - com.opengamma.strata.product.credit.ProtectionStartOfDay

Beginning of the start day.

Bessel - Class in com.opengamma.strata.math.impl.cern

Bessel and Airy functions.

Bessel() - Constructor for class com.opengamma.strata.math.impl.cern.Bessel

Makes this class non instantiable, but still let's others inherit from it.

beta(double) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

beta(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities

Calculates the beta parameter for a pair of time to expiry.

beta(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

beta(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters

Calculates the beta parameter for time to expiry.

beta(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Calculates the beta parameter for a pair of time to expiry and instrument tenor.

beta(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

beta(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the beta parameter for a pair of time to expiry and instrument tenor.

beta(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area from zero to x under the beta density function.

beta(HullWhiteOneFactorPiecewiseConstantParameters, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the beta parameter.

BETA - com.opengamma.strata.market.model.SabrParameterType

SABR beta.

betaComplemented(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the right hand tail (from x to infinity) of the beta density function.

betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the betaCurve property.

betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the betaCurve property.

betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the beta (elasticity) curve.

betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the beta (elasticity) curve.

BGN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BGN' - Bulgarian Lev.

BHD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BHD' - Bahraini Dinar.

biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiConsumer interface.

BicubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Given a set of data (x0Values_i, x1Values_j, yValues_{ij}), derive the piecewise bicubic function, f(x0,x1) = sum_{i=0}^{3} sum_{j=0}^{3} coefMat_{ij} (x0-x0Values_i)^{3-i} (x1-x1Values_j)^{3-j}, for the region x0Values_i < x0 < x0Values_{i+1}, x1Values_j < x1 < x1Values_{j+1} such that f(x0Values_a, x1Values_b) = yValues_{ab} where a={i,i+1}, b={j,j+1}.

BicubicSplineInterpolator(PiecewisePolynomialInterpolator) - Constructor for class com.opengamma.strata.math.impl.interpolation.BicubicSplineInterpolator

Constructor using the same interpolation method for x0 and x1.

BicubicSplineInterpolator(PiecewisePolynomialInterpolator[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.BicubicSplineInterpolator

Constructor which can take different methods for x0 and x1.

biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiFunction interface.

BigMoney - Class in com.opengamma.strata.basics.currency

A monetary amount, held to a maximum of 12 decimal places.

Bill - Class in com.opengamma.strata.product.bond

A bill.

BILL - Static variable in class com.opengamma.strata.product.ProductType

A Bill.

Bill.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for Bill.

Bill.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for Bill.

BillMeasureCalculations - Class in com.opengamma.strata.measure.bond

Multi-scenario measure calculations for bill trades.

BillPosition - Class in com.opengamma.strata.product.bond

A position in a bill.

BillPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BillPosition.

BillPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BillPosition.

BillSecurity - Class in com.opengamma.strata.product.bond

A security representing a bill.

BillSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BillSecurity.

BillSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BillSecurity.

BillTrade - Class in com.opengamma.strata.product.bond

A trade representing a bill.

BillTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BillTrade.

BillTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BillTrade.

BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.

BillTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for bill trades.

BillTradeCalculations(DiscountingBillTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BillTradeCalculations

Creates an instance.

BillYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining how yield is computed for a bill.

binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BinaryOperator interface.

bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Binds this interpolator to a curve where no extrapolation is permitted.

bind(DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

bind(DoubleArray, DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator

Binds this interpolator to a surface.

bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Binds this extrapolator to a curve.

bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Binds this interpolator to a curve specifying the extrapolators to use.

bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Binds this interpolator to the specified extrapolators.

bindTimeSeries(LocalDate, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a definition that is bound to a time-series.

binomial(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the terms 0 through k of the Binomial probability density.

binomialComplemented(int, int, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the sum of the terms k+1 through n of the Binomial probability density.

biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiPredicate interface.

BisectionSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Finds a single root of a function using the bisection method.

BisectionSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder

Creates an instance.

BisectionSingleRootFinder(double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder

Creates an instance.

BivariateNormalDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The bivariate normal distribution is a continuous probability distribution of two variables, $x$ and $y$, with cdf $$ \begin{align*} M(x, y, \rho) = \frac{1}{2\pi\sqrt{1 - \rho^2}}\int_{-\infty}^x\int_{-\infty}^{y} e^{\frac{-(X^2 - 2\rho XY + Y^2)}{2(1 - \rho^2)}} dX dY \end{align*} $$ where $\rho$ is the correlation between $x$ and $y$.

BivariateNormalDistribution() - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

BLACK - com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

The Black (lognormal) model.

BLACK - com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

The Black (lognormal) model.

BLACK_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a Black model implied volatility - 'BlackVolatility'.

BlackBarrierPriceFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The price function to compute the price of barrier option in the Black world.

BlackBarrierPriceFormulaRepository() - Constructor for class com.opengamma.strata.pricer.impl.option.BlackBarrierPriceFormulaRepository

BlackBondFutureExpiryLogMoneynessVolatilities - Class in com.opengamma.strata.pricer.bond

Data provider of volatility for bond future options in the log-normal or Black model.

BlackBondFutureExpiryLogMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.bond

The bean-builder for BlackBondFutureExpiryLogMoneynessVolatilities.

BlackBondFutureExpiryLogMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.

BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer of options on bond future with a log-normal model on the underlying future price.

BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Creates an instance.

BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future option.

BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Creates an instance.

BlackBondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond

Volatility for pricing bond futures and their options in the log-normal or Black model.

BlackFixedCouponBondOptionPricer - Class in com.opengamma.strata.pricer.bond

Pricer for fixed coupon bond options based on Black formula for the (dirty) bond price.

BlackFixedCouponBondOptionPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Creates an instance.

BlackFlatCmsPeriodPricer - Class in com.opengamma.strata.pricer.impl.cms

Computes the price of a CMS coupon in a constant log-normal volatility set-up.

BlackFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The primary repository for Black formulas, including the price, common greeks and implied volatility.

BlackFxOptionFlatVolatilities - Class in com.opengamma.strata.pricer.fxopt

Volatility for FX options in the log-normal or Black model based on a curve.

BlackFxOptionFlatVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt

The bean-builder for BlackFxOptionFlatVolatilities.

BlackFxOptionFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for BlackFxOptionFlatVolatilities.

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt

The specification of how to build FX option volatilities.

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt

The bean-builder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.

BlackFxOptionSmileVolatilities - Class in com.opengamma.strata.pricer.fxopt

Data provider of volatility for FX options in the log-normal or Black-Scholes model.

BlackFxOptionSmileVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt

The bean-builder for BlackFxOptionSmileVolatilities.

BlackFxOptionSmileVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for BlackFxOptionSmileVolatilities.

BlackFxOptionSmileVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt

The specification of how to build FX option volatilities.

BlackFxOptionSmileVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt

The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.

BlackFxOptionSmileVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.

BlackFxOptionSurfaceVolatilities - Class in com.opengamma.strata.pricer.fxopt

Volatility for FX options in the log-normal or Black model based on a surface.

BlackFxOptionSurfaceVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt

The bean-builder for BlackFxOptionSurfaceVolatilities.

BlackFxOptionSurfaceVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for BlackFxOptionSurfaceVolatilities.

BlackFxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt

Volatility for FX option in the log-normal or Black model.

BlackFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX barrier option products in Black-Scholes world.

BlackFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Creates an instance.

BlackFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX barrier option trades in Black-Scholes world.

BlackFxSingleBarrierOptionTradePricer(BlackFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Creates an instance.

BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for foreign exchange vanilla option transaction products with a lognormal model.

BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Creates an instance.

BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt

Pricer for FX vanilla option trades with a lognormal model.

BlackFxVanillaOptionTradePricer(BlackFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Creates an instance.

BlackIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs in log-normal or Black model.

BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer

Creates an instance.

BlackIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products in log-normal or Black model.

BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer

Creates an instance.

BlackIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades in log-normal or Black model.

BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer

Creates an instance.

BlackIborCapletFloorletExpiryFlatVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a curve.

BlackIborCapletFloorletExpiryFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for BlackIborCapletFloorletExpiryFlatVolatilities.

BlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.

BlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.

BlackIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for caplet/floorlet in a log-normal or Black model.

BlackIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer

BlackIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model.

BlackOneTouchAssetPriceFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The price function to compute the price of one-touch or no-touch (asset-or-nothing) option in the Black world.

BlackOneTouchAssetPriceFormulaRepository() - Constructor for class com.opengamma.strata.pricer.impl.option.BlackOneTouchAssetPriceFormulaRepository

BlackOneTouchCashPriceFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The price function to compute the price of one-touch or no-touch (cash-or-nothing) option in the Black world.

BlackOneTouchCashPriceFormulaRepository() - Constructor for class com.opengamma.strata.pricer.impl.option.BlackOneTouchCashPriceFormulaRepository

BlackSabrIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in SABR model.

BlackScholesFormulaRepository - Class in com.opengamma.strata.pricer.impl.option

The primary repository for Black-Scholes formulas, including the price and greeks.

BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.

BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Creates an instance.

BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for BlackSwaptionExpiryTenorVolatilities.

BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.

BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Creates an instance.

BlackSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade in the log-normal or Black model on the swap rate.

BlackSwaptionTradePricer(BlackSwaptionCashParYieldProductPricer, BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Creates an instance.

BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double, double, double, DoubleArray, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.

blackVolatilitiesShiftedFromNormalVolatilities(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.

blackVolatilitiesShiftedFromPrices(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.

blackVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiryLogMoneyness(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-log moneyness volatility.

blackVolatilityByExpiryLogMoneyness(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-log moneyness volatility.

blackVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-strike volatility.

blackVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-strike volatility.

blackVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-tenor volatility.

blackVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-tenor volatility.

BMD - Static variable in class com.opengamma.strata.product.common.CcpIds

Bursa Malaysia Derivatives.

BOND - Static variable in class com.opengamma.strata.product.ProductType

A FixedCouponBond or CapitalIndexedBond.

BOND_FUTURE - Static variable in class com.opengamma.strata.product.ProductType

A BondFuture.

BOND_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A BondFutureOption.

BondFuture - Class in com.opengamma.strata.product.bond

A futures contract, based on a basket of fixed coupon bonds.

BondFuture.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFuture.

BondFuture.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFuture.

BondFutureOption - Class in com.opengamma.strata.product.bond

A futures option contract, based on bonds.

BondFutureOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOption.

BondFutureOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOption.

BondFutureOptionMarketData - Interface in com.opengamma.strata.measure.bond

Market data for bond future options.

BondFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.bond

The lookup that provides access to bond future volatilities in market data.

BondFutureOptionPosition - Class in com.opengamma.strata.product.bond

A position in a bond future option.

BondFutureOptionPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionPosition.

BondFutureOptionPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionPosition.

BondFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.bond

Market data for bond future options, used for calculation across multiple scenarios.

BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond

A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionSecurity.

BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionSecurity.

BondFutureOptionSensitivity - Class in com.opengamma.strata.pricer.bond

Point sensitivity to an implied volatility for a bond future option model.

BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BondFutureOptionSensitivity.

BondFutureOptionTrade - Class in com.opengamma.strata.product.bond

A trade representing an option on a futures contract based on bonds.

BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionTrade.

BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionTrade.

BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition for each of a set of scenarios.

BondFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for trades in an option contract based on an bond future.

BondFutureOptionTradeCalculations(BlackBondFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Creates an instance.

BondFuturePosition - Class in com.opengamma.strata.product.bond

A position in a bond future.

BondFuturePosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFuturePosition.

BondFuturePosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFuturePosition.

BondFutureSecurity - Class in com.opengamma.strata.product.bond

A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureSecurity.

BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureSecurity.

BondFutureTrade - Class in com.opengamma.strata.product.bond

A trade representing a futures contract based on a fixed coupon bond.

BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureTrade.

BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureTrade.

BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single BondFutureTrade or BondFuturePosition for each of a set of scenarios.

BondFutureTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.

BondFutureTradeCalculations(DiscountingBondFutureTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Creates an instance.

BondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond

Volatilities for pricing bond futures and their options.

BondFutureVolatilitiesId - Class in com.opengamma.strata.pricer.bond

An identifier used to access bond future volatilities by name.

BondFutureVolatilitiesName - Class in com.opengamma.strata.pricer.bond

The name of a set of bond future volatilities.

BondPaymentPeriod - Interface in com.opengamma.strata.product.bond

A period over which interest is accrued with a single payment.

BondVolatilitiesName - Class in com.opengamma.strata.pricer.bond

The name of a set of bond options volatilities.

BondYieldSensitivity - Class in com.opengamma.strata.pricer.bond

Point sensitivity to a bond yield implied parameter point.

BondYieldSensitivity.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BondYieldSensitivity.

BondYieldVolatilities - Interface in com.opengamma.strata.pricer.bond

Volatilities for bond options.

BOTH - com.opengamma.strata.basics.schedule.StubConvention

Both ends of the schedule have a stub.

BoundCurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator

A curve extrapolator that has been bound to a specific curve.

BoundCurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator

A curve interpolator that has been bound to a specific curve.

BoundSurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator

A surface interpolator that has been bound to a specific surface.

boxed(OptionalDouble) - Static method in class com.opengamma.strata.collect.Guavate

Boxes an OptionalDouble.

boxed(OptionalInt) - Static method in class com.opengamma.strata.collect.Guavate

Boxes an OptionalInt.

boxed(OptionalLong) - Static method in class com.opengamma.strata.collect.Guavate

Boxes an OptionalLong.

BR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'BR' - Brazil.

BracketRoot - Class in com.opengamma.strata.math.impl.rootfinding

Class that brackets single root of a function.

BracketRoot() - Constructor for class com.opengamma.strata.math.impl.rootfinding.BracketRoot

BRBD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Brazil, with code 'BRBD'.

BrentSingleRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Root finder.

BrentSingleRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.BrentSingleRootFinder

Creates an instance.

BrentSingleRootFinder(double) - Constructor for class com.opengamma.strata.math.impl.rootfinding.BrentSingleRootFinder

Creates an instance.

BRL - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BRL' - Brazilian Real.

BRL_CDI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for BRL-CDI Overnight index.

BRL_CDI - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The CDI index for BRL.

BROKER - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the broker associated with the error.

broyden() - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Obtains an instance of the Broyden root finder.

broyden(double, double, int) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Obtains an instance of the Broyden root finder specifying the tolerances.

broyden(double, double, int, Decomposition<?>) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Obtains an instance of the Broyden root finder specifying the tolerances.

BroydenMatrixUpdateFunction - Class in com.opengamma.strata.math.impl.rootfinding.newton

BroydenMatrixUpdateFunction() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenMatrixUpdateFunction

BroydenVectorRootFinder - Class in com.opengamma.strata.math.impl.rootfinding.newton

A root finder using Broyden's Jacobian update formula.

BroydenVectorRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

BroydenVectorRootFinder(double, double, int) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

BroydenVectorRootFinder(double, double, int, Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

BroydenVectorRootFinder(Decomposition<?>) - Constructor for class com.opengamma.strata.math.impl.rootfinding.newton.BroydenVectorRootFinder

Creates an instance.

bucketedCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS index using a single credit curve.

bucketedCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS index using a single credit curve.

bucketedCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS.

bucketedCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Computes bucketed CS01 for CDS.

build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Build a new FxMatrix from the data in the builder.

build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder

build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

build() - Method in class com.opengamma.strata.calc.Column.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Returns a MarketDataConfig instance built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Returns a set of market data requirements built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

build() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

build() - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder

Builds the resulting instance.

build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Build the time-series from the builder.

build() - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Returns a set of market data built from the data in this builder.

build() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Builds the market data.

build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

build() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Builds the definition of the curve group from the data in this object.

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

build() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Builds the map.

build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Builds the sensitivity from the provided data.

build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

build() - Method in class com.opengamma.strata.market.param.PointShiftsBuilder

Returns an instance of PointShifts built from the data in this builder.

build() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

build() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Builds the sensitivity from the provided data.

build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the resulting point sensitivity.

build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

build() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

build() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

build() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

build() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

build() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

build() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Completes the builder, returning the provider.

build() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

build() - Method in class com.opengamma.strata.product.bond.Bill.Builder

build() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.Cds.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

build() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

build() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

build() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Builds a new specification from the data in this builder.

build() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

build() - Method in class com.opengamma.strata.product.fra.Fra.Builder

build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

build() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

build() - Method in interface com.opengamma.strata.product.PortfolioItemInfoBuilder

Builds the position information.

build() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

build() - Method in class com.opengamma.strata.product.PositionInfoBuilder

Builds the position information.

build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Builds the security information.

build() - Method in class com.opengamma.strata.product.SecurityPosition.Builder

build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.Swap.Builder

build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

build() - Method in class com.opengamma.strata.product.TradeInfoBuilder

Builds the trade information.

build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

build(FxRateId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction

build(CurveId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction

build(RatesCurveGroupId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction

build(RatesCurveInputsId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction

build(FxOptionVolatilitiesId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

build(I, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Builds and returns the market data identified by the ID.

builder() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

builder() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a builder that can be used to build instances of FxMatrix.

builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta

builder() - Static method in class com.opengamma.strata.basics.currency.Payment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

builder() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta

builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta

builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

builder() - Method in class com.opengamma.strata.basics.StandardId.Meta

builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueStep

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

builder() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

builder() - Static method in class com.opengamma.strata.calc.Column

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.Column.Meta

builder() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

builder() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns a mutable builder for building an instance of MarketDataConfig.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Returns an empty mutable builder for building up a set of requirements.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

builder() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

builder() - Method in class com.opengamma.strata.calc.Results.Meta

builder() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

builder() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta

builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

builder() - Static method in class com.opengamma.strata.collect.result.FailureItems

Creates a builder to create the list of failures.

builder() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

builder() - Method in class com.opengamma.strata.collect.result.Result.Meta

builder() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Creates an empty builder, used to create time-series.

builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

builder() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

builder() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

builder() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

builder() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a mutable builder for building the definition for a curve group.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Returns a builder for creating the map.

builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

builder() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

builder() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

builder() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

builder() - Method in class com.opengamma.strata.market.observable.Quote.Meta

builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns a builder that can be used to create an instance of CurrencyParameterSensitivities.

builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

builder() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

builder() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DeformedSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

builder() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

builder() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult.Meta

builder() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta

builder() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta

builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta

builder() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

builder() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

builder() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

builder() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta

builder() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction.Meta

builder() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction.Meta

builder() - Static method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Meta

builder() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

builder() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

builder() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.Bill

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.Bill.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BillPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BillSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BillTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBill

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.Cds

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta

builder() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

builder() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta

builder() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

builder() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

builder() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.Dsf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.DsfPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.DsfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec

Returns a builder for building instances of EtdContractSpec.

builder() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.etd.SplitEtdId

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.fra.Fra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.FraTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta

builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.GenericSecurityPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta

builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

builder() - Static method in interface com.opengamma.strata.product.PortfolioItemInfo

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.PortfolioItemSummary

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.PositionInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.PositionInfo.Meta

builder() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityPosition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityPosition.Meta

builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

builder() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.Swap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

builder() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta

builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.Swaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Returns a builder used to create an instance of the bean.

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.TradeInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta

builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean, based on a schedule period.

builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Creates a mutable builder that can be used to create an instance of the market data.

builder(ShiftType) - Static method in class com.opengamma.strata.market.param.PointShifts

Returns a new mutable builder for building instances of ParameterizedDataPointShifts.

builder(PortfolioItemInfo) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Returns a builder that can be used to create an instance of CurveSensitivities.

builder(LocalDate) - Static method in class com.opengamma.strata.data.ImmutableMarketData

Creates a builder that can be used to build an instance of MarketData.

builder(LocalDate) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Creates a mutable builder that can be used to create an instance of the market data.

builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Creates a builder specifying the valuation date.

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the point sensitivity, adding to the specified mutable instance.

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

BuiltMarketData - Class in com.opengamma.strata.calc.marketdata

Market data that has been built.

BuiltMarketData.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for BuiltMarketData.

BuiltScenarioMarketData - Class in com.opengamma.strata.calc.marketdata

Market data that has been built.

BuiltScenarioMarketData.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for BuiltScenarioMarketData.

BULLET_PAYMENT - Static variable in class com.opengamma.strata.product.ProductType

A BulletPayment.

BulletPayment - Class in com.opengamma.strata.product.payment

A bullet payment.

BulletPayment.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPayment.

BulletPayment.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPayment.

BulletPaymentTrade - Class in com.opengamma.strata.product.payment

A bullet payment trade.

BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPaymentTrade.

BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPaymentTrade.

BulletPaymentTradeCalculationFunction - Class in com.opengamma.strata.measure.payment

Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.

BulletPaymentTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

Creates an instance.

BulletPaymentTradeCalculations - Class in com.opengamma.strata.measure.payment

Calculates pricing and risk measures for bullet payment trades.

BulletPaymentTradeCalculations(DiscountingBulletPaymentTradePricer) - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Creates an instance.

businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the business day adjustment to apply.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the business day adjustment to apply to the start and end date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the business day adjustment to apply to the start date, end date and accrual schedule.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the business day adjustment to apply to the delivery date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the business day adjustment to apply to payment schedule dates.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

Sets the business day adjustment to apply to the reference date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

Sets the business day adjustment to apply to the reference date.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the business day adjustment to apply, optional.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the business day adjustment to apply to each reset date.

BusinessDayAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date if it falls on a day other than a business day.

BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for BusinessDayAdjustment.

BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for BusinessDayAdjustment.

BusinessDayConvention - Interface in com.opengamma.strata.basics.date

A convention defining how to adjust a date if it falls on a day other than a business day.

BusinessDayConventions - Class in com.opengamma.strata.basics.date

Constants and implementations for standard business day conventions.

businessDays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the stream of business days between the two dates.

BUY - com.opengamma.strata.product.common.BuySell

Buy.

BUY_SELL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

buySell() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the buySell property.

buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the buySell property.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets whether the CDS is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets whether the CDS index is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets whether the CDS is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets whether the CDS index is buy or sell.

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets whether the term deposit is 'Buy' or 'Sell'.

buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets whether the FRA is buy or sell.

BuySell - Enum in com.opengamma.strata.product.common

Flag indicating whether a trade is "buy" or "sell".

ByteSourceCodec - Enum in com.opengamma.strata.collect.io

Encodes and decodes common data formats.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CA' - Canada.

cache - Variable in class com.opengamma.strata.math.impl.cern.Normal

cacheFilled - Variable in class com.opengamma.strata.math.impl.cern.Normal

CAD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CAD' - Canadian Dollar.

CAD_CDOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CAD-CDOR.

CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2021-05-17

CAD_CDOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month CDOR index.

CAD_CDOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month CDOR index.

CAD_CDOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month CDOR index.

CAD_CDOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2021-05-17

CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CAD-CORRA Overnight index.

CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The CORRA index for CAD.

calculate(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for a single set of market data.

calculate(CalculationTasks, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for a single set of market data.

calculate(IborCapFloorTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction

calculate(CmsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

calculate(CdsIndexTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

calculate(CdsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

calculate(TermDepositTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction

calculate(FraTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

calculate(FxNdfTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

calculate(FxSingleTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

calculate(FxSwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

calculate(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

calculate(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

calculate(GenericSecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

calculate(GenericSecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

calculate(BulletPaymentTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction

calculate(SecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

calculate(SecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction

calculate(SwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction

calculate(SwaptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction

calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Calculates the appropriate date for the node.

calculate(T, Map<Measure, Object>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Calculates the measure.

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Calculates values of multiple measures for the target using multiple sets of market data.

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction

calculateAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.

calculateAsync(CalculationTasks, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.

calculateCrossGammaCrossCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes cross-curve gamma by applying finite difference method to curve delta.

calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.

calculateCrossGammaIntraCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes intra-curve cross gamma by applying finite difference method to curve delta.

calculateDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets the calculated list of exercise dates.

calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable end date.

calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable first regular start date.

calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable last regular end date.

calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the applicable roll convention defining how to roll dates.

calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable start date.

calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the effective date from the fixing date.

calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the effective start date from the step-in date.

calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the effective start date from the step-in date.

calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex

Converts the fixing date-time from the fixing date.

calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex

Calculates the fixing date-time from the fixing date.

calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the fixing date from the effective date.

calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the fixing date from the maturity date.

calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

calculateJacobian(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.VectorFunction

Calculate the Jacobian at a point $\mathbf{x}$.

calculateLastFixingDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

calculateLastFixingDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Calculates the last fixing date from the trade date.

calculateLastFixingDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Calculates the last fixing date of the trade.

calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the maturity date from the effective date.

calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the maturity date from the fixing date.

calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo

Calculates the monetary value of the specified quantity and price.

calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo

Calculates the monetary value of the specified quantity and price.

calculateMultiScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultiScenario(CalculationTasks, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultiScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateMultiScenarioAsync(CalculationTasks, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the numeraire, used to multiply the results.

calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Calculates the publication date from the fixing date.

calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the publication date from the fixing date.

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Calculates the reference date from the trade date.

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Calculates the reference date of the trade.

calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Calculates the reference date of the trade.

calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

calculateSemiParallelGamma(Curve, Currency, Function<Curve, CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the settlement date from the valuation date.

calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCds

Calculates the settlement date from the valuation date.

calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Calculates the settlement date from the valuation date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Calculates the spot date from the trade date.

calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the strike.

calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the calculation property.

calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the calculation property.

calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the interest rate accrual calculation.

calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the interest rate accrual calculation.

CALCULATION_FAILED - com.opengamma.strata.collect.result.FailureReason

The operation could not be performed.

CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner

Primary interface for all calculation functions that calculate measures.

calculationFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents

Returns the standard calculation functions.

calculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the calculationFunctions property.

CalculationFunctions - Interface in com.opengamma.strata.calc.runner

The calculation functions.

CalculationListener - Interface in com.opengamma.strata.calc.runner

Listener that is notified when calculations are performed by a CalculationRunner.

CalculationParameter - Interface in com.opengamma.strata.calc.runner

The base interface for calculation parameters.

CalculationParameters - Class in com.opengamma.strata.calc.runner

The calculation parameters.

CalculationParametersId - Class in com.opengamma.strata.calc.runner

An identifier used to access calculation parameters by name.

CalculationResult - Class in com.opengamma.strata.calc.runner

The result of a single calculation.

calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the calculationResults property.

CalculationResults - Class in com.opengamma.strata.calc.runner

A set of related calculation results for a single calculation target.

CalculationRules - Class in com.opengamma.strata.calc

A set of rules that define how the calculation runner should perform calculations.

CalculationRules.Meta - Class in com.opengamma.strata.calc

The meta-bean for CalculationRules.

CalculationRunner - Interface in com.opengamma.strata.calc

Component that provides the ability to perform calculations on multiple targets, measures and scenarios.

calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when all calculations have completed.

calculationsStarted(List<CalculationTarget>, List<Column>) - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when the calculations start; guaranteed to be invoked before CalculationListener.resultReceived(CalculationTarget, CalculationResult) and CalculationListener.calculationsComplete().

calculationsStarted(List<CalculationTarget>, List<Column>) - Method in class com.opengamma.strata.calc.runner.ResultsListener

CalculationTarget - Interface in com.opengamma.strata.basics

The target of calculation within a system.

CalculationTargetList - Class in com.opengamma.strata.basics

A list of calculation targets.

CalculationTask - Class in com.opengamma.strata.calc.runner

A single task that will be used to perform a calculation.

CalculationTaskCell - Class in com.opengamma.strata.calc.runner

A single cell within a calculation task.

CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner

Component that provides the ability to run calculation tasks.

CalculationTasks - Class in com.opengamma.strata.calc.runner

The tasks that will be used to perform the calculations.

calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the calendar property.

calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the calendar property.

calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the calendar that defines holidays and business days.

calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the holiday calendar that defines the meaning of a day when performing the addition.

calibrate(IsdaCreditCurveDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator

Calibrates the ISDA compliant discount curve to the market data.

calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Calibrates the ISDA compliant credit curve to the market data.

calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator

Calibrates the index curve to the market data.

calibrate(RatesCurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Calibrates a single curve group, containing one or more curves.

calibrate(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityCalibrator

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator

calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper

calibrate(List<RatesCurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Calibrates a list of curve groups, each containing one or more curves.

calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator

calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Calibrate the ISDA compliant credit curve to points upfront and fractional spread.

calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator

calibrateAlphaWithAtm(SwaptionVolatilitiesName, SabrParametersSwaptionVolatilities, RatesProvider, SwaptionVolatilities, List<Tenor>, List<Period>, SurfaceInterpolator) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate SABR alpha parameters to a set of ATM swaption volatilities.

calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.

calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.

calibrateImpliedVolatility(Function<DoublesPair, Double>, double, Function<Double, Double>, Function<Double, Double>) - Method in class com.opengamma.strata.pricer.impl.volatility.local.ImpliedTrinomialTreeLocalVolatilityCalculator

Calibrate trinomial tree to implied volatility surface.

calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, double, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.

calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR parameters to a set of normal volatilities at given moneyness.

calibrateLsShiftedFromPrices(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate the SABR parameters to a set of option prices at given moneyness.

calibrateTrinomialTree(double, CurrencyPair, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator

Calibrate trinomial tree to Black volatilities.

calibrateTrinomialTree(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator

Calibrate trinomial tree to Black volatilities by using a vanilla option.

calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate SABR parameters to a set of raw swaption data.

calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Calibrate SABR parameters to a set of raw swaption data.

CALIBRATION - Static variable in class com.opengamma.strata.product.ProductType

A product only used for calibration.

CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.curve

Provides access to the measures needed to perform curve calibration for a single type of trade.

CalibrationMeasures - Class in com.opengamma.strata.pricer.curve

Provides access to the measures needed to perform curve calibration.

calInverseJacobian(DoubleArray, Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquare

the inverse-Jacobian where the i-j entry is the sensitivity of the ith (fitted) parameter (a_i) to the jth data point (y_j).

CALL - com.opengamma.strata.product.common.PutCall

Call.

callerClass(int) - Static method in class com.opengamma.strata.collect.Guavate

Finds the caller class.

CAMO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.

CAP - com.opengamma.strata.product.common.CapFloor

Cap.

CAP_FLOOR_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

CapFloor - Enum in com.opengamma.strata.product.common

Flag indicating whether a financial instrument is "cap" or a "floor".

capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

The meta-property for the capFloorLeg property.

capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

The meta-property for the capFloorLeg property.

CapitalIndexedBond - Class in com.opengamma.strata.product.bond

A capital indexed bond.

CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBond.

CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBond.

CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A coupon or nominal payment of capital indexed bonds.

CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondPaymentPeriod.

CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondPaymentPeriod.

CapitalIndexedBondPosition - Class in com.opengamma.strata.product.bond

A position in a capital indexed bond.

CapitalIndexedBondPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondPosition.

CapitalIndexedBondPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondPosition.

CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond

A security representing a capital indexed bond.

CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondSecurity.

CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondSecurity.

CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond

A trade representing a capital indexed bond.

CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondTrade.

CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondTrade.

CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition for each of a set of scenarios.

CapitalIndexedBondTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.

CapitalIndexedBondTradeCalculations(DiscountingCapitalIndexedBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Creates an instance.

CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining accrued interest calculation type for inflation bond securities.

caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the caplet property.

caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the caplet property.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the optional caplet strike.

caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional caplet strike.

CAPLET - com.opengamma.strata.product.cms.CmsPeriodType

CMS caplet.

capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

The meta-property for the capletFloorletPeriods property.

capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets the capletFloorletPeriods property in the builder from an array of objects.

capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets the periodic payments based on the successive observed values of an Ibor index.

capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the capSchedule property.

capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the capSchedule property.

capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the cap schedule, optional.

capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the cap schedule, optional.

captureWildcard() - Method in class com.opengamma.strata.product.AttributeType

Captures the wildcard type.

carryRho(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the carry rho.

CASCADE - com.opengamma.strata.product.etd.EtdSettlementType

Cascade.

CASH - com.opengamma.strata.product.common.SettlementType

Cash settlement.

CASH - com.opengamma.strata.product.etd.EtdSettlementType

Cash settlement.

CASH_FLOWS - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the cash flows of the calculation target.

CASH_PRICE - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

The cash price method

CashFlow - Class in com.opengamma.strata.market.amount

A single cash flow of a currency amount on a specific date.

CashFlow.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlow.

cashFlowEquivalentAndSensitivityFixedLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent and sensitivity of fixed leg.

cashFlowEquivalentAndSensitivityIborLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent and sensitivity of Ibor leg.

cashFlowEquivalentAndSensitivityOnLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of and sensitivity overnight leg.

cashFlowEquivalentAndSensitivitySwap(ResolvedSwap, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent and sensitivity of swap.

CashFlowEquivalentCalculator - Class in com.opengamma.strata.pricer.impl.rate.swap

Computes cash flow equivalent of products.

cashFlowEquivalentFixedLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of fixed leg.

cashFlowEquivalentIborLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of Ibor leg.

cashFlowEquivalentOnLeg(ResolvedSwapLeg, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of overnight leg.

cashFlowEquivalentSwap(ResolvedSwap, RatesProvider) - Static method in class com.opengamma.strata.pricer.impl.rate.swap.CashFlowEquivalentCalculator

Computes cash flow equivalent of swap.

CashFlowReport - Class in com.opengamma.strata.report.cashflow

Represents a cash flow report.

CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow

The bean-builder for CashFlowReport.

CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow

The meta-bean for CashFlowReport.

CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow

Formatter for cash flow reports.

CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow

Report runner for cash flow reports.

CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow

Marker for a cash flow report template.

CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow

Loads a cash flow report template from the standard INI file format.

CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

The meta-property for the cashFlows property.

cashFlows(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Calculates the future cash flow of the payment.

cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the future cash flow of the FRA product.

cashFlows(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates cash flows across one or more scenarios.

cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates cash flows for a single set of market data.

cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the future cash flow of the FRA trade.

cashFlows(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates cash flows across one or more scenarios.

cashFlows(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the future cash flow of the bullet payment trade.

cashFlows(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates cash flows for a single set of market data.

cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the future cash flows of the swap leg.

cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the future cash flows of the swap product.

cashFlows(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates cash flows across one or more scenarios.

cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates cash flows for a single set of market data.

cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the future cash flows of the swap trade.

CashFlows - Class in com.opengamma.strata.market.amount

A collection of cash flows.

CashFlows.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlows.

CashSwaptionSettlement - Class in com.opengamma.strata.product.swaption

Defines the cash settlement type for the payoff of a swaption.

CashSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for CashSwaptionSettlement.

CashSwaptionSettlementMethod - Enum in com.opengamma.strata.product.swaption

Cash settlement method of cash settled swaptions.

casting(Class<R>) - Static method in class com.opengamma.strata.collect.Guavate

Function used in a stream to cast instances to a particular type without filtering.

category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the category property.

CATO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.

causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the causeType property.

CCP - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the CCP associated with the error.

CCP - Static variable in class com.opengamma.strata.product.AttributeType

Key used to access the CCP.

CCP_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

CcpId - Class in com.opengamma.strata.product.common

An identifier for a Central Counterparty Clearing House (CCP).

CcpIds - Class in com.opengamma.strata.product.common

Identifiers for common CCPs.

CDCC - Static variable in class com.opengamma.strata.product.common.CcpIds

Canadian Derivatives Clearing Corporation.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.ChiSquare

Returns the cumulative distribution function.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.Gamma

Returns the cumulative distribution function.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.Normal

Returns the cumulative distribution function.

cdf(double) - Method in class com.opengamma.strata.math.impl.cern.StudentT

Returns the cumulative distribution function.

Cds - Class in com.opengamma.strata.product.credit

A single-name credit default swap (CDS).

CDS - Static variable in class com.opengamma.strata.product.ProductType

A Cds.

CDS_INDEX - Static variable in class com.opengamma.strata.product.ProductType

A CdsIndex.

CDS_INDEX_FACTOR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the index factor.

CDS_INDEX_ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

CDS_INDEX_ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (CDS).

Cds.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for Cds.

Cds.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for Cds.

CdsCalibrationTrade - Class in com.opengamma.strata.product.credit

A trade in a single-name credit default swap (CDS) used for credit curve calibration.

CdsCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsCalibrationTrade.

CdsConvention - Interface in com.opengamma.strata.product.credit.type

A market convention for credit default swap trades.

CdsConventions - Class in com.opengamma.strata.product.credit.type

Standardized credit default swap conventions.

CdsIndex - Class in com.opengamma.strata.product.credit

A CDS (portfolio) index product.

CdsIndex.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsIndex.

CdsIndex.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsIndex.

CdsIndexCalibrationTrade - Class in com.opengamma.strata.product.credit

A trade in a CDS index used for credit curve calibration.

CdsIndexCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsIndexCalibrationTrade.

cdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the cdsIndexId property.

cdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the cdsIndexId property.

cdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the cdsIndexId property.

cdsIndexId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the CDS index identifier.

cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the CDS index identifier.

cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the CDS index identifier.

CdsIndexIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node

An ISDA compliant curve node whose instrument is a CDS index.

CdsIndexIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for CdsIndexIsdaCreditCurveNode.

CdsIndexIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for CdsIndexIsdaCreditCurveNode.

CdsIndexTrade - Class in com.opengamma.strata.product.credit

A trade in a CDS index.

CdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsIndexTrade.

CdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsIndexTrade.

CdsIndexTradeCalculationFunction - Class in com.opengamma.strata.measure.credit

Perform calculations on a single CdsIndexTrade for each of a set of scenarios.

CdsIndexTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction

Creates an instance.

CdsIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node

An ISDA compliant curve node whose instrument is a credit default swap.

CdsIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for CdsIsdaCreditCurveNode.

CdsIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for CdsIsdaCreditCurveNode.

CdsMarketQuoteConverter - Class in com.opengamma.strata.pricer.credit

The market quote converter for credit default swaps.

CdsMarketQuoteConverter() - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

The default constructor.

CdsMarketQuoteConverter(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

The constructor with the accrual-on-default formula specified.

CdsQuote - Class in com.opengamma.strata.product.credit

Market quote for a single-name credit default swap (CDS).

CdsQuote.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsQuote.

CdsQuoteConvention - Enum in com.opengamma.strata.product.credit.type

Market quote conventions for credit default swaps.

CdsTemplate - Interface in com.opengamma.strata.product.credit.type

A template for creating credit default swap trades.

CdsTrade - Class in com.opengamma.strata.product.credit

A trade in a single-name credit default swap (CDS).

CdsTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsTrade.

CdsTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsTrade.

CdsTradeCalculationFunction - Class in com.opengamma.strata.measure.credit

Perform calculations on a single CdsTrade for each of a set of scenarios.

CdsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction

Creates an instance.

cells() - Method in class com.opengamma.strata.calc.Results.Meta

The meta-property for the cells property.

CENTRAL - com.opengamma.strata.math.impl.differentiation.FiniteDifferenceType

Central differencing

CH - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CH' - Switzerland.

CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Switzerland, "Non-revised Consumer Price Index".

CHAIN_RIC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for Chain RICs, which identifies a set of linked RICs.

charm(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the charm.

CharSources - Class in com.opengamma.strata.collect.io

Helper that allows CharSource objects to be created.

checkCdsBucket(ResolvedCdsTrade, List<ResolvedCdsTrade>) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

checkCurveName(CurveName) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Checks the parsed curve name, potentially altering the value.

checkData(double[][], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

checkData(double[][], double[][], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

checkData(double[][], double[], double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiConsumer.

CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function

A checked version of BiFunction.

CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of BinaryOperator.

CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiPredicate.

CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function

A checked version of Consumer.

CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function

A checked version of Function.

CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function

A checked version of Predicate.

CheckedRunnable - Interface in com.opengamma.strata.collect.function

A checked version of Runnable.

CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function

A checked version of Supplier.

CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of UnaryOperator.

checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType

Checks that this instance equals the specified instance.

checkIndex(double, int, boolean) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Check the index is within the sample data range.

checkInputs(DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

Tests that the inputs to the root-finder are not null, and that a root is bracketed by the bounding values.

checkInputs(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.MinimumBracketer

checkInputs(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

Tests that the inputs to the root-finder are not null, and that a root is bracketed by the bounding values.

checkInputsAndApplyFunction(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

checkSensitivityTenor(Tenor) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Checks the parsed sensitivity tenor, potentially altering the value.

CHF - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CHF' - Swiss Franc.

CHF_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.

CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.

CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.

CHF_FIXED_1Y_SARON_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'CHF-FIXED-1Y-SARON-OIS' swap convention.

CHF_FIXED_TERM_SARON_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'CHF-FIXED-TERM-SARON-OIS' swap convention.

CHF_FIXED_ZC_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

CHF vanilla fixed vs Switzerland CPI swap.

CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CHF-LIBOR.

CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for CHF.

CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for CHF.

CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for CHF.

CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for CHF.

CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for CHF.

CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for CHF.

CHF_SARON - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CHF-SARON Overnight index.

CHF_SARON - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SARON index for CHF.

CHF_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.

CHF_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.

CHF_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.

CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Deprecated.

Not published as of 2017-12-29

CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

Deprecated.

Not published as of 2017-12-29

chiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta

The meta-property for the chiSquare property.

chiSquare(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the left hand tail (from 0 to x) of the Chi square probability density function with v degrees of freedom.

ChiSquare - Class in com.opengamma.strata.math.impl.cern

ChiSquare distribution; See the math definition and animated definition.

ChiSquare(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.ChiSquare

Constructs a ChiSquare distribution.

chiSquareComplemented(double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the area under the right hand tail (from x to infinity) of the Chi square probability density function with v degrees of freedom.

ChiSquareDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

A $\chi^2$ distribution with $k$ degrees of freedom is the distribution of the sum of squares of $k$ independent standard normal random variables with cdf and inverse cdf $$ \begin{align*} F(x) &=\frac{\gamma\left(\frac{k}{2}, \frac{x}{2}\right)}{\Gamma\left(\frac{k}{2}\right)}\\ F^{-1}(p) &= 2\gamma^{-1}\left(\frac{k}{2}, p\right) \end{align*} $$ where $\gamma(y, z)$ is the lower incomplete Gamma function and $\Gamma(y)$ is the Gamma function.

ChiSquareDistribution(double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Creates an instance.

ChiSquareDistribution(double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Creates an instance.

CholeskyDecompositionCommons - Class in com.opengamma.strata.math.impl.linearalgebra

This class is a wrapper for the Commons Math library implementation of Cholesky decomposition.

CholeskyDecompositionCommons() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommons

CholeskyDecompositionCommonsResult - Class in com.opengamma.strata.math.impl.linearalgebra

Wrapper for results of the Commons implementation of Cholesky decomposition (CholeskyDecompositionCommons).

CholeskyDecompositionCommonsResult(CholeskyDecomposition) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

Constructor.

CholeskyDecompositionOpenGamma - Class in com.opengamma.strata.math.impl.linearalgebra

OpenGamma implementation of the Cholesky decomposition and its differentiation.

CholeskyDecompositionOpenGamma() - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

CholeskyDecompositionOpenGammaResult - Class in com.opengamma.strata.math.impl.linearalgebra

Results of the OpenGamma implementation of Cholesky decomposition.

CholeskyDecompositionOpenGammaResult(double[][]) - Constructor for class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

Constructor.

CholeskyDecompositionResult - Interface in com.opengamma.strata.math.impl.linearalgebra

Contains the results of Cholesky matrix decomposition.

CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.

CL - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CL' - Chile.

ClampedPiecewisePolynomialInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Piecewise polynomial interpolator clamped at specified points.

ClampedPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator, double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator

Construct the interpolator with clamped points.

CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for classpath resource locators.

CLEAN - com.opengamma.strata.pricer.common.PriceType

Clean price.

CLEAN_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the clean price of a coupon bond.

cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.

cleanPrice(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

Computes the market clean price.

cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.

cleanPriceFromPointsUpfront(double) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

Computes market clean price from points upfront.

cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the clean price from the conventional real yield.

cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the clean real price of the bond from its settlement date and dirty real price.

cleanStrikePrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the cleanStrikePrice property.

cleanStrikePrice(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the clean price at which the option can be exercised, in decimal form.

clearParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Clears the parameter-level metadata.

clearParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Clears the parameter-level metadata.

clone() - Method in class com.opengamma.strata.math.impl.cern.MersenneTwister

Returns a copy of the receiver; the copy will produce identical sequences.

cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Clones the point sensitivity builder.

cloned() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

cloned() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

cloned() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

cloned() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

cloned() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

cloned() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

close() - Method in interface com.opengamma.strata.calc.CalculationRunner

Closes any resources held by the component.

close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Closes any resources held by the component.

close() - Method in class com.opengamma.strata.collect.concurrent.CloseableExecutor

close() - Method in class com.opengamma.strata.collect.io.CsvIterator

Closes the underlying reader.

close() - Method in class com.opengamma.strata.collect.MapStream

CloseableExecutor - Class in com.opengamma.strata.collect.concurrent

AutoCloseable wrapper around an executor.

closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Closes the currently open list.

CLP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CLP' - Chilean Peso.

CME - Static variable in class com.opengamma.strata.product.common.CcpIds

Chicago Mercantile Exchange.

Cms - Class in com.opengamma.strata.product.cms

A constant maturity swap (CMS) or CMS cap/floor.

CMS - Static variable in class com.opengamma.strata.product.ProductType

A Cms.

Cms.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for Cms.

cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta

The meta-property for the cmsLeg property.

cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

The meta-property for the cmsLeg property.

CmsLeg - Class in com.opengamma.strata.product.cms

A CMS leg of a constant maturity swap (CMS) product.

CmsLeg.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsLeg.

CmsLeg.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsLeg.

CmsPeriod - Class in com.opengamma.strata.product.cms

A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.

CmsPeriod.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsPeriod.

CmsPeriod.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsPeriod.

cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

The meta-property for the cmsPeriods property.

cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets the cmsPeriods property in the builder from an array of objects.

cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets the periodic payments based on the successive observed values of a swap index.

CmsPeriodType - Enum in com.opengamma.strata.product.cms

A CMS payment period type.

CmsSabrExtrapolationParams - Class in com.opengamma.strata.measure.cms

The additional parameters necessary for pricing CMS using SABR extrapolation replication.

CmsTrade - Class in com.opengamma.strata.product.cms

A trade in a constant maturity swap (CMS).

CmsTrade.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsTrade.

CmsTrade.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsTrade.

CmsTradeCalculationFunction - Class in com.opengamma.strata.measure.cms

Perform calculations on a single CmsTrade for each of a set of scenarios.

CmsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction

Creates an instance.

CmsTradeCalculations - Class in com.opengamma.strata.measure.cms

Calculates pricing and risk measures for constant maturity swap (CMS) trades.

CmsTradeCalculations(SabrExtrapolationReplicationCmsTradePricer) - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculations

Creates an instance specifying the SABR pricer.

CN - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CN' - China.

CNH - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CNH' - Chinese Offshore Yuan.

CNY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CNY' - Chinese Onshore Yuan.

COLLATERALIZED_CASH_PRICE - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod

The Collateralized Cash Price

collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream

collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Collects all the currencies referred to by this calculation.

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Collects all the currencies referred to by this leg.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Collects all the indices referred to by this period.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateComputation

Collects all the indices referred to by this computation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Collects all the indices referred to by this calculation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Collects all the indices referred to by this leg.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Collects all the indices referred to by this leg.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Collects all the indices referred to by this period.

collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a collector that can be used to create a time-series from a stream of points.

column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index.

Column - Class in com.opengamma.strata.calc

Defines a column in a set of calculation results.

Column.Builder - Class in com.opengamma.strata.calc

The bean-builder for Column.

Column.Meta - Class in com.opengamma.strata.calc

The meta-bean for Column.

columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index as an independent array.

columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of columns of this matrix.

ColumnHeader - Class in com.opengamma.strata.calc

Provides access to the column name and measure in the grid of results.

ColumnHeader.Meta - Class in com.opengamma.strata.calc

The meta-bean for ColumnHeader.

columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnHeaders property.

columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnHeaders property in the builder from an array of objects.

columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the column headers.

columnIndexByName(ColumnName) - Method in class com.opengamma.strata.calc.Results

Gets the column index by name.

columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnKeys property.

columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnKeys property in the builder from an array of objects.

columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the keys corresponding to the columns.

ColumnName - Class in com.opengamma.strata.calc

The name of a column in the grid of calculation results.

columnResults(int) - Method in class com.opengamma.strata.calc.Results

Returns a stream of results for a single column by column index.

columnResults(int, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns a stream of results for a single column by column index.

columnResultsScenarios(int, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns a stream of multi-scenario results for a single column by column index.

columns() - Method in class com.opengamma.strata.calc.Results.Meta

The meta-property for the columns property.

columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the columns property.

columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the columns property.

columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

The meta-property for the columns property.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the columns property in the builder from an array of objects.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns property in the builder from an array of objects.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the report columns, which may contain information required for formatting.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns in the report.

com.opengamma.strata.basics - package com.opengamma.strata.basics

Basic types for modelling reference data.

com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency

Representations of currency and money.

com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date

Tools for working with dates.

com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index

Entity objects describing common market indices, such as LIBOR and FED FUND.

com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location

Representations of a geographic location.

com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule

Basic financial tools for working with date-based schedules.

com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value

Basic financial tools for working with values.

com.opengamma.strata.calc - package com.opengamma.strata.calc

Calculates risk measures on trades, applies scenarios and manages market data.

com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata

Provides the ability to obtain market data and perform calibrations and scenario perturbations.

com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner

The calculation runner.

com.opengamma.strata.collect - package com.opengamma.strata.collect

Root package for common data structures used by Strata.

com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array

Array data structures.

com.opengamma.strata.collect.concurrent - package com.opengamma.strata.collect.concurrent

com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function

Additional functional interfaces not supplied by Java SE 8.

com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io

Provides utilities for the management of input and output.

com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named

Named data structures.

com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result

Result data structures.

com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries

Time-series data structures.

com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple

Tuple data structures.

com.opengamma.strata.data - package com.opengamma.strata.data

Basic types to model market data.

com.opengamma.strata.data.scenario - package com.opengamma.strata.data.scenario

Basic types to model market data across scenarios.

com.opengamma.strata.loader - package com.opengamma.strata.loader

Tools for loading data from files.

com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv

Loader that reads market data from CSV files.

com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml

Loader that can convert files to financial instruments.

com.opengamma.strata.loader.impl.fpml - package com.opengamma.strata.loader.impl.fpml

com.opengamma.strata.market - package com.opengamma.strata.market

Data structures for market data.

com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount

Defines representations of amounts typically used as result types.

com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve

Definitions of curves.

com.opengamma.strata.market.curve.interpolator - package com.opengamma.strata.market.curve.interpolator

Interpolators for interpolating in one and two dimensions.

com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node

Curve nodes.

com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain

Support for explaining results.

com.opengamma.strata.market.model - package com.opengamma.strata.market.model

Market data related to pricing models.

com.opengamma.strata.market.observable - package com.opengamma.strata.market.observable

Market data for quotes.

com.opengamma.strata.market.option - package com.opengamma.strata.market.option

Entity objects for options.

com.opengamma.strata.market.param - package com.opengamma.strata.market.param

Market data based on parameters.

com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity

Entity objects for sensitivities.

com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface

Definitions of surfaces.

com.opengamma.strata.market.surface.interpolator - package com.opengamma.strata.market.surface.interpolator

Interpolators for surfaces.

com.opengamma.strata.math - package com.opengamma.strata.math

Base package of the strata-math project.

com.opengamma.strata.math.impl.cern - package com.opengamma.strata.math.impl.cern

com.opengamma.strata.math.impl.differentiation - package com.opengamma.strata.math.impl.differentiation

com.opengamma.strata.math.impl.function - package com.opengamma.strata.math.impl.function

com.opengamma.strata.math.impl.function.special - package com.opengamma.strata.math.impl.function.special

com.opengamma.strata.math.impl.integration - package com.opengamma.strata.math.impl.integration

com.opengamma.strata.math.impl.interpolation - package com.opengamma.strata.math.impl.interpolation

com.opengamma.strata.math.impl.linearalgebra - package com.opengamma.strata.math.impl.linearalgebra

com.opengamma.strata.math.impl.matrix - package com.opengamma.strata.math.impl.matrix

com.opengamma.strata.math.impl.minimization - package com.opengamma.strata.math.impl.minimization

com.opengamma.strata.math.impl.random - package com.opengamma.strata.math.impl.random

com.opengamma.strata.math.impl.regression - package com.opengamma.strata.math.impl.regression

com.opengamma.strata.math.impl.rootfinding - package com.opengamma.strata.math.impl.rootfinding

com.opengamma.strata.math.impl.rootfinding.newton - package com.opengamma.strata.math.impl.rootfinding.newton

com.opengamma.strata.math.impl.statistics.descriptive - package com.opengamma.strata.math.impl.statistics.descriptive

com.opengamma.strata.math.impl.statistics.distribution - package com.opengamma.strata.math.impl.statistics.distribution

com.opengamma.strata.math.impl.statistics.leastsquare - package com.opengamma.strata.math.impl.statistics.leastsquare

com.opengamma.strata.math.impl.util - package com.opengamma.strata.math.impl.util

com.opengamma.strata.math.linearalgebra - package com.opengamma.strata.math.linearalgebra

Linear algebra.

com.opengamma.strata.math.rootfind - package com.opengamma.strata.math.rootfind

Root finding.

com.opengamma.strata.measure - package com.opengamma.strata.measure

Provides the ability to calculate high-level measures on financial instruments.

com.opengamma.strata.measure.bond - package com.opengamma.strata.measure.bond

Base package for calculation functions.

com.opengamma.strata.measure.calc - package com.opengamma.strata.measure.calc

Additional calculation parameters.

com.opengamma.strata.measure.capfloor - package com.opengamma.strata.measure.capfloor

Calculation functions for Ibor cap/floor products.

com.opengamma.strata.measure.cms - package com.opengamma.strata.measure.cms

Calculation functions for constant maturity swap (CMS) products.

com.opengamma.strata.measure.credit - package com.opengamma.strata.measure.credit

Calculation functions for credit products.

com.opengamma.strata.measure.curve - package com.opengamma.strata.measure.curve

Integration code that allows strata-calc to use and calibrate curves.

com.opengamma.strata.measure.deposit - package com.opengamma.strata.measure.deposit

Calculation functions for deposit products.

com.opengamma.strata.measure.dsf - package com.opengamma.strata.measure.dsf

Calculation functions for DSF products.

com.opengamma.strata.measure.fra - package com.opengamma.strata.measure.fra

Calculation functions for FRA products.

com.opengamma.strata.measure.fx - package com.opengamma.strata.measure.fx

Calculation functions for FX products.

com.opengamma.strata.measure.fxopt - package com.opengamma.strata.measure.fxopt

Calculation functions for FX option products.

com.opengamma.strata.measure.index - package com.opengamma.strata.measure.index

Calculation functions for index products.

com.opengamma.strata.measure.payment - package com.opengamma.strata.measure.payment

Calculation functions for payment products.

com.opengamma.strata.measure.rate - package com.opengamma.strata.measure.rate

Base package for calculation functions.

com.opengamma.strata.measure.security - package com.opengamma.strata.measure.security

Calculation functions for futures products.

com.opengamma.strata.measure.swap - package com.opengamma.strata.measure.swap

Calculation functions for swap products.

com.opengamma.strata.measure.swaption - package com.opengamma.strata.measure.swaption

Calculation functions for swaption products.

com.opengamma.strata.pricer - package com.opengamma.strata.pricer

Calculators for financial instruments.

com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond

Calculators for bonds.

com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor

Calculators for Ibor cap-floor.

com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms

Calculators for CMS.

com.opengamma.strata.pricer.common - package com.opengamma.strata.pricer.common

Common code for pricing.

com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit

Calculators for credit instruments, such as Credit Default Swap (CDS).

com.opengamma.strata.pricer.curve - package com.opengamma.strata.pricer.curve

Provides the ability to calibrate curves.

com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit

Calculators for rate deposit instruments, such as term deposit.

com.opengamma.strata.pricer.dsf - package com.opengamma.strata.pricer.dsf

Calculators for Deliverable Swap Futures (DSFs).

com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra

Calculators for Forward Rate Agreement (FRA) instruments.

com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx

Calculators for FX instruments, such as FX forward and FX swap.

com.opengamma.strata.pricer.fxopt - package com.opengamma.strata.pricer.fxopt

Calculators for FX options.

com.opengamma.strata.pricer.impl.cms - package com.opengamma.strata.pricer.impl.cms

com.opengamma.strata.pricer.impl.option - package com.opengamma.strata.pricer.impl.option

Internal implementations of option pricing.

com.opengamma.strata.pricer.impl.rate - package com.opengamma.strata.pricer.impl.rate

Internal implementations of rate calculations.

com.opengamma.strata.pricer.impl.rate.model - package com.opengamma.strata.pricer.impl.rate.model

Internal implementations of analytic models.

com.opengamma.strata.pricer.impl.rate.swap - package com.opengamma.strata.pricer.impl.rate.swap

com.opengamma.strata.pricer.impl.swap - package com.opengamma.strata.pricer.impl.swap

Internal implementations of rate swap calculations.

com.opengamma.strata.pricer.impl.tree - package com.opengamma.strata.pricer.impl.tree

com.opengamma.strata.pricer.impl.volatility.local - package com.opengamma.strata.pricer.impl.volatility.local

com.opengamma.strata.pricer.impl.volatility.smile - package com.opengamma.strata.pricer.impl.volatility.smile

Internal implementations of volatility smile.

com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index

Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

com.opengamma.strata.pricer.model - package com.opengamma.strata.pricer.model

Common code for model pricing.

com.opengamma.strata.pricer.option - package com.opengamma.strata.pricer.option

Pricer support classes for options.

com.opengamma.strata.pricer.payment - package com.opengamma.strata.pricer.payment

Calculators for payment instruments.

com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate

Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity

Calculators for sensitivities.

com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap

Calculators for interest rate swaps.

com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption

Calculators for swaptions.

com.opengamma.strata.product - package com.opengamma.strata.product

Entity objects describing trades and products in financial markets.

com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond

Entity objects describing bonds.

com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor

Entity objects describing Ibor cap/floor.

com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms

Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.

com.opengamma.strata.product.common - package com.opengamma.strata.product.common

Entity objects shared between other packages.

com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit

Entity objects describing Credit Default Swap (CDS) and CDS index.

com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type

Conventions and templates to aid the construction of credit instruments.

com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit

Entity objects describing financial instruments representing a simple deposit with interest.

com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type

Conventions and templates to aid the construction of deposits.

com.opengamma.strata.product.dsf - package com.opengamma.strata.product.dsf

Entity objects describing Deliverable Swap Futures (DSFs).

com.opengamma.strata.product.etd - package com.opengamma.strata.product.etd

Entity objects describing Exchange Traded Derivatives (ETDs).

com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra

Entity objects describing a forward rate agreement (FRA).

com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type

Conventions and templates to aid the construction of FRAs.

com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx

Entity objects describing financial instruments in the foreign exchange market.

com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type

Conventions and templates to aid the construction of foreign exchange products.

com.opengamma.strata.product.fxopt - package com.opengamma.strata.product.fxopt

Entity objects describing options in the foreign exchange market.

com.opengamma.strata.product.index - package com.opengamma.strata.product.index

Entity objects describing contracts based on rate indices.

com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type

Conventions and templates to aid the construction of rate index products.

com.opengamma.strata.product.option - package com.opengamma.strata.product.option

Entity objects describing common option concepts.

com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment

Entity objects describing simple payment financial instruments.

com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate

Entity objects describing the rate-based financial instruments.

com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap

Entity objects describing a swap.

com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type

Conventions and templates to aid the construction of rate swaps.

com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption

Entity objects describing options on swaps, known as swaptions.

com.opengamma.strata.report - package com.opengamma.strata.report

Reporting Framework

com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow

Types for reporting and formatting cashflows.

com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression

Provide the ability to extract data using textual expressions.

com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format

Provide the ability to format calculated values.

com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade

Types for reporting and formatting trades.

combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.

combine(IntArray, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(LongArray, LongBinaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(MarketDataName<?>, CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Combines two or more instances to form a single sensitivity instance.

combine(MarketDataName<?>, UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Combines two or more instances to form a single sensitivity instance.

combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.

combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Merges multiple sets of requirements into a single set.

combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the sum of the two matching inputs.

combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.

combined(FxRateProvider, ImmutableRatesProvider...) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Combines a number of rates providers.

combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains a combined holiday calendar instance.

COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The combined rate, including weighting.

CombinedCurve - Class in com.opengamma.strata.market.curve

A curve formed from two curves, the base curve and the spread curve.

CombinedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CombinedCurve.

CombinedExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named

Combines multiple extended enums into one lookup.

combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging INI files with the specified name.

combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging the specified INI files.

combinedMatrixEqnSolver(double[][], double[], double[][]) - Method in class com.opengamma.strata.math.impl.interpolation.LogCubicSplineNaturalSolver

combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Combines this holiday calendar with another.

combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Combines this holiday calendar identifier with another.

combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.ImmutableReferenceData

combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceData

Combines this reference data with another.

combinedWith(CalculationParameters) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Combines this set of parameters with the specified set.

combinedWith(FunctionRequirements) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Combines these requirements with another set.

combinedWith(IniFile) - Method in class com.opengamma.strata.collect.io.IniFile

Combines this file with another.

combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet

Combines this property set with another.

combinedWith(FailureItem...) - Method in class com.opengamma.strata.collect.result.FailureItems

Combines these failure items with other failure items.

combinedWith(FailureItems) - Method in class com.opengamma.strata.collect.result.FailureItems

Combines these failure items with other failure items.

combinedWith(ValueWithFailures<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Combines this instance with another.

combinedWith(Pair<C, D>, BiFunction<? super A, ? super C, ? extends A>, BiFunction<? super B, ? super D, ? extends B>) - Method in class com.opengamma.strata.collect.tuple.Pair

Combines this instance with another.

combinedWith(Triple<Q, R, S>, BiFunction<? super A, ? super Q, ? extends A>, BiFunction<? super B, ? super R, ? extends B>, BiFunction<? super C, ? super S, ? extends C>) - Method in class com.opengamma.strata.collect.tuple.Triple

Combines this instance with another.

combinedWith(ImmutableMarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData

Combines this set of market data with another.

combinedWith(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData

combinedWith(MarketData) - Method in interface com.opengamma.strata.data.MarketData

Combines this market data with another.

combinedWith(ImmutableScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Returns set of market data which combines the data from this set of data with another set.

combinedWith(ScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

combinedWith(ScenarioMarketData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns set of market data which combines the data from this set of data with another set.

combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another cash flow.

combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another one.

combinedWith(RatesCurveGroupDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Combines this definition with another one.

combinedWith(CrossGammaParameterSensitivities) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(UnitParameterSensitivities) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Combines this point sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Combines this sensitivity with another instance.

combinedWith(ImmutableRatesProvider, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Combines this provider with another.

combinedWith(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.PortfolioItemInfo

Combines this info with another.

combinedWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.PositionInfo

combinedWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.TradeInfo

combinedWith(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.FailureItems

Combines these failure items with other failure items.

combineFuturesAsList(List<? extends CompletableFuture<? extends T>>) - Static method in class com.opengamma.strata.collect.Guavate

Converts a list of futures to a single future, combining the values into a list.

combineFuturesAsMap(Map<? extends K, ? extends F>) - Static method in class com.opengamma.strata.collect.Guavate

Converts a map of futures to a single future.

combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combineMaps(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Combines two distinct maps into a single map, throwing an exception for duplicate keys.

combineMaps(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Combines two maps into a single map.

combineMapsOverwriting(Map<? extends K, ? extends V>, Map.Entry<? extends K, ? extends V>...) - Static method in class com.opengamma.strata.collect.Guavate

Combines a map with new entries, choosing the last entry if there is a duplicate key.

combineMapsOverwriting(Map<? extends K, ? extends V>, Map<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Combines two distinct maps into a single map, choosing the key from the second map in case of duplicates.

combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Combines this array and the other array returning a reduced value.

combineReduce(IntArray, IntTernaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray

Combines this array and the other array returning a reduced value.

combineReduce(LongArray, LongTernaryOperator) - Method in class com.opengamma.strata.collect.array.LongArray

Combines this array and the other array returning a reduced value.

combineValuesAsList(Iterable<? extends ValueWithFailures<? extends T>>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Combines separate instances of ValueWithFailure into a single instance, using a list to collect the values.

combineValuesAsSet(Iterable<? extends ValueWithFailures<? extends T>>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Combines separate instances of ValueWithFailure into a single instance, using a set to collect the values.

combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Combines this result with another result.

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Applies a function to the market data in this box and another box and returns a box containing the result.

combineWithDefaults(ReportingCurrency, CalculationParameters) - Method in class com.opengamma.strata.calc.Column

Combines the parameters with another reporting currency and set of parameters.

combining(BiFunction<? super A, ? super A, ? extends A>, BiFunction<? super B, ? super B, ? extends B>) - Static method in class com.opengamma.strata.collect.tuple.Pair

Returns a combiner of pair instances.

combining(BiFunction<? super A, ? super A, ? extends A>, BiFunction<? super B, ? super B, ? extends B>, BiFunction<? super C, ? super C, ? extends C>) - Static method in class com.opengamma.strata.collect.tuple.Triple

Returns a combiner of triple instances.

combiningValues(BinaryOperator<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures

Returns a BinaryOperator that combines ValueWithFailures objects using the provided combiner function.

COMMONS - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Label for Commons matrix algebra

COMMONS_ALGEBRA - Static variable in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

CommonsMatrixAlgebra

CommonsMathWrapper - Class in com.opengamma.strata.math.impl.util

Utility class for converting OpenGamma mathematical objects into Commons objects and vice versa.

CommonsMatrixAlgebra - Class in com.opengamma.strata.math.impl.matrix

Provides matrix algebra by using the Commons library.

CommonsMatrixAlgebra() - Constructor for class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

compareKey(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Compares the key of two sensitivities, excluding the point sensitivity value.

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

compareTo(BigMoney) - Method in class com.opengamma.strata.basics.currency.BigMoney

Compares this money to another.

compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency

Compares this currency to another.

compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Compares this currency amount to another.

compareTo(Money) - Method in class com.opengamma.strata.basics.currency.Money

Compares this money to another.

compareTo(MarketTenor) - Method in class com.opengamma.strata.basics.date.MarketTenor

Compares this market tenor to another market tenor.

compareTo(Tenor) - Method in class com.opengamma.strata.basics.date.Tenor

Compares this tenor to another tenor.

compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country

Compares this country to another.

compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Compares this period to another by unadjusted start date, then unadjusted end date.

compareTo(StandardId) - Method in class com.opengamma.strata.basics.StandardId

Compares the external identifiers, sorting alphabetically by scheme followed by value.

compareTo(Decimal) - Method in class com.opengamma.strata.collect.Decimal

compareTo(FixedScaleDecimal) - Method in class com.opengamma.strata.collect.FixedScaleDecimal

compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Compares this point to another.

compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Compares the pair based on the first element followed by the second element.

compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Compares the pair based on the first element followed by the second element.

compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair

Compares the pair based on the first element followed by the second element.

compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple

Compares the triple based on the first element followed by the second element followed by the third element.

compareTo(MarketDataName<?>) - Method in class com.opengamma.strata.data.MarketDataName

Compares this name to another.

compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow

Compares this cash flow to another, first by date, then value.

compareTo(AttributeType<T>) - Method in class com.opengamma.strata.product.AttributeType

Compares this type to another.

compareTo(SwaptionExerciseDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

compareTo(T) - Method in class com.opengamma.strata.collect.TypedString

Compares this type to another.

COMPLETED - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The flag to indicate that the period has completed.

completePosition(CsvRow, EtdFuturePosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Completes the position, potentially parsing additional columns.

completePosition(CsvRow, EtdOptionPosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Completes the position, potentially parsing additional columns.

completePosition(CsvRow, SecurityPosition) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Completes the position, potentially parsing additional columns.

completeTrade(CsvRow, IborCapFloorTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the CapFloor trade, potentially parsing additional columns.

completeTrade(CsvRow, CdsIndexTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the CDS Index trade, potentially parsing additional columns.

completeTrade(CsvRow, CdsTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the CDS trade, potentially parsing additional columns.

completeTrade(CsvRow, TermDepositTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

completeTrade(CsvRow, FraTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FRA trade, potentially parsing additional columns.

completeTrade(CsvRow, FxNdfTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX NDF trade, potentially parsing additional columns.

completeTrade(CsvRow, FxSingleTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX Forward trade, potentially parsing additional columns.

completeTrade(CsvRow, FxSwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX Swap trade, potentially parsing additional columns.

completeTrade(CsvRow, FxVanillaOptionTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the FX Vanilla Option trade, potentially parsing additional columns.

completeTrade(CsvRow, BulletPaymentTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

completeTrade(CsvRow, SecurityTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

completeTrade(CsvRow, SwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the Swap trade, potentially parsing additional columns.

completeTrade(CsvRow, SwaptionTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the Swaption trade, potentially parsing additional columns.

completeTradeCommon(CsvRow, T) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Completes the trade, potentially parsing additional columns.

composedWith(CalculationFunctions) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with the functions in another.

composedWith(DerivedCalculationFunction<?, ?>...) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.

composedWith(List<DerivedCalculationFunction<?, ?>>) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.

COMPOUNDED - com.opengamma.strata.product.swap.OvernightAccrualMethod

The compounded method.

CompoundedRateType - Enum in com.opengamma.strata.pricer

A compounded rate type.

COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The method of compounding.

COMPOUNDING_METHOD_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the number of compounding per year, as an Integer.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the compounding method to use when there is more than one accrual period, default is 'None'.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

CompoundingMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to compound interest.

computeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the computeJacobian property.

computeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the computeJacobian property.

computeJacobian(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the 'compute Jacobian' flag of the curve group definition.

computePenaltyMatrix(DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Computes penalty matrix.

computePenaltyMatrix(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Computes penalty matrix.

computePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the computePvSensitivityToMarketQuote property.

computePvSensitivityToMarketQuote(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.

computeShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType

Computes the shift amount using appropriate logic for the shift type.

concat(double...) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

concat(int...) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an array that combines this array and the specified array.

concat(long...) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an array that combines this array and the specified array.

concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

concat(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an array that combines this array and the specified array.

concat(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an array that combines this array and the specified array.

concat(MapStream<? extends K, ? extends V>, MapStream<? extends K, ? extends V>) - Static method in class com.opengamma.strata.collect.MapStream

Creates a stream of map entries whose elements are those of the first stream followed by those of the second stream.

ConcatenatedVectorFunction - Class in com.opengamma.strata.math.impl.function

For the set of $k$ vector functions $f_i: \mathbb{R}^{m_i} \to \mathbb{R}^{n_i} \quad x_i \mapsto f_i(x_i) = y_i$ this forms the function $f: \mathbb{R}^{m} \to \mathbb{R}^{n} \quad x_i \mapsto f(x) = y$ where $n = \sum_{i=1}^k n_i$ and $m = \sum_{i=1}^k m_i$ and $x = (x_1,x_2,\dots,x_k)$ \& $y = (y_1,y_2,\dots,y_k)$.

ConcatenatedVectorFunction(VectorFunction[]) - Constructor for class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

Creates an instance.

concatItemsToList(Iterable<? extends T>, T...) - Static method in class com.opengamma.strata.collect.Guavate

Concatenates a number of items onto a single base list.

concatToList(Iterable<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate

Concatenates a number of iterables into a single list.

concatToSet(Iterable<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate

Concatenates a number of iterables into a single set.

configs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

The meta-property for the configs property.

ConstantContinuousSingleBarrierKnockoutFunction - Class in com.opengamma.strata.pricer.impl.tree

Single barrier knock-out option function.

ConstantContinuousSingleBarrierKnockoutFunction.Meta - Class in com.opengamma.strata.pricer.impl.tree

The meta-bean for ConstantContinuousSingleBarrierKnockoutFunction.

ConstantCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantCurve.

ConstantNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantNodalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for ConstantNodalCurve.

ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantNodalCurve.

ConstantRecoveryRates - Class in com.opengamma.strata.pricer.credit

The constant recovery rate.

ConstantRecoveryRates.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for ConstantRecoveryRates.

ConstantSurface - Class in com.opengamma.strata.market.surface

A surface based on a single constant value.

ConstantSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for ConstantSurface.

ConstrainedCubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

Cubic spline interpolation based on C.J.C.

ConstrainedCubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.ConstrainedCubicSplineInterpolator

consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Consumer interface.

contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array contains the specified value.

contains(int) - Method in class com.opengamma.strata.collect.array.IntArray

Checks if this array contains the specified value.

contains(long) - Method in class com.opengamma.strata.collect.array.LongArray

Checks if this array contains the specified value.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if the currency pair contains the supplied currency as either its base or counter.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Checks if this multi-amount contains an amount for the specified currency.

contains(String) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file contains the specified section.

contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set contains the specified key.

contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Checks if this period contains the specified date.

containsAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes

Determines if an attribute associated with the specified type is present.

containsAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.Attributes

Determines if an attribute associated with the specified type is present and its value is equal to the supplied value.

containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Checks if this info contains the specified curve.

containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Checks if this time-series contains a value for the specified date.

containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if the header is present in the file.

containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvIterator

Checks if the header is present in the file.

containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if the header pattern is present in the file.

containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvIterator

Checks if the header pattern is present in the file.

containsHeaders(Collection<String>) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if the headers are present in the file.

containsHeaders(Collection<String>) - Method in class com.opengamma.strata.collect.io.CsvIterator

Checks if the headers are present in the file.

containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.ReferenceData

Checks if this reference data contains a value for the specified identifier.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.ImmutableMarketData

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.MarketData

Checks if this market data contains a value for the specified identifier.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Checks if this market data contains a value for the specified identifier.

contentEquals(ByteSource) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

CONTINUOUS - com.opengamma.strata.pricer.CompoundedRateType

Continuous compounding.

CONTRACT_CODE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

CONTRACT_CODE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

CONTRACT_SIZE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

CONTRACT_SIZE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

contractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the contractCode property.

contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the code of the contract specification as given by the exchange in clearing and margining.

contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the code supplied by the exchange for use in clearing and margining, such as in SPAN.

contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the contractSize property.

contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

The meta-property for the contractSpecId property.

contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the contractSpecId property.

contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

Sets the ID of the contract specification from which this security is derived.

contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the ID of the contract specification from which this security is derived.

contractSpecId(EtdType, ExchangeId, EtdContractCode) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils

Creates an identifier for a contract specification.

convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the convention property.

convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the convention used to the adjust the date if it does not fall on a business day.

convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the underlying Ibor fixing deposit convention.

convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the underlying term deposit convention.

convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the underlying FRA convention.

convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the underlying FX Swap convention.

convention(FixedFloatSwapConvention) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the swap convention that the volatilities are to be used for.

convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the market convention of the swap.

convention(FixedInflationSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

Sets the market convention of the swap.

convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the market convention of the swap.

convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the market convention of the swap.

convention(OvernightIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

Sets the market convention of the swap.

convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the market convention of the swap.

convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the market convention of the swap.

CONVENTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the conversionFactors property.

conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the conversionFactors property.

conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the conversionFactors property.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversion factor for each bond in the basket.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the conversion factor for each bond in the basket.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the conversion factor for each bond in the basket.

convert(double, Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Converts an amount in a currency to an amount in a different currency using this rate.

convert(double, Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Converts an amount in a currency to an amount in a different currency using a rate from this provider.

convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(DoubleArray, Currency, Currency) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Converts an amount in a currency to an amount in a different currency using this rate.

convert(Decimal, Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Converts an amount in a currency to an amount in a different currency using this rate.

convertArray(double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

convertArray(double[][]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegression

convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business day convention string to a BusinessDayConvention.

convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML date to a LocalDate.

convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML day count string to a DayCount.

convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Money

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment

Converts this payment to an equivalent payment in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow

Converts this cash flow to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows

Converts this collection of cash flows to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.explain.ExplainMap

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

convertedTo(Currency, Decimal) - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, Decimal) - Method in class com.opengamma.strata.basics.currency.Money

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

convertedTo(Currency, ScenarioFxRateProvider) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxConvertible

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, BigDecimal) - Method in class com.opengamma.strata.basics.currency.BigMoney

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, BigDecimal) - Method in class com.opengamma.strata.basics.currency.Money

Converts this amount to an equivalent amount the specified currency.

convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML frequency string to a Frequency.

convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business center string to a HolidayCalendar.

convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML tenor string to a Tenor.

convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML roll convention string to a RollConvention.

convertSwaptionSensitivity(SwaptionSensitivity) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Convert a SwaptionSensitivity for a expiry, tenor and strike in the associated SABR parameter sensitivities.

CONVEXITY_ADJUSTED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The convexity adjusted rate.

convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the convexity adjustment (to the price) of the Ibor future product.

convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the convexity from the conventional real yield using finite difference approximation.

convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the covexity from the standard yield.

convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the convexity of the fixed coupon bond product from yield.

COP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'COP' - Colombian Peso.

copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Copies this array into the specified array.

copyInto(int[], int) - Method in class com.opengamma.strata.collect.array.IntArray

Copies this array into the specified array.

copyInto(long[], int) - Method in class com.opengamma.strata.collect.array.LongArray

Copies this array into the specified array.

copyOf(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance, copying the array.

copyOf(byte[], int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance by copying part of an array.

copyOf(byte[], int, int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance by copying part of an array.

copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from an array of double.

copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance from a double[][].

copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance from an array of int.

copyOf(int[], int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance by copying part of an array.

copyOf(int[], int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance by copying part of an array.

copyOf(long[]) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance from an array of long.

copyOf(long[], int) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance by copying part of an array.

copyOf(long[], int, int) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance by copying part of an array.

copyOf(Collection<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from a collection of Double.

copyOf(Collection<Integer>) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance from a collection of Integer.

copyOf(Collection<Long>) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance from a collection of Long.

copyTo(CharSink) - Method in class com.opengamma.strata.collect.io.StringCharSource

copyTo(OutputStream) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

copyTo(Appendable) - Method in class com.opengamma.strata.collect.io.StringCharSource

CORRECT - com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

The mathematically correct formula.

CORRELATION - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a correlation - 'CORRELATION'.

correlationByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

correlationByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

correlationByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

count() - Method in class com.opengamma.strata.collect.MapStream

counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

The meta-property for the counterCurrencyDiscountFactors property.

counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the counterCurrencyPayment property.

counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

The meta-property for the counterCurrencyPayment property.

counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the counterparty property.

counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the counterparty identifier, optional.

countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

Country - Class in com.opengamma.strata.basics.location

A country or territory.

COUPON - com.opengamma.strata.product.cms.CmsPeriodType

CMS coupon.

couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the coupon equivalent of a swap leg.

CoxRossRubinsteinLatticeSpecification - Class in com.opengamma.strata.pricer.impl.tree

Cox-Ross-Rubinstein lattice specification.

CoxRossRubinsteinLatticeSpecification() - Constructor for class com.opengamma.strata.pricer.impl.tree.CoxRossRubinsteinLatticeSpecification

CPTY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

CPTY_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

create(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds a set of market data.

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Creates accrual periods based on the specified schedule.

createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of adjusted dates in the schedule.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Invoked to create the aggregate result when the individual calculations are complete.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.ResultsListener

createCap(LocalDate, LocalDate, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Creates a standard cap from start date, end date and strike.

createCurveMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Creates curve metadata.

createFullInitialValues() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Create initial values for all the curve parameters.

createFullTransform(ParameterLimitsTransform[]) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Creates the transformation definition for all the curve parameters.

createFuture(YearMonth, EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Creates a future security based on this contract specification.

createFxIndex(CurrencyPair) - Static method in interface com.opengamma.strata.basics.index.FxIndex

Creates a FX index for the provided currency pair.

createGroupId(ObservableSource) - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition

Creates an identifier that can be used to resolve this definition.

createGroupId(ObservableSource) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

createMetadata(RawOptionData) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Creates surface metadata.

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

createMultiScenario(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

createMultiScenario(MarketDataRequirements, MarketDataConfig, ScenarioMarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

createOption(YearMonth, EtdVariant, int, PutCall, double) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Creates an option security based on this contract specification.

createOption(YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Creates an option security based on this contract specification.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface

Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Creates the parameter sensitivity when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface

Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createPosition(PositionInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates a position based on this security from a long and short quantity.

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createPosition(PositionInfo, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates a position based on this security from a net quantity.

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Creates a position based on this convention.

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Creates a position based on this convention.

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

Creates the associated product, which simply returns this.

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates the product associated with this security.

createRateComputation(LocalDate) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Creates a rate observation where the start index value is known.

createSabrParameterCurve(List<CurveMetadata>, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Creates the parameter curves with parameter node values.

createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Creates curve metadata for SABR parameters.

createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Creates curve metadata for SABR parameters.

createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Creates an instance of the scenario market data object from a box containing data of the same underlying type.

createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the schedule from the definition, see PeriodicSchedule.createSchedule(ReferenceData, boolean).

createSchedule(ReferenceData, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the schedule from the definition.

createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Creates the payment schedule based on the accrual schedule.

createTicMic(String, String) - Static method in class com.opengamma.strata.basics.StandardSchemes

Creates a TICMIC identifier.

createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.

createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade based on the trade date and the IMM date logic.

createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate

Creates a trade based on this template.

createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate

Creates a trade based on this template.

createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.

createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade based on the trade date, start date and the IMM date logic.

createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade with upfront fee from trade date, start date and end date.

createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS trade from trade date, start date and end date.

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

createTrade(TradeInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates a trade based on this security.

createTrade(LocalDate, MarketTenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.

createTrade(LocalDate, MarketTenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.

createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, SecurityId, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Deprecated.

Use IborFutureTemplate.createTrade(LocalDate, SecurityId, double, double, ReferenceData)

createTrade(LocalDate, SecurityId, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Creates a trade based on this template.

createTrade(LocalDate, SecurityId, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Creates a trade based on this template.

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Creates a trade based on this convention.

createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention, using the index tenor to define the end of the FRA.

createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention, specifying the end of the FRA.

createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of unadjusted dates in the schedule.

createUnadjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of unadjusted dates in the schedule.

createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

CreditCouponPaymentPeriod - Class in com.opengamma.strata.product.credit

A period over which a fixed coupon is paid.

CreditCouponPaymentPeriod.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CreditCouponPaymentPeriod.

CreditCouponPaymentPeriod.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CreditCouponPaymentPeriod.

creditCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

The meta-property for the creditCurves property.

creditCurves(Map<Pair<StandardId, Currency>, LegalEntitySurvivalProbabilities>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

Sets the credit curves.

CreditCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.credit

Point sensitivity to the zero hazard rate curve.

CreditCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.credit

The meta-bean for CreditCurveZeroRateSensitivity.

CreditDiscountFactors - Interface in com.opengamma.strata.pricer.credit

Provides access to discount factors for a single currency.

CreditMeasures - Class in com.opengamma.strata.measure.credit

The standard set of credit measures that can be calculated by Strata.

CreditRatesMarketData - Interface in com.opengamma.strata.measure.credit

Market data for credit products.

CreditRatesMarketDataLookup - Interface in com.opengamma.strata.measure.credit

The lookup that provides access to credit rates in market data.

creditRatesProvider() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the credit rates provider.

creditRatesProvider(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Obtains credit rates provider based on the specified market data.

CreditRatesProvider - Interface in com.opengamma.strata.pricer.credit

The rates provider, used to calculate analytic measures.

CreditRatesScenarioMarketData - Interface in com.opengamma.strata.measure.credit

Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.

cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Finds the currency pair that is a cross between this pair and the other pair.

crossGamma(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless cross gamma.

crossGamma(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the cross gamma.

CrossGammaParameterSensitivities - Class in com.opengamma.strata.market.param

The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CrossGammaParameterSensitivities.

CrossGammaParameterSensitivity - Class in com.opengamma.strata.market.param

The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CrossGammaParameterSensitivity.

crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate

Derives an FX rate from two related FX rates.

crossRates(FxRateScenarioArray) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Derives a set of FX rates from these rates and another set of rates.

CS01_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.

CS01_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the PV change under a 1 bps shift in credit spread.

CSV - com.opengamma.strata.report.framework.format.ReportOutputFormat

The CSV format.

CsvFile - Class in com.opengamma.strata.collect.io

A CSV file.

CsvIterator - Class in com.opengamma.strata.collect.io

Iterator over the rows of a CSV file.

CsvLoaderColumns - Class in com.opengamma.strata.loader.csv

Column names for CSV files.

CsvLoaderUtils - Class in com.opengamma.strata.loader.csv

CSV information resolver helper.

CsvOutput - Class in com.opengamma.strata.collect.io

Outputs a CSV formatted file.

CsvOutput.CsvRowOutputWithHeaders - Class in com.opengamma.strata.collect.io

Class used when outputting CSV with headers.

CsvRow - Class in com.opengamma.strata.collect.io

A row in a CSV file.

CsvWriterUtils - Class in com.opengamma.strata.loader.csv

Groups several utilities methods for CsvPlugins

CubicRealRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Root finder that calculates the roots of a cubic equation using CubicRootFinder and returns only the real roots.

CubicRealRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder

CubicRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

Class that calculates the roots of a cubic equation.

CubicRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.CubicRootFinder

CubicSplineClampedSolver - Class in com.opengamma.strata.math.impl.interpolation

Solves cubic spline problem with clamped endpoint conditions, where the first derivative is specified at endpoints.

CubicSplineClampedSolver(double[], double[]) - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver

Constructor for a multi-dimensional problem.

CubicSplineClampedSolver(double, double) - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineClampedSolver

Constructor for a one-dimensional problem.

CubicSplineInterpolator - Class in com.opengamma.strata.math.impl.interpolation

C2 cubic spline interpolator with Clamped/Not-A-Knot endpoint conditions.

CubicSplineInterpolator() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator

CubicSplineNakSolver - Class in com.opengamma.strata.math.impl.interpolation

Solves cubic spline problem with Not-A-Knot endpoint conditions, where the third derivative at the endpoints is the same as that of their adjacent points.

CubicSplineNakSolver() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver

CubicSplineNaturalSolver - Class in com.opengamma.strata.math.impl.interpolation

Solves cubic spline problem with natural endpoint conditions, where the second derivative at the endpoints is 0.

CubicSplineNaturalSolver() - Constructor for class com.opengamma.strata.math.impl.interpolation.CubicSplineNaturalSolver

currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

The meta-property for the currencies property.

currencies(Currency...) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the currencies property in the builder from an array of objects.

currencies(Set<Currency>) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the currencies of the item.

currency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the currency of the leg.

currency(Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the currency of the sensitivity.

currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the currency that the bond is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the currency of the leg associated with the notional.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the currency of the leg associated with the notional.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the currency of the CDS.

currency(Currency) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the currency of the CDS index.

currency(Currency) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the currency of the CDS.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the primary currency, defaulted to the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the primary currency, defaulted to the currency of the index.

currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the primary currency.

currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the currency that the future is traded in, defaulted from the index if not set.

currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the currency that the option is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the currency that the future is traded in, defaulted from the index if not set.

currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

Sets the currency that the future is traded in.

currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the currency of the swap leg.

currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the currency of the swap leg associated with the notional.

currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the primary currency of the payment period.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the leg currency.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

Currency - Class in com.opengamma.strata.basics.currency

A unit of currency.

CURRENCY - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

CURRENCY_1_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

CURRENCY_2_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurrencyAmount.

CURRENCY_CONVERSION - com.opengamma.strata.collect.result.FailureReason

Currency conversion failed.

CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the currency exposure of the calculation target.

CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurrencyParameterSensitivity.

CurrencyAmount - Class in com.opengamma.strata.basics.currency

An amount of a currency.

CurrencyAmountArray - Class in com.opengamma.strata.basics.currency

An array of currency amounts with the same currency.

CurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for CurrencyAmountArray.

CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a currency amount.

CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

currencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

The meta-property for the currencyConvertible property.

currencyExposure(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Calculates the currency exposure.

currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Computes the currency exposure.

currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the currency exposure of a bill trade.

currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade.

currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade from the current option price.

currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade.

currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the currency exposure of the bond product.

currencyExposure(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade.

currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade.

currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the currency exposure of the Ibor cap/floor product.

currencyExposure(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the currency exposure of the Ibor cap/floor trade.

currencyExposure(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Calculates the currency exposure of the product.

currencyExposure(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the currency exposure of the product.

currencyExposure(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Calculates the currency exposure of the trade.

currencyExposure(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the currency exposure of the trade.

currencyExposure(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the currency exposure.

currencyExposure(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Calculates the currency exposure of the deliverable swap futures trade.

currencyExposure(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the currency exposure of the FRA trade.

currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the currency exposure of the FX swap product.

currencyExposure(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the currency exposure of the FX barrier option product.

currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the currency exposure of the FX barrier option product.

currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Calculates the currency exposure of the FX barrier option product.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the currency exposure of the FX barrier option trade.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Calculates the currency exposure of the FX barrier option trade.

currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Calculates the currency exposure of the foreign exchange vanilla option product.

currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the currency exposure of the foreign exchange vanilla option product.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Calculates the currency exposure of the FX vanilla option trade.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the currency exposure of the FX vanilla option trade.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the currency exposure of the Ibor future trade.

currencyExposure(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the currency exposure of the bullet payment trade.

currencyExposure(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

currencyExposure(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

currencyExposure(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

currencyExposure(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the currency exposure of the swap leg.

currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the currency exposure of the swap product.

currencyExposure(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the currency exposure of the swap trade.

currencyExposure(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

currencyExposure(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the currency exposure of the swaption product.

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Computes the currency exposure of the swaption.

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Computes the currency exposure of the swaption.

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Computes the currency exposure of the swaption.

currencyExposure(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates currency exposure across one or more scenarios.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates currency exposure for a single set of market data.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Computes the currency exposure of the swaption trade.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the currency exposure of a single payment event.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the currency exposure of a single payment period.

currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade.

currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade with z-spread.

currencyExposureWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the currency exposure of a bill trade with z-spread.

currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade with z-spread.

currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the currency exposure of the bond product with z-spread.

currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade with z-spread.

currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade with z-spread.

currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the currency pair.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the currencyPair.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the currency pair.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

Sets the currency pair that the volatilities are for.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the currency pair associated with the convention.

CurrencyPair - Class in com.opengamma.strata.basics.currency

An ordered pair of currencies, such as 'EUR/USD'.

CurrencyParameterSensitivities - Class in com.opengamma.strata.market.param

Currency-based parameter sensitivity for parameterized market data, such as curves.

CurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CurrencyParameterSensitivities.

CurrencyParameterSensitivitiesBuilder - Class in com.opengamma.strata.market.param

Builder for CurrencyParameterSensitivities.

CurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against currency parameter sensitivities.

CurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator

CurrencyParameterSensitivity - Class in com.opengamma.strata.market.param

Currency-based parameter sensitivity for parameterized market data, such as a curve.

CurrencyParameterSensitivity.Builder - Class in com.opengamma.strata.market.param

The bean-builder for CurrencyParameterSensitivity.

CurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CurrencyParameterSensitivity.

CurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Token evaluator for currency parameter sensitivity.

CurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator

CurrencyScenarioArray - Class in com.opengamma.strata.data.scenario

A currency-convertible scenario array for a single currency, holding one amount for each scenario.

CurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for CurrencyScenarioArray.

CURRENT_CASH - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the current cash of the calculation target.

currentCash(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Calculates the current cash.

currentCash(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedBillTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Calculates the current cash of a bill trade.

currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the current cash of the bond product.

currentCash(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the current cash of the bond trade.

currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the current cash of the fixed coupon bond trade.

currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the current cash of the Ibor cap/floor leg.

currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the current cash of the Ibor cap/floor product.

currentCash(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the current cash of the Ibor cap/floor trade.

currentCash(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer

Calculates the current cash of the leg.

currentCash(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the current cash of the leg.

currentCash(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Calculates the current cash of the product.

currentCash(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the current cash of the product.

currentCash(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Calculates the current cash.

currentCash(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the current cash of the FRA trade.

currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the current cash of the NDF product.

currentCash(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the current cash.

currentCash(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the current cash of the FX swap product.

currentCash(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the current of the FX barrier option trade.

currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Calculates the current of the FX barrier option trade.

currentCash(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the current of the FX vanilla option trade.

currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Calculates the current of the FX vanilla option trade.

currentCash(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Calculates the current cash of the bullet payment trade.

currentCash(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Calculates current cash for a single set of market data.

currentCash(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

currentCash(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

currentCash(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

currentCash(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the current cash of the swap leg.

currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the current cash of the swap product.

currentCash(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the current cash of the swap trade.

currentCash(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

currentCash(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

currentCash(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates current cash across one or more scenarios.

currentCash(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Calculates current cash for a single set of market data.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Calculates the current cash of the swaption trade.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the current cash of a single payment event.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the current cash of a single payment period.

curve() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the curve property.

curve(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Creates the ISDA compliant curve.

curve(Curve) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

Sets the Black volatility curve.

curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Creates the curve from an array of parameter values.

curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Curve - Interface in com.opengamma.strata.market.curve

A curve that maps a double x-value to a double y-value.

curveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

CurveDefinition - Interface in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a curve.

curveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the curveDefinitions property.

CurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator

Interface for extrapolators which extrapolate beyond the ends of a curve.

CurveExtrapolators - Class in com.opengamma.strata.market.curve.interpolator

The standard set of curve extrapolators.

CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity

Computes the gamma-related values for the rates curve parameters.

CurveGroup - Interface in com.opengamma.strata.market.curve

A group of curves.

CurveGroupDefinition - Interface in com.opengamma.strata.market.curve

The definition of how to calibrate a group of curves.

CurveGroupName - Class in com.opengamma.strata.market.curve

The name of a curve group.

CurveId - Class in com.opengamma.strata.market.curve

An identifier used to access a curve by name.

CurveInfoType<T> - Class in com.opengamma.strata.market.curve

The type that provides meaning to additional curve information.

CurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator

Interface for interpolators that interpolate between points on a curve.

CurveInterpolators - Class in com.opengamma.strata.market.curve.interpolator

The standard set of curve interpolators.

CurveMarketDataFunction - Class in com.opengamma.strata.measure.curve

Market data function that locates a curve by name.

CurveMarketDataFunction() - Constructor for class com.opengamma.strata.measure.curve.CurveMarketDataFunction

curveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

The meta-property for the curveMetadata property.

curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

Sets the metadata for the curve.

CurveMetadata - Interface in com.opengamma.strata.market.curve

Metadata about a curve and curve parameters.

curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the curveName property.

curveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the curveName property.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the curve name.

curveName(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

CurveName - Class in com.opengamma.strata.market.curve

The name of a curve.

CurveNode - Interface in com.opengamma.strata.market.curve

A node in the configuration specifying how to calibrate a curve.

CurveNodeClashAction - Enum in com.opengamma.strata.market.curve

The action to perform when the dates of two curve nodes clash.

CurveNodeDate - Class in com.opengamma.strata.market.curve

The date of the curve node.

CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveNodeDate.

CurveNodeDateOrder - Class in com.opengamma.strata.market.curve

The date order rules to apply to a pair of curve nodes.

CurveNodeDateOrder.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveNodeDateOrder.

CurveNodeDateType - Enum in com.opengamma.strata.market.curve

The types of curve node date.

curveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the curveNodes property.

CurveParallelShifts - Class in com.opengamma.strata.market.curve

Perturbation which applies a parallel shift to a curve.

CurveParallelShifts.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParallelShifts.

CurveParameterSize - Class in com.opengamma.strata.market.curve

The curve name and number of parameters.

CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParameterSize.

Curves - Class in com.opengamma.strata.market.curve

Helper for creating common types of curves.

CurveSensitivities - Class in com.opengamma.strata.market.sensitivity

Sensitivity to a set of curves, used to pass risk into calculations.

CurveSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for CurveSensitivities.

CurveSensitivitiesBuilder - Class in com.opengamma.strata.market.sensitivity

Builder for CurveSensitivities.

CurveSensitivitiesType - Class in com.opengamma.strata.market.sensitivity

The type of curve sensitivities.

CurveSensitivityUtils - Class in com.opengamma.strata.pricer.sensitivity

Utilities to transform sensitivities.

curveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the curveValuationDate property.

CUSIP_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for CUSIPs, the North American numbering system.

CZ - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'CZ' - Czech Republic.

CZK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CZK' - Czeck Krona.

CZK_PRIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CZK-PRIBOR.

CZK_PRIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month PRIBOR index.

CZK_PRIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month PRIBOR index.

CZK_PRIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week PRIBOR index.

CZK_PRIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month PRIBOR index.

CZK_PRIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 week PRIBOR index.

CZK_PRIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month PRIBOR index.

CZK_PRIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month PRIBOR index.

CZK_PRIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 9 month PRIBOR index.

CZPR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.

D

DAILY - com.opengamma.strata.product.etd.EtdExpiryType

The ETD expires on a specified day-of-month.

DAILY_MARGIN - com.opengamma.strata.product.option.FutureOptionPremiumStyle

The "DailyMargin" style, used where the option has daily margining.

data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the data property.

data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the data property.

data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the calculation results.

data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the cashflow data table.

data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets market data of a specific type.

data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Gets market data of a specific type.

data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityAlpha property.

dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityAlpha property.

dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityAlpha property.

dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityAlpha property in the builder from an array of objects.

dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityAlpha property in the builder from an array of objects.

dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Alpha parameters to the raw data used for calibration.

dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Alpha parameters to the raw data used for calibration.

dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityBeta property.

dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityBeta property.

dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityBeta property.

dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityBeta property in the builder from an array of objects.

dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityBeta property in the builder from an array of objects.

dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Beta parameters to the raw data used for calibration.

dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Beta parameters to the raw data used for calibration.

dataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityNu property.

dataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityNu property.

dataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityNu property.

dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityNu property in the builder from an array of objects.

dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityNu property in the builder from an array of objects.

dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Nu parameters to the raw data used for calibration.

dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Nu parameters to the raw data used for calibration.

dataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityRho property.

dataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta

The meta-property for the dataSensitivityRho property.

dataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dataSensitivityRho property.

dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the dataSensitivityRho property in the builder from an array of objects.

dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the dataSensitivityRho property in the builder from an array of objects.

dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

Sets the sensitivity of the Rho parameters to the raw data used for calibration.

dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Sets the sensitivity of the Rho parameters to the raw data used for calibration.

date() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the date property.

date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets the date that the payment is made.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

Sets the date that the payment is made.

date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the date of the schedule period boundary at which the change occurs.

date(LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a date to a string.

date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Calculates the date associated with the node.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Calculates the date associated with the node.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

DATE - com.opengamma.strata.report.framework.format.FormatCategory

Date types.

DATE_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DATE_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DateAdjuster - Interface in com.opengamma.strata.basics.date

Functional interface that can adjust a date.

DateAdjusters - Class in com.opengamma.strata.basics.date

Date adjusters that perform useful operations on LocalDate.

dateDefinition() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

The meta-property for the dateDefinition property.

DatedParameterMetadata - Interface in com.opengamma.strata.market.param

Parameter metadata that specifies a date.

dateMatching(YearMonth) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the date in the sequence that corresponds to the specified year-month.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

datePeriod(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a date range to a period string.

dateRange(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts a date range to a string.

dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the dates of this time-series.

dates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta

The meta-property for the dates property.

dates(SwaptionExerciseDate...) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

Sets the dates property in the builder from an array of objects.

dates(List<SwaptionExerciseDate>) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

Sets an explicit list of exercise dates.

DatesCdsTemplate - Class in com.opengamma.strata.product.credit.type

A template for creating credit default swap trades.

DatesCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type

The meta-bean for DatesCdsTemplate.

dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

Deprecated.

The meta-property for the dateSequence property.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

Sets the sequence of dates that the future is based on.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

Sets the sequence of dates that the future is based on.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the sequence of dates that the future is based on.

DateSequence - Interface in com.opengamma.strata.basics.date

A series of dates identified by name.

DateSequences - Class in com.opengamma.strata.basics.date

Constants and implementations for standard date sequences.

DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day1' roll convention which adjusts the date to day-of-month 1.

DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day10' roll convention which adjusts the date to day-of-month 10.

DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day11' roll convention which adjusts the date to day-of-month 11.

DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day12' roll convention which adjusts the date to day-of-month 12.

DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day13' roll convention which adjusts the date to day-of-month 13

DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day14' roll convention which adjusts the date to day-of-month 14.

DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day15' roll convention which adjusts the date to day-of-month 15.

DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day16' roll convention which adjusts the date to day-of-month 16.

DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day17' roll convention which adjusts the date to day-of-month 17.

DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day18' roll convention which adjusts the date to day-of-month 18.

DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day19' roll convention which adjusts the date to day-of-month 19.

DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day2' roll convention which adjusts the date to day-of-month 2.

DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day20' roll convention which adjusts the date to day-of-month 20.

DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day21' roll convention which adjusts the date to day-of-month 21.

DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day22' roll convention which adjusts the date to day-of-month 22.

DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day23' roll convention which adjusts the date to day-of-month 23.

DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day24' roll convention which adjusts the date to day-of-month 24.

DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day25' roll convention which adjusts the date to day-of-month 25.

DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day26' roll convention which adjusts the date to day-of-month 26.

DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day27' roll convention which adjusts the date to day-of-month 27.

DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day28' roll convention which adjusts the date to day-of-month 28.

DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day29' roll convention which adjusts the date to day-of-month 29.

DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day3' roll convention which adjusts the date to day-of-month 3.

DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day30' roll convention which adjusts the date to day-of-month 30.

DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day4' roll convention which adjusts the date to day-of-month 4.

DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day5' roll convention which adjusts the date to day-of-month 5.

DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day6' roll convention which adjusts the date to day-of-month 6.

DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day7' roll convention which adjusts the date to day-of-month 7.

DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day8' roll convention which adjusts the date to day-of-month 8.

DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day9' roll convention which adjusts the date to day-of-month 9.

DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the DayCount.

DAY_COUNT - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType

Key used to access information about the DayCount.

DAY_COUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayFri' roll convention which adjusts the date to be Friday.

DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayMon' roll convention which adjusts the date to be Monday.

DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySat' roll convention which adjusts the date to be Saturday.

DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySun' roll convention which adjusts the date to be Sunday.

DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayThu' roll convention which adjusts the date to be Thursday.

DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayTue' roll convention which adjusts the date to be Tuesday.

DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayWed' roll convention which adjusts the date to be Wednesday.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.Bill.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the day count, optional.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the day count, optional.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

Sets the dayCount.

dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

Sets the day count convention used for the expiry.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the day count to measure the time.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Sets the day count to measure the time in the expiry dimension.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the day count to measure the time in the expiry dimension.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the day count to measure the time in the expiry dimension.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.Bill.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the day count of the period.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the day count convention.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the day count convention applicable.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

DayCount - Interface in com.opengamma.strata.basics.date

A convention defining how to calculate fractions of a year.

DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date

Information about the schedule necessary to calculate the day count.

dayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta

The meta-property for the dayCountDays property.

dayCountDays(Integer) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

Sets the number of days in the calculation period.

DayCounts - Class in com.opengamma.strata.basics.date

Constants and implementations for standard day count conventions.

days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the days property.

days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the number of days to be added.

days(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Calculates the number of days between the specified dates using the rules of this day count.

DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The actual number of days between the start and end dates.

DaysAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a period of days.

DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for DaysAdjustment.

DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for DaysAdjustment.

daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the number of business days between two dates.

daysBetween(LocalDate, LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

DE - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DE' - Germany.

DE_BONDS - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

German bonds.

decimal() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

Gets the underlying decimal.

Decimal - Class in com.opengamma.strata.collect

A decimal number, similar to BigDecimal, but optimized for the needs of finance.

decode(ByteSourceCodec) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Decodes the byte source.

Decomposition<R extends DecompositionResult> - Interface in com.opengamma.strata.math.linearalgebra

Base interface for matrix decompositions, such as SVD and LU.

DecompositionFactory - Class in com.opengamma.strata.math.impl.linearalgebra

Factory class for different types of decompositions.

DecompositionResult - Interface in com.opengamma.strata.math.linearalgebra

Contains the results of matrix decomposition.

decryptZip(BeanByteSource, String) - Static method in class com.opengamma.strata.collect.io.ZipUtils

Provides a new source that decrypts the specified source ZIP.

DEFAULT - com.opengamma.strata.product.swap.FixedAccrualMethod

The default method.

DEFAULT - Static variable in class com.opengamma.strata.market.curve.CurveNodeDateOrder

The default instance, that throws an exception if the node is on the same date or before another node.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Default implementation with UFR = 4.2%

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.ExcelInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.IndexAboveQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.MidwayInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.NearestIndexQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.SampleInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneInterpolationQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.math.impl.statistics.descriptive.SamplePlusOneNearestIndexQuantileMethod

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillMeasureCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fra.FraTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrOvernightInArrearsCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityOvernightInArrearsCapletFloorletPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter

The default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Default implementation with q = 1;

DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

The default instance of the class.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

Default instance.

DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig

The default absolute tolerance for the root finder.

DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig

The default maximum number of steps for the root finder.

DEFAULT_OPTION_VERSION_NUMBER - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Default version used as an option might not specify a version number.

DEFAULT_POSITION_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils

Default scheme for positions.

DEFAULT_POSITIVITY_THRESHOLD - Static variable in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

In the decomposition, the positivity of the matrix is checked.

DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig

The default relative tolerance for the root finder.

DEFAULT_SECURITY_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils

Default scheme for securities.

DEFAULT_SEED - Static variable in class com.opengamma.strata.math.impl.cern.MersenneTwister

DEFAULT_SYMMETRY_THRESHOLD - Static variable in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

The input matrix symmetry is checked.

DEFAULT_TRADE_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils

Default scheme for trades.

defaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the default calendar for a currency.

defaultByCurrencyPair(CurrencyPair) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the default calendar for a pair of currencies.

defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

The meta-property for the defaultConfigs property.

DefaultCurveMetadata - Class in com.opengamma.strata.market.curve

Default metadata for a curve.

DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DefaultCurveMetadata.

DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve

Builder for curve metadata.

defaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

The meta-property for the defaulted property.

defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the defaultFixedLegDayCount property.

defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the defaultFixedLegDayCount property.

defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the default day count convention for the associated fixed leg.

defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the default day count convention for the associated fixed leg.

defaultIborIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the default Ibor index for a currency.

defaultingReferenceData(ReferenceData) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars

Decorates a ReferenceData instance such that all requests for a HolidayCalendarId will return a value.

defaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta

The meta-property for the defaultLocalTime property.

defaultOvernightIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the default Overnight index for a currency.

DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface

Default metadata for a surface.

DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DefaultSurfaceMetadata.

DefaultSurfaceMetadataBuilder - Class in com.opengamma.strata.market.surface

Builder for surface metadata.

deformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

The meta-property for the deformationFunction property.

deformationFunction(Function<DoublesPair, ValueDerivatives>) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

Sets the deformation function.

DeformedSurface - Class in com.opengamma.strata.market.surface

The deformed surface.

DeformedSurface.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for DeformedSurface.

DeformedSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DeformedSurface.

DEFR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.

deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the deliveryBasket property.

deliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the deliveryBasket property.

deliveryBasket(FixedCouponBond...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the deliveryBasket property in the builder from an array of objects.

deliveryBasket(ResolvedFixedCouponBond...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the deliveryBasket property in the builder from an array of objects.

deliveryBasket(List<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the basket of deliverable bonds.

deliveryBasket(List<ResolvedFixedCouponBond>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the basket of deliverable bonds.

deliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the deliveryBasketIds property.

deliveryBasketIds(SecurityId...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the deliveryBasketIds property in the builder from an array of objects.

deliveryBasketIds(List<SecurityId>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the basket of deliverable bonds.

deliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta

The meta-property for the deliveryDate property.

deliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta

The meta-property for the deliveryDate property.

deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

Sets the delivery date.

deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

Sets the delivery date.

delta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

The meta-property for the delta property.

delta(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward driftless delta.

delta(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the spot delta.

delta(double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the delta.

delta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the delta of the FX barrier option product.

delta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the delta of the foreign exchange vanilla option product.

DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on absolute delta.

DELTA_AMOUNT - com.opengamma.strata.basics.value.ValueAdjustmentType

Calculates the result by treating the modifying value as a delta, adding it to the base value.

DELTA_MULTIPLIER - com.opengamma.strata.basics.value.ValueAdjustmentType

Calculates the result by treating the modifying value as a multiplication factor, adding it to the base value.

deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product.

deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product based on the price of the underlying future.

deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product.

deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product based on the price of the underlying future.

DeltaStrike - Class in com.opengamma.strata.market.option

A strike based on absolute delta.

DeltaStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for DeltaStrike.

DepositIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve

An ISDA compliant curve node whose instrument is a term deposit.

DepositIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for DepositIsdaCreditCurveNode.

DepositIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DepositIsdaCreditCurveNode.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the depositPeriod property.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the depositPeriod property.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the period between the start date and the end date.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the period between the start date and the end date.

derivative() - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

Returns a function that calculates the first derivative.

derivative() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Returns the derivative of this polynomial (also a polynomial), where $$ \begin{align*} P'(x) = a_1 + 2 a_2 x + 3 a_3 x^2 + 4 a_4 x^3 + \dots + n a_n x^{n-1} \end{align*} $$.

derivative(FiniteDifferenceType, double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

Returns a function that calculates the first derivative.

derivative(ResolvedTrade, RatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Calculates the sensitivity with respect to the rates provider.

DERIVATIVE - com.opengamma.strata.product.etd.EtdSettlementType

Derivative.

derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the derivativeFunction property.

derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the derivativeFunction property.

derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the derivative function.

derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the derivative function.

DerivedCalculationFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner

A derived calculation function calculates one measure using the measures calculated by another function.

Described - Interface in com.opengamma.strata.collect.named

A described instance.

description() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the description property.

description(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the description of the contract specification.

description(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

Sets the description of the item.

DESCRIPTION - Static variable in class com.opengamma.strata.product.AttributeType

Key used to access the description.

DESCRIPTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Basic).

deserialize(Class<T>) - Method in class com.opengamma.strata.collect.io.SerializedValue

Deserializes the value.

DESERIALIZER - Static variable in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

The deserializer, for compatibility.

DESERIALIZER - Static variable in class com.opengamma.strata.product.fx.FxSingle

The deserializer, for compatibility.

detachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the detachmentDate property.

detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the detachmentDate property.

detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the detachment date.

detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the detachment date.

diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns the diagonal part of the sensitivity values.

diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the diagonal part of the sensitivity as CurrencyParameterSensitivity.

diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains a diagonal matrix from the specified array.

Diff - Class in com.opengamma.strata.math.impl.util

Computes the numerical difference between adjacent elements in vector.

differentiate(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the first derivatives.

differentiate(PiecewisePolynomialResult, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the first derivatives.

differentiate(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

This computes the second derivative of a vector field, which is a rank 3 tensor field.

differentiate(Function<DoubleArray, DoubleArray>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, DoubleArray>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

differentiate(Function<DoubleArray, DoubleMatrix>) - Method in class com.opengamma.strata.math.impl.differentiation.MatrixFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, DoubleMatrix>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.MatrixFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, Double>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator

differentiate(Function<DoubleArray, Double>, Function<DoubleArray, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFieldFirstOrderDifferentiator

differentiate(Function<Double, Double>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator

differentiate(Function<Double, Double>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator

differentiate(Function<Double, Double>, Function<Double, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarFirstOrderDifferentiator

differentiate(Function<Double, Double>, Function<Double, Boolean>) - Method in class com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator

differentiate(Function<S, T>) - Method in interface com.opengamma.strata.math.impl.differentiation.Differentiator

Provides a function that performs the differentiation.

differentiate(Function<S, T>, Function<S, Boolean>) - Method in interface com.opengamma.strata.math.impl.differentiation.Differentiator

Provides a function that performs the differentiation.

differentiateCross(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the cross derivative.

differentiateCross(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the cross derivative.

differentiateFull(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

Differentiate.

differentiateNoCross(Function<DoubleArray, DoubleArray>) - Method in class com.opengamma.strata.math.impl.differentiation.VectorFieldSecondOrderDifferentiator

Computes the second derivative of a vector field, without cross derivatives.

differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateTwice(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the second derivatives.

differentiateTwice(PiecewisePolynomialResult, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Finds the second derivatives.

differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

Differentiates the node sensitivity.

differentiateTwiceX0(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateTwiceX0(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateTwiceX1(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateTwiceX1(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the second derivative.

differentiateX0(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

differentiateX0(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

differentiateX1(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

differentiateX1(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Finds the first derivative.

Differentiator<S,T,U> - Interface in com.opengamma.strata.math.impl.differentiation

Given a one-dimensional function (see Function), returns a function that calculates the gradient.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the number of dimensions of this array.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of dimensions of this matrix.

dimensions() - Method in class com.opengamma.strata.collect.array.IntArray

Gets the number of dimensions of this array.

dimensions() - Method in class com.opengamma.strata.collect.array.LongArray

Gets the number of dimensions of this array.

dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix

Gets the number of dimensions of the matrix.

dimensions() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

DirectIborCapletFloorletFlatVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor

Caplet volatilities calibration to cap volatilities.

DirectIborCapletFloorletFlatVolatilityDefinition - Class in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

DirectIborCapletFloorletFlatVolatilityDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for DirectIborCapletFloorletFlatVolatilityDefinition.

DirectIborCapletFloorletFlatVolatilityDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for DirectIborCapletFloorletFlatVolatilityDefinition.

DirectIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor

Caplet volatilities calibration to cap volatilities.

DirectIborCapletFloorletVolatilityDefinition - Class in com.opengamma.strata.pricer.capfloor

Definition of caplet volatilities calibration.

DirectIborCapletFloorletVolatilityDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor

The bean-builder for DirectIborCapletFloorletVolatilityDefinition.

DirectIborCapletFloorletVolatilityDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for DirectIborCapletFloorletVolatilityDefinition.

DIRECTION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

DIRTY - com.opengamma.strata.pricer.common.PriceType

Dirty price.

DIRTY_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the dirty price of a coupon bond.

dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.

dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price of the bond security.

dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price of the bond security with z-spread.

dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price sensitivity of the bond security.

dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price sensitivity of the bond security with z-spread.

dirtyPriceFromCleanPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.

dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond.

dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date.

dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.

dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond with z-spread.

dirtyPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the dirty price from the conventional real yield.

dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the dirty price from the standard yield.

dirtyPriceFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from yield.

dirtyPriceFromYieldAd(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from yield and its derivative wrt to the yield.

dirtyPriceSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond product.

dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.

dirtyRealPriceFromCleanRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty real price of the bond from its settlement date and clean real price.

DISCOUNT - com.opengamma.strata.product.bond.BillYieldConvention

Discount.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The discount factor, typically derived from a curve.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a discount factor - 'DiscountFactor'.

DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Discount factor linear right extrapolator for zeor rates.

DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Discount factor quadratic left extrapolator for zero rates.

discountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the discountCurrencies property.

discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the discountCurrencies property in the builder from an array of objects.

discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the currencies for which the curve provides discount rates.

discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a discount curve to the provider.

discountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the discountCurves property.

discountCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta

The meta-property for the discountCurves property.

discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the discountCurves property.

discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds discount curves to the provider.

discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the discount curves in the group, keyed by currency.

discountCurves(Map<Currency, CreditDiscountFactors>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

Sets the discounting curves.

discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the discountFactor property.

discountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta

The meta-property for the discountFactor property.

discountFactor(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the discount factor for specified year fraction.

discountFactor(double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

discountFactor(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for specified year fraction.

discountFactor(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factor applicable for a currency.

discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the discount factor for the specified date.

discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for the specified date.

discountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factors for a currency.

discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Gets the discount factors for a currency.

discountFactors(Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

DiscountFactors - Interface in com.opengamma.strata.pricer

Provides access to discount factors for a single currency.

discountFactorTimeDerivative(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Returns the discount factor derivative with respect to the year fraction or time.

discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

discountFactorWithSpread(double, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for the specified year fraction with z-spread.

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the discount factor for the specified date with z-spread.

DiscountFxForwardRates - Class in com.opengamma.strata.pricer.fx

Provides access to discount factors for currencies.

DiscountFxForwardRates.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for DiscountFxForwardRates.

DiscountIborIndexRates - Class in com.opengamma.strata.pricer.rate

An Ibor index curve providing rates from discount factors.

DiscountIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for DiscountIborIndexRates.

discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the discounting property.

discounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the discounting property.

discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the discounting property.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the method to use for discounting.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the method to use for discounting, optional with defaulting getter.

DiscountingBillProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for bill products.

DiscountingBillProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer

DiscountingBillTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for bill trades.

DiscountingBillTradePricer(DiscountingBillProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer

Creates an instance.

DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for for bond future products.

DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Creates an instance.

DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future trades.

DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Creates an instance.

DiscountingBulletPaymentTradePricer - Class in com.opengamma.strata.pricer.payment

Pricer for for bullet payment trades.

DiscountingBulletPaymentTradePricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Creates an instance.

DiscountingCapitalIndexedBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond payment periods based on a capital indexed coupon.

DiscountingCapitalIndexedBondPaymentPeriodPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Creates an instance.

DiscountingCapitalIndexedBondProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for capital indexed bond products.

DiscountingCapitalIndexedBondProductPricer(DiscountingCapitalIndexedBondPaymentPeriodPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Creates an instance.

DiscountingCapitalIndexedBondTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for for capital index bond trades.

DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Creates an instance.

DiscountingCmsLegPricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS legs by simple forward estimation.

DiscountingCmsLegPricer(DiscountingCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer

Creates an instance.

DiscountingCmsPeriodPricer - Class in com.opengamma.strata.pricer.impl.cms

Computes the price of a CMS coupon by simple forward estimation.

DiscountingCmsPeriodPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Creates an instance.

DiscountingCmsProductPricer - Class in com.opengamma.strata.pricer.cms

Computes the price of a CMS product by simple forward estimation.

DiscountingCmsProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer

Creates an instance.

DiscountingCmsTradePricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS trade by simple forward estimation.

DiscountingCmsTradePricer(DiscountingSwapProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer

Creates an instance.

DiscountingDsfProductPricer - Class in com.opengamma.strata.pricer.dsf

Pricer for for Deliverable Swap Futures (DSFs).

DiscountingDsfProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer

Creates an instance.

DiscountingDsfTradePricer - Class in com.opengamma.strata.pricer.dsf

Pricer implementation for Deliverable Swap Futures (DSFs).

DiscountingDsfTradePricer(DiscountingDsfProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer

Creates an instance.

DiscountingFixedCouponBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond payment periods based on a fixed coupon.

DiscountingFixedCouponBondPaymentPeriodPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Creates an instance.

DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for fixed coupon bond products.

DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Creates an instance.

DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for fixed coupon bond trades.

DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Creates an instance.

DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) products.

DiscountingFraProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Creates an instance.

DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) trades.

DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Creates an instance.

DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for FX non-deliverable forward (NDF) products.

DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Creates an instance.

DiscountingFxNdfTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for FX non-deliverable forward (NDF) trades.

DiscountingFxNdfTradePricer(DiscountingFxNdfProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Creates an instance.

DiscountingFxResetNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for the exchange of FX reset notionals.

DiscountingFxResetNotionalExchangePricer() - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

Creates an instance.

DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange transaction products.

DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Creates an instance.

DiscountingFxSingleTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange transaction trades.

DiscountingFxSingleTradePricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Creates an instance.

DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange swap transaction products.

DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Creates an instance.

DiscountingFxSwapTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange swap transaction trades.

DiscountingFxSwapTradePricer(DiscountingFxSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer

Creates an instance.

DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit by discounting.

DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Creates an instance.

DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit trades by discounting.

DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Creates an instance.

DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future products.

DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Creates an instance.

DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Ibor future trades.

DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Creates an instance.

DiscountingKnownAmountPaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for swap payment periods based on a known amount.

DiscountingKnownAmountPaymentPeriodPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

Creates an instance.

DiscountingNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for the exchange of notionals.

DiscountingNotionalExchangePricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

Creates an instance.

DiscountingOvernightFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Overnight rate future products.

DiscountingOvernightFutureProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer

Creates an instance.

DiscountingOvernightFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Overnight rate future trades.

DiscountingOvernightFutureTradePricer(DiscountingOvernightFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer

Creates an instance.

DiscountingPaymentPricer - Class in com.opengamma.strata.pricer

Pricer for simple payments.

DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer

Creates an instance.

discountingProvider() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the discounting provider.

discountingProvider(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Obtains a discounting provider based on the specified market data.

DiscountingRatePaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for swap payment periods based on a rate.

DiscountingRatePaymentPeriodPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

Creates an instance.

DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap legs.

DiscountingSwapLegPricer(SwapPaymentPeriodPricer<SwapPaymentPeriod>, SwapPaymentEventPricer<SwapPaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Creates an instance.

DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap products.

DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Creates an instance.

DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap trades.

DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Creates an instance.

DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of term deposit by discounting.

DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Creates an instance.

DiscountingTermDepositTradePricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of term deposit by discounting.

DiscountingTermDepositTradePricer(DiscountingTermDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer

Creates an instance.

DiscountOvernightIndexRates - Class in com.opengamma.strata.pricer.rate

An Overnight index curve providing rates from discount factors.

DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for DiscountOvernightIndexRates.

DiscreteQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

DiscreteQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.DiscreteQuantileMethod

DispatchingRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation using multiple dispatch.

DispatchingRateComputationFn(RateComputationFn<IborRateComputation>, RateComputationFn<IborInterpolatedRateComputation>, RateComputationFn<IborAveragedRateComputation>, RateComputationFn<OvernightCompoundedRateComputation>, RateComputationFn<OvernightCompoundedAnnualRateComputation>, RateComputationFn<OvernightAveragedRateComputation>, RateComputationFn<OvernightAveragedDailyRateComputation>, RateComputationFn<InflationMonthlyRateComputation>, RateComputationFn<InflationInterpolatedRateComputation>, RateComputationFn<InflationEndMonthRateComputation>, RateComputationFn<InflationEndInterpolatedRateComputation>) - Constructor for class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

Creates an instance.

DispatchingSwapPaymentEventPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for payment events using multiple dispatch.

DispatchingSwapPaymentEventPricer(SwapPaymentEventPricer<NotionalExchange>, SwapPaymentEventPricer<FxResetNotionalExchange>) - Constructor for class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

Creates an instance.

DispatchingSwapPaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.swap

Pricer implementation for payment periods using multiple dispatch.

DispatchingSwapPaymentPeriodPricer(SwapPaymentPeriodPricer<RatePaymentPeriod>, SwapPaymentPeriodPricer<KnownAmountSwapPaymentPeriod>) - Constructor for class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

Creates an instance.

distinct() - Method in class com.opengamma.strata.collect.MapStream

divide(double) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, dividing by a constant $a$ returns the function $h(x) = \frac{g(x)}{a}$.

divide(double) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Divides the polynomial by a constant value (equivalent to dividing each coefficient by this value).

divide(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the quotient of two matrices $C = \frac{A}{B} = AB^{-1}$, where $B^{-1}$ is the pseudo-inverse of $B$ i.e.

divide(DoubleFunction1D) - Method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

For a DoubleFunction1D $g(x)$, dividing by a function $f(x)$ returns the function $h(x) = \frac{g(x)}{f(x)}$.

dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with each value divided by the specified divisor.

dividedBy(double) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value.

dividedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance with each value divided by the specified divisor.

dividedBy(long) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance with each value divided by the specified divisor.

dividedBy(long) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value.

dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

dividedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

dividedBy(LongArray) - Method in class com.opengamma.strata.collect.array.LongArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

dividedBy(Decimal) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value.

dividedBy(Decimal, RoundingMode) - Method in class com.opengamma.strata.collect.Decimal

Returns a decimal value that is equal to this value divided by the specified value, with a rounding mode.

DIVIDEND_YIELD - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a dividend yield - 'DividendYield'.

DK - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DK' - Denmark.

DKCO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.

DKK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'DKK' - Danish Krone.

DKK_CIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for DKK-CIBOR.

DKK_CIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month CIBOR index.

DKK_CIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month CIBOR index.

DKK_CIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week CIBOR index.

DKK_CIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month CIBOR index.

DKK_CIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 week CIBOR index.

DKK_CIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month CIBOR index.

DKK_CIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month CIBOR index.

DKK_CIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 9 month CIBOR index.

DKK_TNR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for DKK-TNR Overnight index.

DKK_TNR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The TN index for DKK.

doFirstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate the first derivative.

doInterpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate the interpolated value.

doInterpolateFromExtrapolator(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for InterpolatorCurveExtrapolator to calculate the interpolated value.

doParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate parameter sensitivity.

DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double.

DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double[].

DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Double quadratic interpolator.

DoubleArray - Class in com.opengamma.strata.collect.array

An immutable array of double values.

DoubleArrayMath - Class in com.opengamma.strata.collect

Contains utility methods for maths on double arrays.

DoubleFunction1D - Interface in com.opengamma.strata.math.impl.function

Defines a family of functions that take real arguments and return real values.

DoubleMatrix - Class in com.opengamma.strata.collect.array

An immutable two-dimensional array of double values.

DoubleMatrix.Meta - Class in com.opengamma.strata.collect.array

The meta-bean for DoubleMatrix.

DoubleRangeLimitTransform - Class in com.opengamma.strata.math.impl.minimization

Limit transform.

DoubleRangeLimitTransform(double, double) - Constructor for class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

Creates an instance.

DoubleScenarioArray - Class in com.opengamma.strata.data.scenario

A scenario array holding one double value for each scenario.

DoubleScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for DoubleScenarioArray.

DoublesPair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of two double elements.

DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for DoublesPair.

DoublesScheduleGenerator - Class in com.opengamma.strata.pricer.credit

The Doubles schedule generator.

DoublesVectorFunctionProvider - Class in com.opengamma.strata.math.impl.function

An abstraction for anything that provides a VectorFunction for a set of data points (as Double).

DoublesVectorFunctionProvider() - Constructor for class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function

A function of three arguments that returns a value.

doubleValue() - Method in class com.opengamma.strata.collect.Decimal

Returns the equivalent double.

DOWN - com.opengamma.strata.product.option.BarrierType

Down

driftlessTheta(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward driftless theta.

DROP_OTHER - com.opengamma.strata.market.curve.CurveNodeClashAction

When a clash occurs, the other node is dropped.

DROP_THIS - com.opengamma.strata.market.curve.CurveNodeClashAction

When a clash occurs, this node is dropped.

Dsf - Class in com.opengamma.strata.product.dsf

A deliverable swap futures contract.

DSF - Static variable in class com.opengamma.strata.product.ProductType

A Dsf.

Dsf.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for Dsf.

Dsf.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for Dsf.

DsfPosition - Class in com.opengamma.strata.product.dsf

A position in a DSF.

DsfPosition.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for DsfPosition.

DsfPosition.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for DsfPosition.

DsfSecurity - Class in com.opengamma.strata.product.dsf

A security representing a deliverable swap futures security.

DsfSecurity.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for DsfSecurity.

DsfSecurity.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for DsfSecurity.

DsfTrade - Class in com.opengamma.strata.product.dsf

A trade representing a futures contract based on an interest rate swap.

DsfTrade.Builder - Class in com.opengamma.strata.product.dsf

The bean-builder for DsfTrade.

DsfTrade.Meta - Class in com.opengamma.strata.product.dsf

The meta-bean for DsfTrade.

DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>> - Class in com.opengamma.strata.measure.dsf

Perform calculations on a single DsfTrade or DsfPosition for each of a set of scenarios.

DsfTradeCalculations - Class in com.opengamma.strata.measure.dsf

Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.

DsfTradeCalculations(DiscountingDsfTradePricer) - Constructor for class com.opengamma.strata.measure.dsf.DsfTradeCalculations

Creates an instance.

dualCharm(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual charm.

dualDelta(double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless dual delta.

dualDelta(double, double, double, double, double, double, boolean) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual delta.

dualGamma(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless dual gamma.

dualGamma(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual gamma.

dualVanna(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the driftless dual vanna.

dualVanna(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the dual vanna.

DupireLocalVolatilityCalculator - Class in com.opengamma.strata.pricer.impl.volatility.local

Local volatility computation based on the exact formula.

DupireLocalVolatilityCalculator() - Constructor for class com.opengamma.strata.pricer.impl.volatility.local.DupireLocalVolatilityCalculator

duplicateResult(Measure, Measure, Map<Measure, Result<?>>) - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.

duration() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the duration property.

E

ECAG - Static variable in class com.opengamma.strata.product.common.ExchangeIds

Eurex Clearing AG.

ECC - Static variable in class com.opengamma.strata.product.common.CcpIds

European Commodity Clearing.

effectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the effectiveDate property.

effectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the effectiveDate property.

effectiveDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the effective date of the investment implied by the fixing date.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the effectiveDateOffset property.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the effectiveDateOffset property.

effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the number of days to add to the fixing date to obtain the effective date.

effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the fixing date to obtain the effective date.

effectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the effectiveEndDate property.

effectiveEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the effective protection end date of the period.

effectiveSabr(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrAd(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrAfterStart(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrAfterStartAd(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters and their derivatives from the raw SABR parameters and the times.

effectiveSabrBeforeStart(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters from the raw SABR parameters and the times.

effectiveSabrBeforeStartAd(SabrFormulaData, double, double) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

The effective SABR parameters and their derivatives from the raw SABR parameters and the times.

effectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the effectiveStartDate property.

effectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the effective protection start date of the period.

EG - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'EG' - Egypt.

EGP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EGP' - Egyptian Pound.

EigenvaluePolynomialRootFinder - Class in com.opengamma.strata.math.impl.rootfinding

The eigenvalues of a matrix $\mathbf{A}$ are the roots of the characteristic polynomial $P(x) = \mathrm{det}[\mathbf{A} - x\mathbb{1}]$.

EigenvaluePolynomialRootFinder() - Constructor for class com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinder

elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the elements from this triple as a list.

elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple

Gets the elements from this tuple as a list.

empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an empty FX matrix.

empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an empty MultiCurrencyAmount.

empty() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData

Obtains an instance containing no reference data.

empty() - Static method in interface com.opengamma.strata.basics.ReferenceData

Obtains an instance containing no reference data.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an empty set of market data configuration.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance specifying that no market data is required.

empty() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns an empty scenario definition.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider

Returns a time-series provider that returns an empty time-series for any ID.

empty() - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an empty instance with no functions.

empty() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

Obtains an empty instance with no parameters.

empty() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns an empty set of requirements.

empty() - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an empty property set.

empty() - Static method in class com.opengamma.strata.collect.MapStream

Returns an empty map stream.

empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns an empty time-series.

empty() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Obtains a market data instance that contains no data and has no scenarios.

empty() - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing no market data.

empty() - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains a market data instance that contains no data and has no scenarios.

empty() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Creates an instance with no entries.

empty() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets an empty metadata instance.

empty() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Obtains an empty instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.product.Attributes

Obtains an empty instance.

empty() - Static method in interface com.opengamma.strata.product.PortfolioItemInfo

Obtains an empty info instance.

empty() - Static method in class com.opengamma.strata.product.PositionInfo

Obtains an empty instance, with no identifier or attributes.

empty() - Static method in class com.opengamma.strata.product.SimpleAttributes

Obtains an empty instance.

empty() - Static method in class com.opengamma.strata.product.TradeInfo

Obtains an empty instance, with no values or attributes.

empty(LocalDate) - Static method in interface com.opengamma.strata.data.MarketData

Obtains an instance containing no market data.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.IntArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.LongArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.io.ArrayByteSource

An empty source.

EMPTY - Static variable in class com.opengamma.strata.collect.io.StringCharSource

An empty source.

EMPTY - Static variable in class com.opengamma.strata.collect.result.FailureItems

An empty failure list.

EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty double array.

EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty Double array.

encode(ByteSourceCodec) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

Encodes the byte source.

encodeScheme(String) - Static method in class com.opengamma.strata.basics.StandardId

Encode a string suitable for use as the scheme.

END - com.opengamma.strata.market.curve.CurveNodeDateType

Defines the end date of the trade.

END - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate

An instance defining the curve node date as the end date of the trade.

END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, adjusted to be a valid business day if necessary.

END_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

END_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

END_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the end date, which is the end of the last schedule period.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the end date of this period, used for financial calculations such as interest accrual.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the end date of the deposit.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the end date, which is the termination date of the FRA.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the end date, which is the termination date of the FRA.

endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

Sets the last date of the rate calculation period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

Sets the last date of the rate calculation period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

Sets the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

Sets the end date of the payment period.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the end date of the accrual period.

endDateAdjustment(DaysAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

Sets the days adjustment to apply to get the end date.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional business day adjustment to apply to the end date.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta

The meta-property for the endObservation property.

endpointDerivatives(double, double, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.HermiteCoefficientsProvider

endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta

The meta-property for the endSecondObservation property.

endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta

The meta-property for the endSecondObservation property.

ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate

Reducer used in a stream to ensure there is no more than one matching element.

entries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the entries property.

entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.

entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing map entries.

entriesToImmutableMap(BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing map entries which could have duplicate keys.

entry(K, V) - Static method in class com.opengamma.strata.collect.Guavate

Creates a single Map.Entry.

ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The index of this entry within the parent.

ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The type of this entry.

EnumNames<T extends Enum<T> & NamedEnum> - Class in com.opengamma.strata.collect.named

Helper that allows enum names to be created and parsed.

EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'EOM' roll convention which adjusts the date to the end of the month.

epsilon(double) - Static method in class com.opengamma.strata.math.impl.util.Epsilon

This is the Taylor expansion of $$\frac{\exp(x)-1}{x}$$ - note for $$|x| > 10^{-10}$$ the expansion is note used .

Epsilon - Class in com.opengamma.strata.math.impl.util

Taylor expansion epsilon.

epsilonP(double) - Static method in class com.opengamma.strata.math.impl.util.Epsilon

This is the Taylor expansion of the first derivative of $$\frac{\exp(x)-1}{x}$$.

epsilonPP(double) - Static method in class com.opengamma.strata.math.impl.util.Epsilon

This is the Taylor expansion of the second derivative of $$\frac{\exp(x)-1}{x}$$.

equals(Object) - Method in class com.opengamma.strata.basics.CalculationTargetList

equals(Object) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

equals(Object) - Method in class com.opengamma.strata.basics.currency.BigMoney

Checks if this money equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency

Checks if this currency equals another currency.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Checks if this currency amount equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate

equals(Object) - Method in class com.opengamma.strata.basics.currency.Money

Checks if this money equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment

equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate

equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDates

equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

equals(Object) - Method in class com.opengamma.strata.basics.date.MarketTenor

Checks if this market tenor equals another market tenor.

equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.SequenceDate

equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor

Checks if this tenor equals another tenor.

equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.ImmutableReferenceData

equals(Object) - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.index.IborIndexObservation

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.location.Country

Checks if this country equals another country.

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if this periodic frequency equals another periodic frequency.

equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

equals(Object) - Method in class com.opengamma.strata.basics.StandardId

Checks if this identifier equals another, comparing the scheme and value.

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStepSequence

equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules

equals(Object) - Method in class com.opengamma.strata.calc.Column

equals(Object) - Method in class com.opengamma.strata.calc.ColumnHeader

equals(Object) - Method in class com.opengamma.strata.calc.ImmutableMeasure

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

equals(Object) - Method in class com.opengamma.strata.calc.ReportingCurrency

equals(Object) - Method in class com.opengamma.strata.calc.Results

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResults

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTask

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTasks

equals(Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

equals(Object) - Method in class com.opengamma.strata.collect.array.IntArray

equals(Object) - Method in class com.opengamma.strata.collect.array.LongArray

equals(Object) - Method in class com.opengamma.strata.collect.BasisPoints

Checks if this instance equals another.

equals(Object) - Method in class com.opengamma.strata.collect.Decimal

equals(Object) - Method in class com.opengamma.strata.collect.FixedScaleDecimal

equals(Object) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if this CSV file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.CsvRow

Checks if this CSV file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.FileByteSource

equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Checks if this locator equals another locator.

equals(Object) - Method in class com.opengamma.strata.collect.io.SerializedValue

equals(Object) - Method in class com.opengamma.strata.collect.io.StringCharSource

equals(Object) - Method in class com.opengamma.strata.collect.io.UriByteSource

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if this element equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.Percentage

Checks if this instance equals another.

equals(Object) - Method in class com.opengamma.strata.collect.result.Failure

equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem

equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItems

equals(Object) - Method in class com.opengamma.strata.collect.result.Result

equals(Object) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Checks if this point is equal to another point.

equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple

equals(Object) - Method in class com.opengamma.strata.collect.TypedString

Checks if this type equals another.

equals(Object) - Method in class com.opengamma.strata.data.FxMatrixId

equals(Object) - Method in class com.opengamma.strata.data.FxRateId

equals(Object) - Method in class com.opengamma.strata.data.ImmutableMarketData

equals(Object) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

equals(Object) - Method in class com.opengamma.strata.data.MarketDataName

Checks if this instance equals another.

equals(Object) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

equals(Object) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows

equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts

equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CombinedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveId

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDate

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize

equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap

equals(Object) - Method in class com.opengamma.strata.market.FxRateShifts

equals(Object) - Method in class com.opengamma.strata.market.GenericDoubleShifts

equals(Object) - Method in class com.opengamma.strata.market.observable.IndexQuoteId

equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

equals(Object) - Method in class com.opengamma.strata.market.observable.Quote

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteId

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike

equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike

equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.ParameterSize

equals(Object) - Method in class com.opengamma.strata.market.param.PointShifts

equals(Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

equals(Object) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

equals(Object) - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

equals(Object) - Method in class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

equals(Object) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

equals(Object) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

equals(Object) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

equals(Object) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

equals(Object) - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

equals(Object) - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

equals(Object) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

equals(Object) - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

equals(Object) - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

equals(Object) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

equals(Object) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

equals(Object) - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

equals(Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

equals(Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

equals(Object) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

equals(Object) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

equals(Object) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

equals(Object) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

equals(Object) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

equals(Object) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

equals(Object) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

equals(Object) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

equals(Object) - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

equals(Object) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrParameters

equals(Object) - Method in class com.opengamma.strata.pricer.option.RawOptionData

equals(Object) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

equals(Object) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

equals(Object) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

equals(Object) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.product.AttributeType

Checks if this type equals another.

equals(Object) - Method in class com.opengamma.strata.product.bond.Bill

equals(Object) - Method in class com.opengamma.strata.product.bond.BillPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.BillSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BillTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.Cms

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCms

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

equals(Object) - Method in class com.opengamma.strata.product.common.CcpId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.common.ExchangeId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.credit.Cds

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndex

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsQuote

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

equals(Object) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.dsf.Dsf

equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition

equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity

equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade

equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.etd.EtdVariant

equals(Object) - Method in class com.opengamma.strata.product.etd.SplitEtdId

equals(Object) - Method in class com.opengamma.strata.product.etd.SplitEtdOption

equals(Object) - Method in class com.opengamma.strata.product.fra.Fra

equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra

equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurity

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade

equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuture

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

equals(Object) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

equals(Object) - Method in class com.opengamma.strata.product.LegalEntityId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

equals(Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary

equals(Object) - Method in class com.opengamma.strata.product.PositionInfo

equals(Object) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

equals(Object) - Method in class com.opengamma.strata.product.SecurityId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.SecurityInfo

equals(Object) - Method in class com.opengamma.strata.product.SecurityPosition

equals(Object) - Method in class com.opengamma.strata.product.SecurityPriceInfo

equals(Object) - Method in class com.opengamma.strata.product.SecurityTrade

equals(Object) - Method in class com.opengamma.strata.product.SimpleAttributes

equals(Object) - Method in class com.opengamma.strata.product.SimpleLegalEntity

equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional

equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.Swap

equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

equals(Object) - Method in class com.opengamma.strata.product.TradedPrice

equals(Object) - Method in class com.opengamma.strata.product.TradeInfo

equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings

equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults

equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals another within the specified tolerance.

equalWithTolerance(CrossGammaParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(CurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(UnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals zero within the specified tolerance.

ERROR - com.opengamma.strata.collect.result.FailureReason

An error occurred.

errorFunction(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the error function of the normal distribution; formerly named erf.

errorFunctionComplemented(double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the complementary Error function of the normal distribution; formerly named erfc.

ES - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'ES' - Spain.

ETD_FUTURE - Static variable in class com.opengamma.strata.product.ProductType

An EtdFutureSecurity.

ETD_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A EtdOptionSecurity.

ETD_SCHEME - Static variable in class com.opengamma.strata.product.etd.EtdIdUtils

Scheme used for ETDs.

EtdContractCode - Class in com.opengamma.strata.product.etd

The contract code for an Exchange Traded Derivative (ETD).

EtdContractGroupCode - Class in com.opengamma.strata.product.etd

The code for a group of ETD contracts, as defined an exchange.

EtdContractGroupId - Class in com.opengamma.strata.product.etd

An identifier for a group of ETD contracts.

EtdContractSpec - Class in com.opengamma.strata.product.etd

The contract specification defining an Exchange Traded Derivative (ETD) product.

EtdContractSpec.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdContractSpec.

EtdContractSpecBuilder - Class in com.opengamma.strata.product.etd

A builder for building instances of EtdContractSpec.

EtdContractSpecId - Class in com.opengamma.strata.product.etd

An identifier for an ETD product.

EtdExpiryType - Enum in com.opengamma.strata.product.etd

The expiry type of an Exchange Traded Derivative (ETD) product.

EtdFuturePosition - Class in com.opengamma.strata.product.etd

A position in an ETD future, where the security is embedded ready for mark-to-market pricing.

EtdFuturePosition.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdFuturePosition.

EtdFuturePosition.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdFuturePosition.

EtdFutureSecurity - Class in com.opengamma.strata.product.etd

An instrument representing an exchange traded derivative (ETD) future.

EtdFutureSecurity.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdFutureSecurity.

EtdFutureSecurity.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdFutureSecurity.

EtdFutureTrade - Class in com.opengamma.strata.product.etd

A trade representing an ETD future.

EtdFutureTrade.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdFutureTrade.

EtdFutureTrade.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdFutureTrade.

EtdIdUtils - Class in com.opengamma.strata.product.etd

A utility for generating ETD identifiers.

EtdOptionPosition - Class in com.opengamma.strata.product.etd

A position in an ETD option, where the security is embedded ready for mark-to-market pricing.

EtdOptionPosition.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdOptionPosition.

EtdOptionPosition.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdOptionPosition.

EtdOptionSecurity - Class in com.opengamma.strata.product.etd

An instrument representing an exchange traded derivative (ETD) option.

EtdOptionSecurity.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdOptionSecurity.

EtdOptionSecurity.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdOptionSecurity.

EtdOptionTrade - Class in com.opengamma.strata.product.etd

A trade representing an ETD option.

EtdOptionTrade.Builder - Class in com.opengamma.strata.product.etd

The bean-builder for EtdOptionTrade.

EtdOptionTrade.Meta - Class in com.opengamma.strata.product.etd

The meta-bean for EtdOptionTrade.

EtdOptionType - Enum in com.opengamma.strata.product.etd

The option expiry type, 'American' or 'European'.

EtdPosition - Interface in com.opengamma.strata.product.etd

A position in an ETD, where the security is embedded ready for mark-to-market pricing.

EtdSecurity - Interface in com.opengamma.strata.product.etd

An instrument representing an exchange traded derivative (ETD).

EtdSettlementType - Enum in com.opengamma.strata.product.etd

The type of an Exchange Traded Derivative (ETD) settlement.

EtdTrade - Interface in com.opengamma.strata.product.etd

A trade in an exchange traded derivative (ETD).

EtdType - Enum in com.opengamma.strata.product.etd

The type of an Exchange Traded Derivative (ETD) product, either a future or an option.

EtdVariant - Class in com.opengamma.strata.product.etd

The variant of an exchange traded derivative (ETD).

EU - Static variable in class com.opengamma.strata.basics.location.Country

The region of 'EU' - Europe (special status in ISO-3166).

EU_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".

EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EU-EXT-CPI Price index.

EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".

EUR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EUR' - Euro.

EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date.

EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-EONIA Overnight index.

EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The EONIA index for EUR.

EUR_ESTER - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Deprecated.

Use EUR_ESTR instead

EUR_ESTER - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

Deprecated.

Use EUR_ESTR instead

EUR_ESTR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-ESTR Overnight index.

EUR_ESTR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The ESTR index for EUR.

EUR_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-EURIBOR.

EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 10 years.

EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 12 years.

EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 15 years.

EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 1 year.

EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 20 years.

EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 25 years.

EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 2 years.

EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 30 years.

EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 3 years.

EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 4 years.

EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 5 years.

EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 6 years.

EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 7 years.

EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 8 years.

EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 9 years.

EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 10 years.

EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 12 years.

EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 15 years.

EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 1 year.

EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 20 years.

EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 25 years.

EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 2 years.

EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 30 years.

EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 3 years.

EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 4 years.

EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 5 years.

EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 6 years.

EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 7 years.

EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 8 years.

EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 9 years.

EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month EURIBOR index.

EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month EURIBOR index.

EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week EURIBOR index.

EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2018-12-03

EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2018-12-03

EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month EURIBOR index.

EUR_EURIBOR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs

The 'EUR-EURIBOR-3M-IMM-ICE' contract.

EUR_EURIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'EUR-EURIBOR-3M-Monthly-IMM' convention.

EUR_EURIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.

EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.

EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month EURIBOR index.

EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

Deprecated.

Not published as of 2018-12-03

EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.

EUR_FIXED_1Y_ESTR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.

EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.

EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.

EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.

EUR_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-LIBOR-3M' swap convention.

EUR_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-LIBOR-6M' swap convention.

EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.

EUR_FIXED_TERM_ESTR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.

EUR_FIXED_ZC_EU_AI_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Euro vanilla fixed vs Europe CPI swap.

EUR_FIXED_ZC_EU_EXT_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.

EUR_FIXED_ZC_FR_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Euro vanilla fixed vs France CPI swap.

EUR_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

EUR-dominated standardized credit default swap.

EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/GBP" FX Swap convention.

EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/GBP convention with 2 days spot date.

EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/JPY" FX Swap convention.

EUR_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/JPY convention with 2 days spot date.

EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-LIBOR.

EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for EUR.

EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for EUR.

EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for EUR.

EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for EUR.

EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for EUR.

EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for EUR.

EUR_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date.

EUR_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.

EUR_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.

EUR_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

EUR-dominated standardized credit default swap.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/USD" FX Swap convention.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/USD convention with 2 days spot date.

EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".

EUREX - Static variable in class com.opengamma.strata.product.common.CcpIds

Eurex.

EUROPEAN - com.opengamma.strata.product.etd.EtdOptionType

European option.

EuropeanVanillaOptionFunction - Class in com.opengamma.strata.pricer.impl.tree

European vanilla option function.

EuropeanVanillaOptionFunction.Meta - Class in com.opengamma.strata.pricer.impl.tree

The meta-bean for EuropeanVanillaOptionFunction.

EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.

evaluate(CurrencyAmount, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

evaluate(DoubleMatrix, double, double) - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

Perform the decomposition with a given symmetry and positivity threshold.

evaluate(CurrencyParameterSensitivities, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator

evaluate(CurrencyParameterSensitivity, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator

evaluate(PiecewisePolynomialResult2D, double[], double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Evaluates the function.

evaluate(PiecewisePolynomialResult2D, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

Evaluates the function.

evaluate(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function.

evaluate(PiecewisePolynomialResult, double[]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function.

evaluate(PiecewisePolynomialResult, double[][]) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function.

evaluate(Position, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator

evaluate(Security, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator

evaluate(Trade, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

evaluate(Iterable<?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Evaluates a value path against a set of results, returning the resolved result for each trade.

evaluate(Map<?, ?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

evaluate(Bean, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

evaluate(S, T) - Method in class com.opengamma.strata.math.impl.function.ParameterizedFunction

Evaluates the function.

evaluate(T, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Evaluates a token against a given object.

evaluateAndDifferentiate(PiecewisePolynomialResult, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Evaluates the function and its first derivative.

EvaluationResult - Class in com.opengamma.strata.report.framework.expression

The result of a TokenEvaluator evaluating an expression against an object.

eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency

Calculates the number of events that occur in a year.

eventsPerYearEstimate() - Method in class com.opengamma.strata.basics.schedule.Frequency

Estimates the number of events that occur in a year.

exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency

Exactly divides this frequency by another.

ExcelInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile estimator.

ExcelInterpolationQuantileMethod() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.ExcelInterpolationQuantileMethod

EXCEPTION - com.opengamma.strata.market.curve.CurveNodeClashAction

When a clash occurs, an exception is thrown.

EXCEPTION - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Extrapolator that throws an exception if extrapolation is attempted.

EXCEPTION_MESSAGE - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the message from a runtime exception.

EXCEPTION_MESSAGE_ATTRIBUTE - Static variable in class com.opengamma.strata.collect.result.FailureItem

Attribute used to store the exception message.

EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

exchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta

The meta-property for the exchangeId property.

exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder

Sets the ID of the exchange where the instruments derived from the contract specification are traded.

exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the ID of the exchange where the instruments derived from the product are traded.

ExchangeId - Class in com.opengamma.strata.product.common

An identifier for an exchange based on the ISO Market Identifier Code (MIC).

ExchangeIds - Class in com.opengamma.strata.product.common

Identifiers for common exchanges.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets ex-coupon period.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets ex-coupon period.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets ex-coupon period.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets ex-coupon period.

execute(ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Executes the task, performing calculations for the target using multiple sets of market data.

exercise(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption

Exercises the swaption into a swap at one of the optional exercise dates.

EXERCISE_DATES_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_DATES_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_DATES_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXERCISE_STYLE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXERCISE_STYLE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

exerciseDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

Sets the adjusted exercise date.

exerciseInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the exerciseInfo property.

exerciseInfo() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the exerciseInfo property.

exerciseInfo(SwaptionExercise) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the exercise information, optional.

exerciseInfo(SwaptionExerciseDates) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets the exercise information.

EXPECTED_LOSS - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures

Measure representing the expected value of protection settlement.

expectedLoss(ResolvedCdsIndex, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Calculates the expected loss of the CDS index product.

expectedLoss(ResolvedCdsIndexTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Calculates the expected loss of the underlying product.

expectedLoss(ResolvedCds, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Calculates the expected loss of the CDS product.

expectedLoss(ResolvedCdsTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Calculates the expected loss of the underlying product.

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.DiscreteQuantileMethod

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.InterpolationQuantileMethod

expectedShortfall(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Computed the expected shortfall.

expectedShortfallDetailsFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

Compute the expected shortfall and the details used in the result.

expectedShortfallFromSorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the expected shortfall.

expectedShortfallFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

expectedShortfallFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the expected shortfall.

expectedShortfallResultFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

expectedShortfallResultFromUnsorted(double, DoubleArray) - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod

Compute the expected shortfall.

expiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the expiry property.

expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

Sets the year-month of the expiry.

expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

Sets the year-month of the expiry.

expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

Sets the year-month of the expiry.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the expiry of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

Sets the expiry date-time of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

Sets the expiry date-time of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the expiry of the option.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets the expiry date-time of the option.

EXPIRY_DATE_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_DATE_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_DAY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXPIRY_DAY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXPIRY_TIME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

EXPIRY_WEEK_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Position/Security).

EXPIRY_WEEK_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Deprecated.

Use CsvLoaderColumns.

EXPIRY_ZONE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryDate property.

expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryDate property.

expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the expiry date of the option.

expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry date of the option.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the expiry date of the option.

expiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta

The meta-property for the expiryDateOffset property.

expiryDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

Sets the offset of the expiry date from the delivery date.

expiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

The meta-property for the expiryTenor property.

expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryTime property.

expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the expiry time of the option.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry time of the option.

expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryZone property.

expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the time-zone of the expiry time.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the time-zone of the expiry time.

EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing a break-down of the present value calculation on the target.

ExplainKey<T> - Class in com.opengamma.strata.market.explain

A key for the map of explanatory values.

ExplainMap - Class in com.opengamma.strata.market.explain

A map of explanatory values.

ExplainMap.Meta - Class in com.opengamma.strata.market.explain

The meta-bean for ExplainMap.

ExplainMapBuilder - Class in com.opengamma.strata.market.explain

A builder for the map of explanatory values.

explainPresentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Explains the present value of the payment.

explainPresentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Explains the present value of a single payment period.

explainPresentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Explains the present value of a single fixed coupon payment period.

explainPresentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Explains the present value of the CMS period.

explainPresentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Explains the present value of a CMS leg.

explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Explains the present value of the CMS product.

explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Explains the present value of the CMS trade.

explainPresentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Explains the present value of the FRA product.

explainPresentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Explains the present value calculation across one or more scenarios.

explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations

Explains the present value calculation for a single set of market data.

explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Explains the present value of the FRA product.

explainPresentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Explains the present value of the bullet payment product.

explainPresentValue(FxResetNotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

explainPresentValue(KnownAmountSwapPaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

explainPresentValue(NotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

explainPresentValue(RatePaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

explainPresentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Explain present value for a swap leg.

explainPresentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Explains the present value of the swap product.

explainPresentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Explains the present value calculation across one or more scenarios.

explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations

Explains the present value calculation for a single set of market data.

explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Explains the present value of the swap trade.

explainPresentValue(SwapPaymentEvent, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

explainPresentValue(SwapPaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Explains the present value of a single payment event.

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Explains the present value of a single payment period.

explainPresentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Explains the present value of a single fixed coupon payment period with z-spread.

explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Explains the present value of a single payment period with z-spread.

explainRate(IborIndexObservation, ExplainMapBuilder, Consumer<ExplainMapBuilder>) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Explains the calculation of the historic or forward rate at the specified fixing date.

explainRate(IborAveragedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

explainRate(IborInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

explainRate(IborRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

explainRate(InflationEndInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

explainRate(InflationEndMonthRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

explainRate(InflationInterpolatedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

explainRate(InflationMonthlyRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

explainRate(OvernightAveragedDailyRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

explainRate(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateComputationFn

explainRate(OvernightAveragedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

explainRate(OvernightCompoundedAnnualRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

explainRate(OvernightCompoundedRateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

explainRate(RateComputation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateComputationFn

explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn

Explains the calculation of the applicable rate.

explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the explanation as a string.

EXPONENTIAL - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Exponential extrapolator.

ExponentiallyWeightedInterpolationQuantileMethod - Class in com.opengamma.strata.math.impl.statistics.descriptive

Implementation of a quantile and expected shortfall estimator for series with exponentially weighted probabilities.

ExponentiallyWeightedInterpolationQuantileMethod(double) - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.ExponentiallyWeightedInterpolationQuantileMethod

Constructor.

EXTENDED_TRAPEZOID - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Extended trapezoid integrator name

EXTENDED_TRAPEZOID_INSTANCE - Static variable in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

ExtendedTrapezoidIntegrator1D

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount

Gets the extended enum helper.

extendedEnum() - Static method in class com.opengamma.strata.basics.date.HolidayCalendars

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.calc.Measure

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.csv.PositionCsvParserPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the extended enum helper.

ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named

Manager for extended enums controlled by code or configuration.

ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named

Maps names used by external systems to the standard name used here.

ExtendedTrapezoidIntegrator1D - Class in com.opengamma.strata.math.impl.integration

The trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid.

ExtendedTrapezoidIntegrator1D() - Constructor for class com.opengamma.strata.math.impl.integration.ExtendedTrapezoidIntegrator1D

externalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

The meta-property for the externalName property.

externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the set of groups that have external names defined.

externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Returns the complete map of external name to standard name.

externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the mapping of external names to standard names for a group.

extractFileName(CharSource) - Static method in class com.opengamma.strata.collect.io.CharSources

Extracts the file name from a source.

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the left, defaulted to 'Flat".

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the left of the leftmost point on the curve.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the extrapolator for the caplet volatilities on the left.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the left extrapolator for the SABR parameter curves.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the left extrapolator for the SABR parameters.

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the right, defaulted to 'Flat".

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the right of the rightmost point on the curve.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

Sets the extrapolator for the caplet volatilities on the right.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Sets the right extrapolator for the SABR parameter curves.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Sets the right extrapolator for the SABR parameters.

F

FAIL - com.opengamma.strata.pricer.credit.ArbitrageHandling

Fail.

failure() - Method in class com.opengamma.strata.collect.result.Result.Meta

The meta-property for the failure property.

failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result containing a failure.

failure(FailureItem) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result containing a failure item.

failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason.

failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason and message.

failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result specifying the failure reason.

failure(FailureReason, Throwable) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable with a specified reason.

failure(FailureReason, Throwable, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable with a specified reason and message.

failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result

Returns a failed result from another failed result.

failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates a result for an unsuccessful evaluation of an expression.

failure(Throwable) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable.

failure(Throwable, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by a throwable.

Failure - Class in com.opengamma.strata.collect.result

Description of a failed result.

Failure.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for Failure.

FailureAttributeKeys - Class in com.opengamma.strata.collect.result

Common attribute keys for FailureItem.getAttributes().

FailureException - Exception in com.opengamma.strata.collect.result

An exception thrown when a failure Result is encountered and the failure can't be handled.

FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException

Returns an exception wrapping a failure that couldn't be handled.

FailureItem - Class in com.opengamma.strata.collect.result

Details of a single failed item.

FailureItem.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for FailureItem.

FailureItemException - Exception in com.opengamma.strata.collect.result

An exception thrown when an exception can be represented by a FailureItem.

FailureItemException(FailureItem) - Constructor for exception com.opengamma.strata.collect.result.FailureItemException

Returns an exception wrapping the failure item.

FailureItemException(FailureReason, String, Object...) - Constructor for exception com.opengamma.strata.collect.result.FailureItemException

Returns an exception from a reason and message.

FailureItemException(FailureReason, Throwable, String, Object...) - Constructor for exception com.opengamma.strata.collect.result.FailureItemException

Returns an exception from a reason, cause and message.

FailureItemProvider - Interface in com.opengamma.strata.collect.result

Provides access to a FailureItem.

FailureItems - Class in com.opengamma.strata.collect.result

A list of failure items.

FailureItems.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for FailureItems.

FailureItemsBuilder - Class in com.opengamma.strata.collect.result

A builder for a list of failure items.

FailureReason - Enum in com.opengamma.strata.collect.result

Represents the reason why failure occurred.

failures() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta

The meta-property for the failures property.

failures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta

The meta-property for the failures property.

FAR_FX_RATE_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

FAR_PAYMENT_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (FX).

farForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the farForwardPointsId property.

farForwardPointsId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the identifier of the market data value which provides the FX forward points.

farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

The meta-property for the farLeg property.

farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

The meta-property for the farLeg property.

FastCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit

Fast credit curve calibrator.

FastCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator

Constructs a credit curve builder with the accrual-on-default formula specified.

FastCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator

Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.

FI - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FI' - Finland.

field(int) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the specified field.

fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the number of fields.

FieldName - Class in com.opengamma.strata.data

The name of a field in a market data record.

fields() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets all fields in the row.

FIGI_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes

The scheme for FIGIs, the Financial Instrument Global Identifier.

FILE_ID - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying file id.

FILE_NAME - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the name of the file that caused the error.

FILE_SUMMARY - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the file summary of the file that caused the error.

FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for file resource locators.

FileByteSource - Class in com.opengamma.strata.collect.io

A byte source implementation that obtains data from a file.

filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the zero.

filled(int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance with all entries equal to the zero.

filled(int) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance with all entries equal to the zero.

filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the same value.

filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the zero.

filled(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray

Obtains an instance with all entries equal to the same value.

filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the same value.

filled(int, long) - Static method in class com.opengamma.strata.collect.array.LongArray

Obtains an instance with all entries equal to the same value.

filter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

The meta-property for the filter property.

filter(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.runner.CalculationParameter

Filters this parameter to the specified target and measure.

filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Filters the parameters, matching only those that are applicable for the target and measure.

filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod

filter(MarketDataFilter<? extends T, ?>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

Sets the filter that decides whether the perturbation should be applied to a piece of market data.

filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Create a new time-series by filtering this one.

filter(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each key and value.

filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Returns a filtered version of this definition with no invalid nodes.

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a filtered version of this definition with no invalid nodes.

filtering(Class<R>) - Static method in class com.opengamma.strata.collect.Guavate

Function used in a stream to filter instances to a particular type.

filteringOptional() - Static method in class com.opengamma.strata.collect.Guavate

Function used in a stream to filter optionals.

filterKeys(Class<R>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream checking the type of each key.

filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each key.

filterSensitivity(DoublePredicate) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Filters the sensitivity values.

filterValues(Class<R>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream checking the type of each value.

filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each value.

FINAL_STUB_AMOUNT_CURRENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_AMOUNT_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_INTERPOLATED_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FINAL_STUB_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the finalExchange property.

finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the finalExchange property.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the final notional.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the final notional.

finalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the finalStub property.

finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the finalStub property.

finalStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the final stub, optional.

finalStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate to be used in final stub, optional.

find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an item of configuration that is the default of its type.

find(String) - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum

Finds an instance by name.

find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Finds an instance by name.

findAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Gets a double amount for the provided Ibor caplet/floorlet.

findAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Gets a currency amount for the provided Ibor caplet/floorlet.

findAny() - Method in class com.opengamma.strata.collect.MapStream

findAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes

Finds the attribute associated with the specified type.

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.etd.EtdContractSpec

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SimpleAttributes

findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo

findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds an attribute by name, or empty if not found.

findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.

findCurve(CurveName) - Method in interface com.opengamma.strata.market.curve.CurveGroup

Finds the curve with the specified name.

findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the curve with the specified name.

findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the curve with the specified name.

findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the definition for the curve with the specified name.

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.market.MarketDataView

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Finds the market data with the specified name.

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

findDefaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Tries to find a default calendar for a currency.

findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the discount curve for the currency if there is one in the group.

findDiscountCurveName(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the discount curve name for the specified currency.

findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the entry for the curve with the specified name.

findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

findFirst() - Method in class com.opengamma.strata.collect.MapStream

findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the forward curve for the index if there is one in the group.

findForwardCurveName(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the forward curve name for the specified index.

findForwardCurveNames(FloatingRateName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the forward curve names for the specified floating rate name.

findFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Finds the function that handles the specified target.

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.MarketData

Finds the market data identifiers associated with the specified name.

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Finds the market data identifiers associated with the specified name.

findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Attempts to locate a rate index by reference name.

findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds curve information of a specific type.

findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

findInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

findInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Finds surface information of a specific type.

findIssuerCurve(LegalEntityGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the issuer curve for the legal entity group and currency if there is one in the group.

findLenient(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name leniently.

findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Finds the notional on the specified date.

findParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Finds the parameter that matches the specified query type.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.Curve

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.surface.Surface

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

findParameterIndex(ParameterMetadata) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Finds the payment period applicable for the specified accrual date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Finds the period that contains the specified date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Finds the period that contains the specified date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds

Finds the period that contains the specified date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Finds the period that contains the specified date.

findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Finds the period that contains the specified date.

findRepoCurve(RepoGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the repo curve for the repo group and currency if there is one in the group.

findRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

findRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Finds the root from the specified start position.

findRoot(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

findRoot(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder

Finds the root from the specified start position.

findSection(String) - Method in class com.opengamma.strata.collect.io.IniFile

Finds a single section in this INI file.

findSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Finds a single sensitivity instance by name.

findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSeparator(CharSource) - Static method in class com.opengamma.strata.collect.io.CsvFile

Finds the separator used by the specified CSV file.

findTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Finds a sensitivity instance by type, returning empty if not found.

findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData

Finds the reference data value associated with the specified identifier.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData

Finds the market data value associated with the specified identifier.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Finds the market data value associated with the specified identifier.

findValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header.

findValue(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Finds a single value in this property set.

findValue(String, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header pattern, post processing the result.

findValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header pattern.

findValue(Pattern, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single value from the row by header pattern, post processing the result.

FiniteDifferenceSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit

Finite difference spread sensitivity calculator.

FiniteDifferenceSpreadSensitivityCalculator(AccrualOnDefaultFormula, double) - Constructor for class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator

Constructor with accrual-on-default formula and bump amount specified.

FiniteDifferenceType - Enum in com.opengamma.strata.math.impl.differentiation

Enum representing the various differencing types that can be used to estimate the gradient of a function.

first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the first property.

first(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate

Gets the first value from the iterable, returning empty if the iterable is empty.

FIRST_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIRST_REGULAR_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIRST_REGULAR_START_DATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first delivery date.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the first delivery date.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the first delivery date.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the first derivative of the curve.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Computes the first derivative of the y-value for the specified x-value.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

firstDerivative(double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Computes the gradient of the Smith-Wilson curve function at a x value.

firstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstFixingDateOffset property.

firstFixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the offset of the first fixing date from the first adjusted reset date, optional.

firstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the firstIndexValue property.

firstIndexValue(Double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the initial value of the index, optional.

firstNonEmpty(Supplier<Optional<? extends T>>...) - Static method in class com.opengamma.strata.collect.Guavate

Uses a number of suppliers to create a single optional result.

firstNonEmpty(Optional<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate

Chooses the first optional that is not empty.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first notice date.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the first notice date.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the first notice date.

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

firstPartialDerivatives(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator

Computes the partial derivatives of the surface.

firstPartialDerivatives(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the partial derivatives of the surface.

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

firstPartialDerivatives(CurrencyPair, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Computes the partial derivatives of the volatilities.

firstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstRate property.

firstRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate of the first reset period, which may be a stub, optional.

firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstRegularRate property.

firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate of the first regular reset period, optional.

firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the firstRegularStartDate property.

firstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the firstRegularStartDate property.

firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.

firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.

firstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

The meta-property for the firstStepDate property.

FIXED - com.opengamma.strata.market.curve.CurveNodeDateType

Defines a fixed date that is externally provided.

FIXED - com.opengamma.strata.product.swap.SwapLegType

A fixed rate swap leg.

FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixed rate, as defined in the contract.

FIXED_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FixedAccrualMethod - Enum in com.opengamma.strata.product.swap

The method of accruing interest on a notional amount using a fixed rate.

FixedCouponBond - Class in com.opengamma.strata.product.bond

A fixed coupon bond.

FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBond.

FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBond.

FixedCouponBondOption - Class in com.opengamma.strata.product.bond

An option on a FixedCouponBond.

FixedCouponBondOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondOption.

FixedCouponBondOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondOption.

FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A period over which a fixed coupon is paid.

FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondPaymentPeriod.

FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondPaymentPeriod.

FixedCouponBondPosition - Class in com.opengamma.strata.product.bond

A position in a fixed coupon bond.

FixedCouponBondPosition.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondPosition.

FixedCouponBondPosition.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondPosition.

FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond

A security representing a fixed coupon bond.

FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondSecurity.

FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondSecurity.

FixedCouponBondTrade - Class in com.opengamma.strata.product.bond

A trade representing a fixed coupon bond.

FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondTrade.

FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondTrade.

FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>> - Class in com.opengamma.strata.measure.bond

Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition for each of a set of scenarios.

FixedCouponBondTradeCalculations - Class in com.opengamma.strata.measure.bond

Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.

FixedCouponBondTradeCalculations(DiscountingFixedCouponBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations

Creates an instance.

FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining accrued interest calculation type for a bond security.

fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the fixedCurve property.

FixedFloatSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.

FixedFloatSwapTemplate - Interface in com.opengamma.strata.product.swap.type

A template for creating Fixed-Float swap trades.

FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Ibor swap trades.

FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Ibor swap conventions.

FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Ibor interest rate swap.

FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedIborSwapCurveNode.

FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedIborSwapCurveNode.

FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Ibor swap trades.

FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedIborSwapTemplate.

FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedIborSwapTemplate.

FixedInflationSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Inflation swap trades.

FixedInflationSwapConventions - Class in com.opengamma.strata.product.swap.type

Fixed-Inflation swap conventions.

FixedInflationSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Inflation swap.

FixedInflationSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedInflationSwapCurveNode.

FixedInflationSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedInflationSwapCurveNode.

FixedInflationSwapTemplate - Class in com.opengamma.strata.product.swap.type

An template for creating inflation swap trades.

FixedInflationSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedInflationSwapTemplate.

FixedInflationSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedInflationSwapTemplate.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the fixed leg.

FixedOvernightCompoundedAnnualRateComputation - Class in com.opengamma.strata.product.rate

Defines a known annual fixed rate of interest that follows overnight compounding.

FixedOvernightCompoundedAnnualRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for FixedOvernightCompoundedAnnualRateComputation.

FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Overnight swap conventions.

FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Overnight interest rate swap.

FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedOvernightSwapCurveNode.

FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedOvernightSwapCurveNode.

FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Overnight swap trades.

FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedOvernightSwapTemplate.

FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedOvernightSwapTemplate.

fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta

The meta-property for the fixedRate property.

fixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

Sets the fixed coupon rate.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the fixed interest rate to be paid.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the fixed rate of interest.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the fixed rate of interest.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the fixed rate of interest.

fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the fixed coupon rate.

fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the fixed coupon rate.

fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the fixed rate for the fixing date, optional.

fixedRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

Sets the fixed rate to use in the stub.

FixedRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a fixed rate swap leg.

FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FixedRateCalculation.

FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FixedRateCalculation.

FixedRateComputation - Class in com.opengamma.strata.product.rate

Defines a known fixed rate of interest.

FixedRateComputation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for FixedRateComputation.

FixedRateStubCalculation - Class in com.opengamma.strata.product.swap

Defines the rate applicable in the initial or final stub of a fixed swap leg.

FixedRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FixedRateStubCalculation.

FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the fixed leg of rate swap trades.

FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedRateSwapLegConvention.

FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedRateSwapLegConvention.

fixedScale() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

Gets the fixed scale.

FixedScaleDecimal - Class in com.opengamma.strata.collect

A decimal number based on Decimal with a fixed scale.

FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixing date.

FIXING_OFFSET_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_OFFSET_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_OFFSET_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_OFFSET_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FIXING_RELATIVE_TO_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the calendar that the index uses.

fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the date of the index fixing.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the date of the index fixing.

fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the adjustment applied to the maturity date to obtain the fixing date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the effective date to obtain the fixing date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the offset of the FX reset fixing date from each adjusted accrual date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta

The meta-property for the fixingDateOffsetDays property.

fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

The meta-property for the fixingMonth property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the base date that each fixing is made relative to, optional with defaulting getter.

fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

FixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each rate fixing is made relative to.

fixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta

The meta-property for the fixings property.

FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of historical fixing series into memory from CSV resources.

fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingTime property.

fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the fixingTime property.

fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the fixing time.

fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the fixing time.

fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingZone property.

fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the fixingZone property.

fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the fixing time-zone.

fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the time-zone of the fixing time.

FLAT - com.opengamma.strata.product.swap.CompoundingMethod

Flat compounding applies.

FLAT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Flat extrapolator.

flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.

flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the flatFloatingLeg property.

flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatMap(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream by applying a mapper function to each key and value to produce a stream of elements, and then flattening the resulting stream of streams.

flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream

flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Processes a successful result by applying a function that returns another result.

flatMap(Function<? super T, ValueWithFailures<R>>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Processes the value by applying a function that returns another result.

flatMapKeys(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key and value.

flatMapKeys(Function<? super K, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key.

flatMapToDouble(BiFunction<? super K, ? super V, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream to doubles by applying a mapper function to each key and value to produce a stream of doubles, and then flattening the resulting stream of streams.

flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapToInt(BiFunction<? super K, ? super V, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream to integers by applying a mapper function to each key and value to produce a stream of integers, and then flattening the resulting stream of streams.

flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapValues(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each key and value.

flatMapValues(Function<? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each value.

flattenMatrix(DoubleMatrix) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

for a matrix {{A_{0,0}, A_{0,1},...._A_{0,m},{A_{1,0}, A_{1,1},...._A_{1,m},...,{A_{n,0}, A_{n,1},...._A_{n,m}} flattened to a vector {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}}.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg(InflationRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the floating leg.

floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the floatingRate property.

floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the floatingRate property.

floatingRate(IborRateComputation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the floating rate of interest.

floatingRate(RateComputation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the floating rate of interest.

FloatingRate - Interface in com.opengamma.strata.basics.index

An index or group of indices used to provide floating rates, typically in interest rate swaps.

FloatingRateIndex - Interface in com.opengamma.strata.basics.index

An index used to provide floating rates, typically in interest rate swaps.

FloatingRateName - Interface in com.opengamma.strata.basics.index

A floating rate index name, such as Libor, Euribor or US Fed Fund.

FloatingRateNames - Class in com.opengamma.strata.basics.index

Constants and implementations for commonly used Floating rate names.

FloatingRateType - Enum in com.opengamma.strata.basics.index

The type of a floating rate index.

FloatRateSwapLegConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.

FLOOR - com.opengamma.strata.product.common.CapFloor

Floor.

floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta

The meta-property for the floorlet property.

floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the floorlet property.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

Sets the optional floorlet strike.

floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional floorlet strike.

FLOORLET - com.opengamma.strata.product.cms.CmsPeriodType

CMS floorlet.

floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the floorSchedule property.

floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the floorSchedule property.

floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the floor schedule, optional.

floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the floor schedule, optional.

FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Following' convention which adjusts to the next business day.

forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray

Applies an action to each value in the array.

forEach(IntIntConsumer) - Method in class com.opengamma.strata.collect.array.IntArray

Applies an action to each value in the array.

forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Applies an action to each value in the matrix.

forEach(IntLongConsumer) - Method in class com.opengamma.strata.collect.array.LongArray

Applies an action to each value in the array.

forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Performs an action for each entry in the stream, passing the key and value to the action.

forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an action to each pair in the time series.

forEachLine(Consumer<? super String>) - Method in class com.opengamma.strata.collect.io.BeanCharSource

forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forecast value.

forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the forecastValue property.

forecastValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the forecast value of the payment.

forecastValue(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the forecast value of a single payment period.

forecastValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the forecast value of a single fixed coupon payment period.

forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value of the FRA product.

forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value of the FRA trade.

forecastValue(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

forecastValue(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

forecastValue(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

forecastValue(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value of the swap leg.

forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value of the swap product.

forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value of the swap trade.

forecastValue(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

forecastValue(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the forecast value of a single payment event.

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the forecast value of a single payment period.

forecastValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the forecast value of the payment.

forecastValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Calculates the forecast value sensitivity of a single payment period.

forecastValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer

Calculates the forecast value sensitivity of a single fixed coupon payment period.

forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value sensitivity of the FRA product.

forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value sensitivity of the FRA trade.

forecastValueSensitivity(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingFxResetNotionalExchangePricer

forecastValueSensitivity(KnownAmountSwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingKnownAmountPaymentPeriodPricer

forecastValueSensitivity(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingNotionalExchangePricer

forecastValueSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DiscountingRatePaymentPeriodPricer

forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value sensitivity of the swap leg.

forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value sensitivity of the swap product.

forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value sensitivity of the swap trade.

forecastValueSensitivity(SwapPaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentEventPricer

forecastValueSensitivity(SwapPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.swap.DispatchingSwapPaymentPeriodPricer

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer

Calculates the forecast value sensitivity of a single payment event.

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer

Calculates the forecast value sensitivity of a single payment period.

format(double) - Method in class com.opengamma.strata.collect.NumberFormatter

Formats a double using this formatter.

format(int, RoundingMode) - Method in class com.opengamma.strata.collect.Decimal

Formats the decimal to exactly the specified number of decimal places, specifying the rounding mode.

format(long) - Method in class com.opengamma.strata.collect.NumberFormatter

Formats a long using this formatter.

format(String, Object) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting a single argument.

format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting arguments.

format(T) - Method in class com.opengamma.strata.collect.named.EnumNames

Creates a standard Strata mixed case name from an enum-style constant.

FORMAT - Static variable in class com.opengamma.strata.collect.result.FailureAttributeKeys

The attribute for specifying the format associated with the error.

formatAtLeast(int) - Method in class com.opengamma.strata.collect.Decimal

Formats the decimal to at least the specified number of decimal places.

FormatCategory - Enum in com.opengamma.strata.report.framework.format

Defines categories of data types.

formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a piece of data for display.

formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for use in a CSV file.

formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for display.

FormatSettings<T> - Class in com.opengamma.strata.report.framework.format

Contains formatting settings for a specific type.

FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format

The meta-bean for FormatSettings.

FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format

Provides and caches format settings across types.

FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider

Creates an instance.

formattedDouble(double) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Returns a value formatted as a double.

formattedPercentage(double) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils

Returns a value formatted as a percentage.

formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the formatter property.

formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a value into a string.

formatWithAttributes(String, Object...) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting named arguments, returning the implied attribute map.

forward() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta

The meta-property for the forward property.

FORWARD - com.opengamma.strata.math.impl.differentiation.FiniteDifferenceType

Forward differencing

FORWARD_FX_RATE - Static variable in class com.opengamma.strata.measure.Measures

Measure representing the forward FX rate of the calculation target.

FORWARD_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forward rate.

FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a forward rate - 'ForwardRate'.

FORWARD_RATE_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The end date used to calculate the forward rate.

FORWARD_RATE_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The start date used to calculate the forward rate.

forwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the forwardCurves property.

forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the forward curves in the group, keyed by index.

ForwardFxIndexRates - Class in com.opengamma.strata.pricer.fx

Provides access to rates for an FX index.

ForwardFxIndexRates.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for ForwardFxIndexRates.

forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates the forward FX rate across one or more scenarios.

forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Calculates the forward FX rate for a single set of market data.

forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates the forward FX rate across one or more scenarios.

forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Calculates the forward FX rate for a single set of market data.

forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingleBarrierOption, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingleBarrierOptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxVanillaOption, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxVanillaOptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer

Calculates the forward exchange rate.

forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the forward exchange rate point sensitivity.

forwardFxRatePointSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the forward exchange rate point sensitivity.

forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Calculates the sensitivity of the forward exchange rate to the spot rate.

forwardFxRateSpotSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer

Calculates the sensitivity of the forward exchange rate to the spot rate.

ForwardIborAveragedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on the average of multiple fixings of a single Ibor floating rate index.

ForwardIborAveragedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateComputationFn

Creates an instance.

ForwardIborInterpolatedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for rate based on the weighted average of the fixing on a single date of two Ibor indices.

ForwardIborInterpolatedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateComputationFn

Creates an instance.

ForwardIborRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for an Ibor index.

ForwardIborRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborRateComputationFn

Creates an instance.

ForwardInflationEndInterpolatedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for rate based on the weighted average of fixings of a single price index.

ForwardInflationEndInterpolatedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndInterpolatedRateComputationFn

Creates an instance.

ForwardInflationEndMonthRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a price index.

ForwardInflationEndMonthRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationEndMonthRateComputationFn

Creates an instance.

ForwardInflationInterpolatedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for rate based on the weighted average of fixings of a single price index.

ForwardInflationInterpolatedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateComputationFn

Creates an instance.

ForwardInflationMonthlyRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a price index.

ForwardInflationMonthlyRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateComputationFn

Creates an instance.

ForwardOvernightAveragedDailyRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for an averaged daily rate for a single Overnight index.

ForwardOvernightAveragedDailyRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedDailyRateComputationFn

Creates an instance.

ForwardOvernightAveragedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.

ForwardOvernightAveragedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateComputationFn

Creates an instance.

ForwardOvernightCompoundedAnnualRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on a single overnight index that is compounded using an annual rate.

ForwardOvernightCompoundedAnnualRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedAnnualRateComputationFn

Creates an instance.

ForwardOvernightCompoundedRateComputationFn - Class in com.opengamma.strata.pricer.impl.rate

Rate computation implementation for a rate based on a single overnight index that is compounded.

ForwardOvernightCompoundedRateComputationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateComputationFn

Creates an instance.

forwardRate(IborCapletFloorletPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer

Computes the forward rate for the Ibor caplet/floorlet.

forwardRate(CmsPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.cms.DiscountingCmsPeriodPricer

Computes the forward rate associated to the swap underlying the CMS period.

forwardRate(ResolvedSwaption, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Provides the forward rate.

forwardRate(ResolvedSwaption, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Provides the forward rate.

forwardRate(ResolvedSwaption, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer

Provides the forward rate.

forwardRate(ResolvedSwaptionTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer

Provides the forward rate.

forwardRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

forwardRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

forwardRates(ResolvedIborCapFloorLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor leg.

forwardRates(ResolvedIborCapFloor, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor.

forwardRates(ResolvedIborCapFloorTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor trade.

forwardRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

FpmlDocument - Class in com.opengamma.strata.loader.fpml

Provides data about the whole FpML document and parse helper methods.

FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument

Creates an instance, based on the specified element.

FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml

Loader of trade data in FpML format.

FpmlParseException - Exception in com.opengamma.strata.loader.fpml

Exception thrown when parsing FpML.

FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a message.

FpmlParseException(String, Object...) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a message template.

FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml

Pluggable FpML trade parser.

FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml

Finds the party representing "us" in FpML.

FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml

Pluggable FpML trade information parser.

FR - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FR' - France.

FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for FR-EXT-CPI Price index.

FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for France, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".

Fra - Class in com.opengamma.strata.product.fra

A forward rate agreement (FRA).

FRA - Static variable in class com.opengamma.strata.product.ProductType

A Fra.

FRA_DISCOUNTING_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FRA_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

The measure for ResolvedFraTrade using par rate discounting.

FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedFraTrade using par spread discounting.

FRA_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

The measure for FraTrade using present value discounting.

Fra.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for Fra.

Fra.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for Fra.

FraConvention - Interface in com.opengamma.strata.product.fra.type

A market convention for forward rate agreement (FRA) trades.

FraConventions - Class in com.opengamma.strata.product.fra.type

Market standard FRA conventions.

FraCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Forward Rate Agreement (FRA).

FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FraCurveNode.

FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FraCurveNode.

FraDiscountingMethod - Enum in com.opengamma.strata.product.fra

A convention defining how to discount Forward Rate Agreements (FRAs).

FRANCE_CD - com.opengamma.strata.product.bond.BillYieldConvention

France CD: interest at maturity.

FraTemplate - Class in com.opengamma.strata.product.fra.type

A template for creating a forward rate agreement (FRA) trade.

FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type

The bean-builder for FraTemplate.

FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type

The meta-bean for FraTemplate.

FraTrade - Class in com.opengamma.strata.product.fra

A trade in a forward rate agreement (FRA).

FraTrade.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for FraTrade.

FraTrade.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for FraTrade.

FraTradeCalculationFunction - Class in com.opengamma.strata.measure.fra

Perform calculations on a single FraTrade for each of a set of scenarios.

FraTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculationFunction

Creates an instance.

FraTradeCalculations - Class in com.opengamma.strata.measure.fra

Calculates pricing and risk measures for forward rate agreement (FRA) trades.

FraTradeCalculations(DiscountingFraTradePricer) - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculations

Creates an instance.

freedom - Variable in class com.opengamma.strata.math.impl.cern.ChiSquare

freedom - Variable in class com.opengamma.strata.math.impl.cern.StudentT

frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the frequency property.

frequency() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta

The meta-property for the frequency property.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the regular periodic frequency to use.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the periodic frequency used when building the schedule.

frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the frequency of the bond payments.

frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the frequency of the bond payments.

Frequency - Class in com.opengamma.strata.basics.schedule

A periodic frequency used by financial products that have a specific event every so often.

FREQUENCY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.

FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Friday/Saturday weekends.

from(double[]) - Method in class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

Produces a vector function that depends in some way on the given data points.

from(double[]) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunctionProvider

Produces a VectorFunction which builds a ParameterizedCurve from the input vector (treated as curve parameters), then samples the curve at the smaplePoints, to produce the output vector.

from(ByteSource) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from another byte source.

from(CharSource) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from another char source.

from(CheckedSupplier<? extends InputStream>) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from an input stream.

from(CheckedSupplier<? extends Reader>) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a Reader.

from(Attributes) - Static method in class com.opengamma.strata.product.SimpleAttributes

Obtains an instance from another instance, copying the attributes.

from(PortfolioItemInfo) - Static method in class com.opengamma.strata.product.PositionInfo

Obtains an instance based on the supplied info.

from(PortfolioItemInfo) - Static method in class com.opengamma.strata.product.TradeInfo

Obtains an instance based on the supplied info.

from(SecurityId) - Static method in class com.opengamma.strata.product.etd.SplitEtdId

Obtains an instance from a security identifier.

from(InputStream) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from an input stream.

from(InputStream, int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from an input stream, specifying the expected size.

from(Double[]) - Method in class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

from(Readable) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a Readable.

from(Throwable) - Static method in class com.opengamma.strata.collect.result.Failure

Creates a failure from the throwable.

from(Throwable) - Static method in class com.opengamma.strata.collect.result.FailureItem

Creates a failure item from the throwable.

from(Function<Double, Double>) - Static method in interface com.opengamma.strata.math.impl.function.DoubleFunction1D

Converts a Function<Double, Double> into a DoubleFunction1D.

from(List<Double>) - Method in class com.opengamma.strata.math.impl.function.DoublesVectorFunctionProvider

from(List<T>) - Method in interface com.opengamma.strata.math.impl.function.VectorFunctionProvider

Produces a vector function that maps from some 'model' parameters to values at the sample points.

from(T[]) - Method in interface com.opengamma.strata.math.impl.function.VectorFunctionProvider

Produces a vector function that maps from some 'model' parameters to values at the sample points.

FROM_FIXING_SERIES - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The flag to indicate that the that the observed value is from a fixing time-series.

fromBase64(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from a base-64 encoded string.

fromBasisPoints(BasisPoints) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from a basis points value, where 70bps will create an instance representing 0.7%.

fromBytes(byte[], Charset) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a byte array.

fromBytesUtf8(byte[]) - Static method in class com.opengamma.strata.collect.io.StringCharSource

Obtains an instance from a UTF-8 byte array.

fromDecimalForm(double) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 70bps.

fromDecimalForm(double) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 0.7%.

fromDecimalForm(Decimal) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 70bps.

fromDecimalForm(Decimal) - Static method in class com.opengamma.strata.collect.Percentage

Obtains an instance from mathematical decimal form, where 0.007 will create an instance representing 0.7%.

fromHex(String) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource

Obtains an instance from a hex encoded string, sometimes referred to as base-16.

fromInternalKnots(double[], int) - Static method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Generate a set of knots capable of supporting the given degree of basis functions.

fromKnots(double[], int) - Static method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Generate a set of knots capable of supporting the given degree of basis functions.

fromPercentage(Percentage) - Static method in class com.opengamma.strata.collect.BasisPoints

Obtains an instance from a percentage, where 0.7% will create an instance representing 70bps.

fromStoredForm(Object) - Method in class com.opengamma.strata.product.AttributeType

Converts from the stored form.

fromUniform(double, double, int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Generate knots uniformly in the range xa and xb and knots outside this range to support the basis functions on the edge of the range.

FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Paris, France, with code 'FRPA'.

full(int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth full sequence date on or after the input date.

full(Period, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth full sequence date on or after the input date once the minimum period is added.

full(YearMonth) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the next full sequence date on or after the start of the specified month.

full(YearMonth, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate

Obtains an instance that selects the nth full sequence date on or after the start of the specified month.

function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Function interface.

FunctionRequirements - Class in com.opengamma.strata.calc.runner

Specifies the market data required for a function to perform a calculation.

FunctionRequirements.Builder - Class in com.opengamma.strata.calc.runner

The bean-builder for FunctionRequirements.

FunctionRequirements.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for FunctionRequirements.

functions() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the functions property.

FunctionUtils - Class in com.opengamma.strata.calc.runner

Static utility methods useful when writing calculation functions.

FUTURE - com.opengamma.strata.product.etd.EtdType

A future.

FUTURE_VALUE_NOTIONAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

futureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the futureExpiryDate property.

futureId(ExchangeId, EtdContractCode, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils

Creates an identifier for an ETD future instrument.

FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.option

The style of premium for an option on a futures contract.

futurePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futurePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futuresConvexityFactor(HullWhiteOneFactorPiecewiseConstantParameters, double, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the future convexity factor used in future pricing.

futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor for the specified period at the future reference date.

futuresConvexityFactorAdjoint(HullWhiteOneFactorPiecewiseConstantParameters, double, double, double) - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

Calculates the future convexity factor and its derivatives with respect to the model volatilities.

futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor and its derivative for the specified period at the future reference date.

futureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the futureValueNotional property.

futureValueNotional(FutureValueNotional) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the future value notional.

FutureValueNotional - Class in com.opengamma.strata.product.swap

A future value notional amount for a fixed swap leg.

FutureValueNotional.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FutureValueNotional.

FutureValueNotional.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FutureValueNotional.

fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the first array to the matching index in the second array within a tolerance.

fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the array to zero within a tolerance.

fx(CurrencyAmount, CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils

Converts an FX exchange to a string.

FX_NDF - Static variable in class com.opengamma.strata.product.ProductType

A FxNdf.

FX_RATE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header.

FX_RESET_INDEX_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_INITIAL_NOTIONAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_ADJ_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_ADJ_CNV_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_CAL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_OFFSET_DAYS_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_RESET_RELATIVE_TO_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

FX_SINGLE - Static variable in class com.opengamma.strata.product.ProductType

A FxSingle.

FX_SINGLE_BARRIER_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A FxSingleBarrierOption.

FX_SWAP - Static variable in class com.opengamma.strata.product.ProductType

A FxSwap.

FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

The calibrator for ResolvedFxSwapTrade using par spread discounting.

FX_VANILLA_OPTION - Static variable in class com.opengamma.strata.product.ProductType

A FxVanillaOption.

FxConvertible<R> - Interface in com.opengamma.strata.basics.currency

Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.

fxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta

The meta-property for the fxForwardRates property.

fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the forward FX rates for a currency pair.

FxForwardRates - Interface in com.opengamma.strata.pricer.fx

Provides access to rates for a currency pair.

FxForwardSensitivity - Class in com.opengamma.strata.pricer.fx

Point sensitivity to a forward rate of an FX rate for a currency pair.

FxForwardSensitivity.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for FxForwardSensitivity.

FxIndex - Interface in com.opengamma.strata.basics.index

An index of foreign exchange rates.

FxIndexObservation - Class in com.opengamma.strata.basics.index

Information about a single observation of an FX index.

FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for FxIndexObservation.

fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an FX index.

FxIndexRates - Interface in com.opengamma.strata.pricer.fx

Provides access to rates for an FX index.

FxIndexSensitivity - Class in com.opengamma.strata.pricer.fx

Point sensitivity to a forward rate of an FX rate for an FX index.

FxIndexSensitivity.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for FxIndexSensitivity.

FxIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard foreign exchange indices.

FxMatrix - Class in com.opengamma.strata.basics.currency

A matrix of foreign exchange rates.

FxMatrix.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxMatrix.

FxMatrixBuilder - Class in com.opengamma.strata.basics.currency

A mutable builder class for FxMatrix.

FxMatrixId - Class in com.opengamma.strata.data

Identifies the market data for an FX matrix.

FxNdf - Class in com.opengamma.strata.product.fx

A Non-Deliverable Forward (NDF).

FxNdf.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdf.

FxNdf.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdf.

FxNdfTrade - Class in com.opengamma.strata.product.fx

A trade in a Non-Deliverable Forward (NDF).

FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdfTrade.

FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdfTrade.

FxNdfTradeCalculationFunction - Class in com.opengamma.strata.measure.fx

Perform calculations on a single FxNdfTrade for each of a set of scenarios.

FxNdfTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction

Creates an instance.

FxNdfTradeCalculations - Class in com.opengamma.strata.measure.fx

Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.

FxNdfTradeCalculations(DiscountingFxNdfTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculations

Creates an instance.

FxNdfTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV file format for FxNdf trades.

FxOptionMarketData - Interface in com.opengamma.strata.measure.fxopt

Market data for FX options.

FxOptionMarketDataLookup - Interface in com.opengamma.strata.measure.fxopt

The lookup that provides access to FX options volatilities in market data.

FxOptionProduct - Interface in com.opengamma.strata.product.fx

A foreign exchange product that is an option.

FxOptionScenarioMarketData - Interface in com.opengamma.strata.measure.fxopt

Market data for FX options, used for calculation across multiple scenarios.

FxOptionSensitivity - Class in com.opengamma.strata.pricer.fxopt

Point sensitivity to an implied volatility for a FX option model.

FxOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for FxOptionSensitivity.

FxOptionTrade - Interface in com.opengamma.strata.product.fx

A foreign exchange option trade such as a FxVanillaOptionTrade.

FxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt

Volatilities for pricing FX options.

FxOptionVolatilitiesDefinition - Class in com.opengamma.strata.measure.fxopt

The definition of how to build FX option volatilities.

FxOptionVolatilitiesDefinition.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for FxOptionVolatilitiesDefinition.

FxOptionVolatilitiesId - Class in com.opengamma.strata.pricer.fxopt

An identifier used to access FX option volatilities by name.

FxOptionVolatilitiesMarketDataFunction - Class in com.opengamma.strata.measure.fxopt

Market data function that builds FX option volatilities.

FxOptionVolatilitiesMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

FxOptionVolatilitiesName - Class in com.opengamma.strata.pricer.fxopt

The name of a set of FX option volatilities.

FxOptionVolatilitiesNode - Class in com.opengamma.strata.measure.fxopt

A node in the configuration specifying how to build FX option volatilities.

FxOptionVolatilitiesNode.Builder - Class in com.opengamma.strata.measure.fxopt

The bean-builder for FxOptionVolatilitiesNode.

FxOptionVolatilitiesNode.Meta - Class in com.opengamma.strata.measure.fxopt

The meta-bean for FxOptionVolatilitiesNode.

FxOptionVolatilitiesSpecification - Interface in com.opengamma.strata.measure.fxopt

The specification of how to build FX option volatilities.

FxProduct - Interface in com.opengamma.strata.product.fx

A foreign exchange product, such as an FX forward, FX spot or FX option.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns the FX rate for the specified currency pair and scenario index.

fxRate(Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the FX rate for the specified currency pair and scenario index.

FxRate - Class in com.opengamma.strata.basics.currency

A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.

FxRate.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxRate.

FxRateConfig - Class in com.opengamma.strata.measure.fx

Configuration defining how to create FxRate instances from observable market data.

FxRateConfig.Builder - Class in com.opengamma.strata.measure.fx

The bean-builder for FxRateConfig.

FxRateConfig.Meta - Class in com.opengamma.strata.measure.fx

The meta-bean for FxRateConfig.

fxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the fxRateId property.

fxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the fxRateId property.

fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the identifier used to obtain the FX rate market value, defaulted from the template.

fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the identifier used to obtain the FX rate market value, defaulted from the template.

FxRateId - Class in com.opengamma.strata.data

Identifies the market data for an FX rate.

FxRateLookup - Interface in com.opengamma.strata.calc.runner

The lookup that provides access to FX rates in market data.

FxRateMarketDataFunction - Class in com.opengamma.strata.measure.fx

Function which builds FxRate instances from observable market data.

FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fx.FxRateMarketDataFunction

fxRateProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the FX rate provider.

fxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta

The meta-property for the fxRateProvider property.

fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the fxRateProvider property.

fxRateProvider(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the FX rate provider for the specified scenario index.

fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Sets the FX rate provider.

fxRateProvider(MarketData) - Method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an FX rate provider based on the specified market data.

fxRateProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Obtains an FX rate provider based on the specified market data.

FxRateProvider - Interface in com.opengamma.strata.basics.currency

A provider of FX rates.

FxRateScenarioArray - Class in com.opengamma.strata.data.scenario

A set of FX rates between two currencies containing rates for multiple scenarios.

FxRateScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for FxRateScenarioArray.

FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of FX rates into memory from CSV resources.

FxRateShifts - Class in com.opengamma.strata.market

A perturbation that applies different shifts to an FX rate.

FxRateShifts.Meta - Class in com.opengamma.strata.market

The meta-bean for FxRateShifts.

fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the fxReset property.

fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the fxReset property.

fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the FX reset definition, optional.

fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the FX reset definition, optional.

FxReset - Class in com.opengamma.strata.product.swap

An FX rate conversion for the notional amount of a swap leg.

FxReset.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxReset.

FxResetCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of an FX rate conversion for the notional amount of a swap leg.

FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxResetCalculation.

FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetCalculation.

FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each FX reset fixing is made relative to.

FxResetNotionalExchange - Class in com.opengamma.strata.product.swap

An exchange of notionals between two counterparties where FX reset applies.

FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetNotionalExchange.

fxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta

The meta-property for the fxResetObservation property.

fxResetObservation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

Sets the FX reset definition, optional.

FxSingle - Class in com.opengamma.strata.product.fx

A single foreign exchange, such as an FX forward or FX spot.

FxSingle.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingle.

FxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt

FX (European) single barrier option.

FxSingleBarrierOption.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxSingleBarrierOption.

FxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxSingleBarrierOption.

FxSingleBarrierOptionMethod - Enum in com.opengamma.strata.measure.fxopt

The method to use for pricing FX single barrier options.

FxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt

A trade in an FX single barrier option.

FxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxSingleBarrierOptionTrade.

FxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxSingleBarrierOptionTrade.

FxSingleBarrierOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt

Perform calculations on an FX single barrier option trade for each of a set of scenarios.

FxSingleBarrierOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction

Creates an instance.

FxSingleBarrierOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt

Calculates pricing and risk measures for FX single barrier option trades.

FxSingleBarrierOptionTradeCalculations(BlackFxSingleBarrierOptionTradePricer, ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations

Creates an instance.

FxSingleBarrierOptionTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV files format for FX Single Barrier Option trades.

FxSingleTrade - Class in com.opengamma.strata.product.fx

A foreign exchange trade, such as an FX forward or FX spot.

FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSingleTrade.

FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingleTrade.

FxSingleTradeCalculationFunction - Class in com.opengamma.strata.measure.fx

Perform calculations on a single FxSingleTrade for each of a set of scenarios.

FxSingleTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction

Creates an instance.

FxSingleTradeCalculations - Class in com.opengamma.strata.measure.fx

Calculates pricing and risk measures for single FX trades.

FxSingleTradeCalculations(DiscountingFxSingleTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculations

Creates an instance.

FxSwap - Class in com.opengamma.strata.product.fx

An FX swap.

FxSwap.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwap.

FxSwapConvention - Interface in com.opengamma.strata.product.fx.type

A market convention for FX Swap trades.

FxSwapConventions - Class in com.opengamma.strata.product.fx.type

Market standard FX swap conventions.

FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an FX Swap.

FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FxSwapCurveNode.

FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FxSwapCurveNode.

FxSwapTemplate - Class in com.opengamma.strata.product.fx.type

A template for creating an FX swap trade.

FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type

The bean-builder for FxSwapTemplate.

FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type

The meta-bean for FxSwapTemplate.

FxSwapTrade - Class in com.opengamma.strata.product.fx

A trade in an FX swap.

FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSwapTrade.

FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwapTrade.

FxSwapTradeCalculationFunction - Class in com.opengamma.strata.measure.fx

Perform calculations on a single FxSwapTrade for each of a set of scenarios.

FxSwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction

Creates an instance.

FxSwapTradeCalculations - Class in com.opengamma.strata.measure.fx

Calculates pricing and risk measures for FX swap trades.

FxSwapTradeCalculations(DiscountingFxSwapTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculations

Creates an instance.

FxTrade - Interface in com.opengamma.strata.product.fx

A foreign exchange trade, such as an FX forward, FX spot or FX option.

FxVanillaOption - Class in com.opengamma.strata.product.fxopt

A vanilla FX option.

FxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxVanillaOption.

FxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxVanillaOption.

FxVanillaOptionMethod - Enum in com.opengamma.strata.measure.fxopt

The method to use for pricing FX vanilla options.

FxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt

A trade in a vanilla FX option.

FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt

The bean-builder for FxVanillaOptionTrade.

FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt

The meta-bean for FxVanillaOptionTrade.

FxVanillaOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt

Perform calculations on an FX vanilla option trade for each of a set of scenarios.

FxVanillaOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction

Creates an instance.

FxVanillaOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt

Calculates pricing and risk measures for FX vanilla option trades.

FxVanillaOptionTradeCalculations(BlackFxVanillaOptionTradePricer, VannaVolgaFxVanillaOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations

Creates an instance.

FxVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.fxopt

Surface node metadata for a surface node with a specific time to expiry and strike.

FxVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.fxopt

The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.

G

gamma(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the integral from zero to x of the gamma probability density function.

gamma(double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackFormulaRepository

Computes the forward driftless gamma.

gamma(double, double, double, double, double, double) - Static method in class com.opengamma.strata.pricer.impl.option.BlackScholesFormulaRepository

Computes the spot gamma.

gamma(double, double, double, double, PutCall) - Static method in class com.opengamma.strata.pricer.impl.option.NormalFormulaRepository

Computes the gamma.

gamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer

Calculates the gamma of the FX barrier option product.

gamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer

Calculates the gamma of the foreign exchange vanilla option product.

Gamma - Class in com.opengamma.strata.math.impl.cern

Gamma distribution; math definition, definition of gamma function and animated definition.

Gamma(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.cern.Gamma

Constructs a Gamma distribution.

gammaComplemented(double, double, double) - Static method in class com.opengamma.strata.math.impl.cern.Probability

Returns the integral from x to infinity of the gamma probability density function:

GammaDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The Gamma distribution is a continuous probability distribution with cdf $$ \begin{align*} F(x)=\frac{\gamma\left(k, \frac{x}{\theta}\right)}{\Gamma(k)} \end{align*} $$ and pdf $$ \begin{align*} f(x)=\frac{x^{k-1}e^{-\frac{x}{\theta}}}{\Gamma{k}\theta^k} \end{align*} $$ where $k$ is the shape parameter and $\theta$ is the scale parameter.

GammaDistribution(double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

GammaDistribution(double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

GammaFunction - Class in com.opengamma.strata.math.impl.function.special

The gamma function is a generalization of the factorial to complex and real numbers.

GammaFunction() - Constructor for class com.opengamma.strata.math.impl.function.special.GammaFunction

gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product.

gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product based on the price of the underlying future.

gap(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.math.impl.interpolation.SmithWilsonCurveFunction

Computes the gap from the UFR at x value.

GaussHermiteQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Hermite quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-\infty}^{\infty} e^{-x^2} g(x) dx \end{align*} $$ The weights and abscissas are generated by GaussHermiteWeightAndAbscissaFunction.

GaussHermiteQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D

GaussHermiteWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Hermite quadrature.

GaussHermiteWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussHermiteWeightAndAbscissaFunction

GaussianQuadratureData - Class in com.opengamma.strata.math.impl.integration

Class holding the results of calculations of weights and abscissas by QuadratureWeightAndAbscissaFunction.

GaussianQuadratureData(double[], double[]) - Constructor for class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

GaussianQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Class that performs integration using Gaussian quadrature.

GaussianQuadratureIntegrator1D(int, QuadratureWeightAndAbscissaFunction) - Constructor for class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

Creates an instance.

GaussJacobiQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Jacobi quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} (1 - x)^\alpha (1 + x)^\beta f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussJacobiWeightAndAbscissaFunction.

GaussJacobiQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D

GaussJacobiWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Jacobi quadrature.

GaussJacobiWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction

Creates an instance.

GaussJacobiWeightAndAbscissaFunction(double, double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction

Creates an instance.

GaussLaguerreQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Laguerre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{0}^{\infty} e^{-x}f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLaguerreWeightAndAbscissaFunction.

GaussLaguerreQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

Creates an instance.

GaussLaguerreQuadratureIntegrator1D(int, double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

Creates an instance.

GaussLaguerreWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Laguerre quadrature.

GaussLaguerreWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction

Creates an instance.

GaussLaguerreWeightAndAbscissaFunction(double) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction

Creates an instance.

GaussLegendreQuadratureIntegrator1D - Class in com.opengamma.strata.math.impl.integration

Gauss-Legendre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLegendreWeightAndAbscissaFunction.

GaussLegendreQuadratureIntegrator1D(int) - Constructor for class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D

GaussLegendreWeightAndAbscissaFunction - Class in com.opengamma.strata.math.impl.integration

Class that generates weights and abscissas for Gauss-Legendre quadrature.

GaussLegendreWeightAndAbscissaFunction() - Constructor for class com.opengamma.strata.math.impl.integration.GaussLegendreWeightAndAbscissaFunction

GB - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GB' - United Kingdom.

GB_BUMP_DMO - com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

UK BUMP/DMO method.

GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".

GB_IL_BOND - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

The UK real yield convention.

GB_IL_FLOAT - com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

The UK real yield convention.

GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GB-RPI Price index.

GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".

GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".

GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.

GBP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'GBP' - British pound.

GBP_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.

GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.

GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.

GBP_FIXED_3M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-3M-LIBOR-3M' swap convention.

GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-6M-LIBOR-6M' swap convention.

GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.

GBP_FIXED_ZC_GB_HCIP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

Deprecated.

Use FixedInflationSwapConventions.GBP_FIXED_ZC_GB_HICP.

GBP_FIXED_ZC_GB_HICP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

GBP vanilla fixed vs UK HICP swap.

GBP_FIXED_ZC_GB_RPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

GBP vanilla fixed vs UK RPI swap.

GBP_FIXED_ZC_GB_RPIX - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

GBP vanilla fixed vs UK RPIX swap.

GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/JPY" FX Swap convention.

GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/JPY convention with 2 days spot date.

GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GBP-LIBOR.

GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 10 years.

GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 12 years.

GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 15 years.

GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 1 year.

GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 20 years.

GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 25 years.

GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 2 years.

GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 30 years.

GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 3 years.

GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 4 years.

GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 5 years.

GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 6 years.

GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 7 years.

GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 8 years.

GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 9 years.

GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for GBP.

GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for GBP.

GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for GBP.

GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for GBP.

GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for GBP.

GBP_LIBOR_3M_EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.

GBP_LIBOR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs

The 'GBP-LIBOR-3M-IMM-ICE' contract.

GBP_LIBOR_3M_JPY_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-JPY-LIBOR-3M' swap convention.

GBP_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'GBP-LIBOR-3M-Monthly-IMM' convention.

GBP_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

The 'GBP-LIBOR-3M-Quarterly-IMM' convention.

GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.

GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for GBP.

GBP_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.

GBP_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.

GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GBP-SONIA Overnight index.

GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SONIA index for GBP.

GBP_SONIA_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 10 years.

GBP_SONIA_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 12 years.

GBP_SONIA_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 15 years.

GBP_SONIA_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 1 year.

GBP_SONIA_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 20 years.

GBP_SONIA_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 25 years.

GBP_SONIA_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 2 years.

GBP_SONIA_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 30 years.

GBP_SONIA_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 3 years.

GBP_SONIA_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 4 years.

GBP_SONIA_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 5 years.

GBP_SONIA_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 6 years.

GBP_SONIA_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 7 years.

GBP_SONIA_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 8 years.

GBP_SONIA_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP SONIA Swap Rates 1100 for tenor of 9 years.

GBP_SONIA_1M_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-1M-ICE' contract.

GBP_SONIA_1M_IMM_LCH - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-1M-IMM-LCH' contract.

GBP_SONIA_3M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-3M-IMM-CME' contract.

GBP_SONIA_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-3M-IMM-ICE' contract.

GBP_SONIA_3M_IMM_LCH - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

The 'GBP-SONIA-3M-IMM-LCH' contract.

GBP_SONIA_OIS_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions

The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.

GBP_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

GBP-dominated standardized credit default swap.

GBP_US_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

GBP-dominated standardized credit default swap.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/USD" FX Swap convention.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/USD convention with 2 days spot date.

GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".

gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the gearing property.

gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the gearing property.

gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the gearing property.

gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the gearing property.

gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the gearing multiplier, defaulted to 1.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the gearing multiplier, optional.

GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The gearing, that the rate is multiplied by.

GEARING_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderColumns

CSV header (Swap).

GeneralizedExtremeValueDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

The generalized extreme value distribution is a family of continuous probability distributions that combines the Gumbel (type I), Fréchet (type II) and Weibull (type III) families of distributions.

GeneralizedExtremeValueDistribution(double, double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Creates an instance.

GeneralizedLeastSquare - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Generalized least square method.

GeneralizedLeastSquare() - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquare

Creates an instance.

GeneralizedLeastSquareResults<T> - Class in com.opengamma.strata.math.impl.statistics.leastsquare

Generalized least square calculator.

GeneralizedLeastSquareResults(List<Function<T, Double>>, double, DoubleArray, DoubleMatrix) - Constructor for class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

Creates an instance.

GeneralizedLeastSquaresRegression - Class in com.opengamma.strata.math.impl.regression

GeneralizedLeastSquaresRegression() - Constructor for class com.opengamma.strata.math.impl.regression.GeneralizedLeastSquaresRegression

GeneralizedParetoDistribution - Class in com.opengamma.strata.math.impl.statistics.distribution

Calculates the Pareto distribution.

GeneralizedParetoDistribution(double, double, double) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Creates an instance.

GeneralizedParetoDistribution(double, double, double, RandomEngine) - Constructor for class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Creates an instance.

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteWeightAndAbscissaFunction

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreWeightAndAbscissaFunction

generate(int) - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreWeightAndAbscissaFunction

generate(int) - Method in interface com.opengamma.strata.math.impl.integration.QuadratureWeightAndAbscissaFunction

generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator

Generates a rates provider from a set of parameters.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator

Generates a rates provider from a set of parameters and calibration information.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator

Generates a rates provider from a set of parameters and calibration information.

generate(BasisFunctionKnots, int) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

Generate the i^th basis function

generate(List<String>, List<AsciiTableAlignment>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.AsciiTable

Generates the ASCII table.

generateSet(BasisFunctionKnots) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

Generate a set of b-splines with a given polynomial degree on the specified knots.

generateSet(BasisFunctionKnots[]) - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

Generate a set of N-dimensional b-splines as the produce of 1-dimensional b-splines with a given polynomial degree.

genericClass(Class<T>) - Static method in class com.opengamma.strata.collect.Guavate

Returns a generified Class instance.

GenericDoubleShifts - Class in com.opengamma.strata.market

A perturbation that applies different shifts to a double value.

GenericDoubleShifts.Meta - Class in com.opengamma.strata.market

The meta-bean for GenericDoubleShifts.

GenericImpliedVolatiltySolver - Class in com.opengamma.strata.pricer.impl.option

Finds an implied volatility (a parameter that put into a model gives the market pirce of an option) for any option pricing model that has a 'volatility' parameter.

GenericImpliedVolatiltySolver(Function<Double, double[]>) - Constructor for class com.opengamma.strata.pricer.impl.option.GenericImpliedVolatiltySolver

Creates an instance.

GenericImpliedVolatiltySolver(Function<Double, Double>, Function<Double, Double>) - Constructor for class com.opengamma.strata.pricer.impl.option.GenericImpliedVolatiltySolver

Creates an instance.

GenericSecurity - Class in com.opengamma.strata.product

A generic security, defined in terms of the value of each tick.

GenericSecurity.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurity.

GenericSecurityPosition - Class in com.opengamma.strata.product

A position in a security, where the security is embedded ready for mark-to-market pricing.

GenericSecurityPosition.Builder - Class in com.opengamma.strata.product

The bean-builder for GenericSecurityPosition.

GenericSecurityPosition.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurityPosition.

GenericSecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security

Perform calculations on a single GenericSecurityPosition for each of a set of scenarios.

GenericSecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction

Creates an instance.

GenericSecurityTrade - Class in com.opengamma.strata.product

A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.

GenericSecurityTrade.Builder - Class in com.opengamma.strata.product

The bean-builder for GenericSecurityTrade.

GenericSecurityTrade.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurityTrade.

GenericSecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security

Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.

GenericSecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction

Creates an instance.

GenericSecurityTradeCsvPlugin - Class in com.opengamma.strata.loader.csv

Handles the CSV file format for Generic Security trades.

GenericSecurityTradeCsvPlugin() - Constructor for class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

GenericVolatilitySurfacePeriodParameterMetadata - Class in com.opengamma.strata.pricer.common

Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.

GenericVolatilitySurfacePeriodParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common

The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.

GenericVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.common

Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.

GenericVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common

The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.

GeometricMeanCalculator - Class in com.opengamma.strata.math.impl.statistics.descriptive

Calculates the geometric mean of a series of data.

GeometricMeanCalculator() - Constructor for class com.opengamma.strata.math.impl.statistics.descriptive.GeometricMeanCalculator

get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier

Gets a result.

get() - Method in class com.opengamma.strata.collect.result.Result

Returns the result value if calculated successfully, empty if a failure occurred.

get(int) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Gets the amount at the specified index.

get(int) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the amount at the specified index.

get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the value at the specified index in this array.

get(int) - Method in class com.opengamma.strata.collect.array.IntArray

Gets the value at the specified index in this array.

get(int) - Method in class com.opengamma.strata.collect.array.LongArray

Gets the value at the specified index in this array.

get(int) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

get(int) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

get(int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns the FX rate for a scenario.

get(int) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a MultiCurrencyAmount at the specified index.

get(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Gets the value at the specified scenario index.

get(int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

get(int, int) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column index.

get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the value at the specified row and column in this matrix.

get(int, int, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column index, casting the result to a known type.

get(int, ColumnName) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column name.

get(int, ColumnName, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column name, casting the result to a known type.

get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets a value by key.

get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an item of configuration that is the default of its type.

get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

get(String) - Method in class com.opengamma.strata.calc.Column.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

get(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

get(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

get(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

get(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

get(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder

get(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder

get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder

get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

get(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

get(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction.Builder

get(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

get(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

get(String) - Method in class com.opengamma.strata.product.bond.Bill.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder

get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder

get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder

get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder

get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Deprecated.

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

get(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder

get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder

get(String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder

get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets the value associated with the specified date.

get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Gets the value associated with the specified date.

get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor

Gets the value of the specified unit.

get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the value of the specified unit.

getAbscissas() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

getAbsoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

Gets the absolute tolerance for the root finder.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.

getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the accrual end date.

getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the accrual end date.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

Gets the accrual factor.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the method of accruing Overnight interest.

getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the method of accruing Overnight interest.

getAccrualMethod() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the method of accruing Overnight interest.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the accrual method using the fixed rate, defaulted to 'None'.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer

Gets the accrual-on-default formula used in this pricer.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer

Gets the accrual-on-default formula used in this pricer.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Obtains the accrual-on-default formula.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer

Gets the accrual-on-default formula used in this pricer.

getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer

Gets the accrual-on-default formula used in this pricer.

getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual periods that combine to form the payment period.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the accrual period schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the accrual schedule.

getAccrualSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg

Gets the accrual period schedule.

getAccrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Gets the accrual start.

getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the accrual start date.

getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the accrual start date.

getAction() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Gets the action to perform if a clash occurs.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the additional spread added to the fixed rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the addition convention to apply.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the addition convention to apply.

getAdjustedRSquared() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the business day adjustment that is to be applied to the unadjusted date.

getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDates

Gets the business day adjustment that is to be applied to the unadjusted dates.

getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the adjustment representing the change that occurs at each step.

getAdjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets the shift type applied to the unadjusted value and the adjustment.

getAdjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Gets the shift type applied to the unadjusted value and the adjustment.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAlpha() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the alpha parameter.

getAlphaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the alpha (volatility level) curve.

getAlphaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the alpha (volatility level) surface.

getAmount() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the amount of the payment.

getAmount() - Method in class com.opengamma.strata.basics.currency.BigMoney

Deprecated.

Use BigMoney.getValue()

getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the amount of the currency.

getAmount() - Method in class com.opengamma.strata.basics.currency.Money

Deprecated.

Use Money.getValue()

getAmount() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).

getAmount() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).

getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the known amount schedule.

getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the notional amount.

getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the CurrencyAmount for the specified currency, throwing an exception if not found.

getAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Gets a double amount for the provided Ibor caplet/floorlet.

getAmount(IborCapletFloorletPeriod) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Gets a currency amount for the provided Ibor caplet/floorlet.

getAmountOrZero(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the CurrencyAmount for the specified currency, returning zero if not found.

getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of currency amounts.

getAmounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Gets the currency amounts, one per scenario.

getAmounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Gets the multi-currency amounts, one per scenario.

getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts

Gets the leg amounts.

getAmounts() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

Gets the map of Ibor caplet/floorlet periods to the double amount.

getAmounts() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

Gets the map of Ibor caplet/floorlet periods to the currency amount.

getAmounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

Gets the amounts, identified by legal entity ID.

getArbitrageHandling() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Obtains the arbitrage handling.

getAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes

Gets the attribute associated with the specified type.

getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets an attribute by name, throwing an exception if not found.

getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the attributes.

getAttributes() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the attributes associated with this failure.

getAttributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the attributes.

getAttributes() - Method in class com.opengamma.strata.product.PositionInfo

Gets the position attributes.

getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the security attributes.

getAttributes() - Method in class com.opengamma.strata.product.SimpleAttributes

Gets the attributes.

getAttributes() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade attributes.

getAttributeTypes() - Method in interface com.opengamma.strata.product.Attributes

Gets the attribute types that are available.

getAttributeTypes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

getAttributeTypes() - Method in interface com.opengamma.strata.product.PortfolioItemInfo

getAttributeTypes() - Method in class com.opengamma.strata.product.PositionInfo

getAttributeTypes() - Method in class com.opengamma.strata.product.SecurityInfo

getAttributeTypes() - Method in class com.opengamma.strata.product.SimpleAttributes

getAttributeTypes() - Method in class com.opengamma.strata.product.TradeInfo

getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country

Obtains the set of available countries.

getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency

Obtains the set of configured currencies.

getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Obtains the set of configured currency pairs.

getB() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Gets the scale parameter.

getBarrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets the barrier description.

getBarrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets the barrier description.

getBarrierLevel() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the constant barrier level.

getBarrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Gets the barrier level.

getBarrierLevel(int) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

getBarrierLevel(LocalDate) - Method in interface com.opengamma.strata.product.option.Barrier

Obtains the barrier level for a given observation date.

getBarrierLevel(LocalDate) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

getBarrierType() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the barrier type.

getBarrierType() - Method in interface com.opengamma.strata.product.option.Barrier

Obtains the barrier type.

getBarrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Gets the barrier type.

getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the base currency of the pair.

getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the base currency, positive if receiving, negative if paying.

getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the discount factors for the base currency of the currency pair.

getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the payment in the base currency, positive if receiving, negative if paying.

getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the payment in the base currency, positive if receiving, negative if paying.

getBaseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the base curve.

getBeta() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the beta parameter.

getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the beta (elasticity) curve.

getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the beta (elasticity) curve.

getBetaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the beta (elasticity) curve.

getBetas() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getBetaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the beta (elasticity) surface.

getBondPricer() - Method in class com.opengamma.strata.pricer.bond.BlackFixedCouponBondOptionPricer

Gets the bond pricer.

getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.MinimumBracketer

getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.minimization.ParabolicMinimumBracketer

getBracketedPoints(Function<Double, Double>, double, double) - Method in class com.opengamma.strata.math.impl.rootfinding.BracketRoot

Gets the bracketed roots.

getBracketedPoints(Function<Double, Double>, double, double, double, double) - Method in class com.opengamma.strata.math.impl.rootfinding.BracketRoot

Gets the bracketed roots.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the business day adjustment to apply.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the business day adjustment to apply to the start and end date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the business day adjustment to apply to the start date, end date and accrual schedule.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the business day adjustment to apply to the delivery date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment to apply to payment schedule dates.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the business day adjustment to apply to the start and end date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the business day adjustment to apply to the reference date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the business day adjustment to apply to the reference date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the business day adjustment to apply, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the business day adjustment to apply to each reset date.

getBuySell() - Method in class com.opengamma.strata.product.credit.Cds

Gets whether the CDS is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets whether the CDS index is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets whether the CDS is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets whether the CDS index is buy or sell.

getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets whether the term deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.fra.Fra

Gets whether the FRA is buy or sell.

getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the byte source to access the resource.

getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the interest rate accrual calculation.

getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the interest rate accrual calculation.

getCalculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the calculation functions.

getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the calculation results.

getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the calendar that defines holidays and business days.

getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that defines the meaning of a day when performing the addition.

getCalibrator() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Gets the calibrator.

getCalibrator() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Gets the curve calibrator.

getCalibrator() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer

Obtains the calibrator.

getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

Gets the Ibor cap/floor leg of the product.

getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Gets the Ibor cap/floor leg of the product.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional caplet strike.

getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the periodic payments based on the successive observed values of an Ibor index.

getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the cap schedule, optional.

getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the cap schedule, optional.

getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flow by index.

getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flows.

getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the category of this type.

getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the type of the throwable that caused the failure, not present if it wasn't caused by a throwable.

getCDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

Calculates CDF.

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

Returns the cumulative distribution function for a value

getCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

Returns the cumulative distribution function for a value

getCDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution

Returns the cumulative distribution function for a value

getCdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the CDS index identifier.

getCdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the CDS index identifier.

getCdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the CDS index identifier.

getCells() - Method in class com.opengamma.strata.calc.Results

Gets the grid of results, stored as a flat list.

getCells() - Method in class com.opengamma.strata.calc.runner.CalculationResults

Gets the calculated cells.

getCells() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the cells to be calculated.

getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource using UTF-8.

getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource specifying the character set.

getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets a child element by index.

getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child element with the specified name, throwing an exception if not found or more than one.

getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements.

getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements matching the specified name.

getChiSq() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

Gets the Chi-square of the fit.

getChiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

Gets the chi-square value.

getCleanStrikePrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the clean price at which the option can be exercised, in decimal form.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the CMS leg of the product.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms

Gets the CMS leg of the product.

getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the periodic payments based on the successive observed values of a swap index.

getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the type of the CMS period.

getCode() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the three letter ISO code.

getCode() - Method in class com.opengamma.strata.basics.date.MarketTenor

Gets the market tenor code.

getCode() - Method in class com.opengamma.strata.basics.location.Country

Gets the two letter ISO code.

getCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Gets the contract group code, as defined by the exchange.

getCode() - Method in enum com.opengamma.strata.product.etd.EtdOptionType

Gets the short code for the type.

getCode() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType

Gets the short code for the type.

getCode() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the short code that describes the variant.

getCode3Char() - Method in class com.opengamma.strata.basics.location.Country

Gets the ISO-3166-1 alpha-3 three letter country code.

getCoeff() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getCoefficients() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

Gets the coefficients of this polynomial.

getCoefficientSensitivity(int) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

Access _coeffSense for the i-th interval.

getCoefficientSensitivityAll() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

Access _coeffSense.

getCoefMatrix() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _coefMatrix.

getCoefs() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _coefMatrix.

getColumnCount() - Method in class com.opengamma.strata.calc.Results

Gets the number of columns in the results.

getColumnCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of columns in the report table.

getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the column headers.

getColumnHeaders() - Method in interface com.opengamma.strata.report.Report

Gets the report column headers.

getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the column index of the value in the results grid.

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the column index of the cell in the results grid.

getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the keys corresponding to the columns.

getColumns() - Method in class com.opengamma.strata.calc.Results

Gets the column headers.

getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the columns that will be calculated.

getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the columns contained in the results.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the report columns, which may contain information required for formatting.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

Gets the columns in the report.

getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Gets the type of the data in each report column.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the compounding method to use when there is more than one accrual period, default is 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the condition number of the matrix.

getCondition(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the condition number of the matrix.

getConditionNumber() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the condition number of the matrix.

getConditionNumber() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the condition number of the matrix.

getConstraintFunction(NonLinearParameterTransforms) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the constraint function.

getContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element content.

getContractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.

getContractCode() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.

getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the size of each contract.

getContractSpec() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the underlying contract specification.

getContractSpec() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Gets the underlying contract specification.

getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the ID of the contract specification from which this security is derived.

getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the ID of the contract specification from which this security is derived.

getContractSpecId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the ID of the contract specification from which this security is derived.

getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the convention used to the adjust the date if it does not fall on a business day.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the swap convention that the volatilities are to be used for.

getConvention() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the convention of the swap for which the data is valid.

getConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate

Gets the market convention of the credit default swap.

getConvention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

Gets the market convention of the credit default swap.

getConvention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Gets the market convention of the credit default swap.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the underlying Ibor fixing deposit convention.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the underlying term deposit convention.

getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the underlying FRA convention.

getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the underlying FX Swap convention.

getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Deprecated.

Use IborFutureTemplate.getContractSpec()

getConvention() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate

The market convention of the associated swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the market convention of the swap.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the conversion factor for each bond in the basket.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the conversion factor for each bond in the basket.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the conversion factor for each bond in the basket.

getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the counter currency of the pair.

getCounterCurrency() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Get the counter currency of the underlying FX transaction.

getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the counter currency, positive if receiving, negative if paying.

getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the discount factors for the counter currency of the currency pair.

getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the payment in the counter currency, positive if receiving, negative if paying.

getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the payment in the counter currency, positive if receiving, negative if paying.

getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo

Gets the counterparty identifier, optional.

getCountry() - Method in interface com.opengamma.strata.product.LegalEntity

Gets the country that the legal entity is based in.

getCountry() - Method in class com.opengamma.strata.product.SimpleLegalEntity

Gets the country that the legal entity is based in.

getCovariance() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

Gets the estimated covariance matrix of the standard errors in the fitting parameters.

getCreditLegalEntities() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the set of pairs of legal entity ID and currency that credit curves are provided for.

getCreditMarketDataIds(StandardId, Currency) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the identifiers used to obtain the credit curve for the pair of legal entity ID and currency.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Returns the set of currencies held within this matrix.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of stored currencies.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the set of currencies for which this object contains values.

getCurrencies() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the set of currencies for which this object contains values.

getCurrencies() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the currencies of the item.

getCurrency() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the currency of the payment.

getCurrency() - Method in class com.opengamma.strata.basics.currency.BigMoney

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.Money

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the currency of the payment.

getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRate

Gets the associated currency.

getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the currency of the index.

getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the currency of the floating rate.

getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the currency of the Ibor index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the currency of the Overnight index.

getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the currency of the Ibor index.

getCurrency() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the currency of the result.

getCurrency() - Method in class com.opengamma.strata.calc.ReportingCurrency

Gets the currency if the type is 'Specific'.

getCurrency() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve currency.

getCurrency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the currency of the point sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the currency for which the data is valid.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

getCurrency() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

Gets the currency of the amounts.

getCurrency() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the currency.

getCurrency() - Method in interface com.opengamma.strata.pricer.DiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.product.bond.Bill

getCurrency() - Method in class com.opengamma.strata.product.bond.BillPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.BillSecurity

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the currency of the underlying fixed coupon bonds.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the currency that the future is traded in.

getCurrency() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the currency of the payment resulting from the period.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

The currency of the underlying bond.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Returns the currency of the bill.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Obtains the currency of the underlying fixed coupon bonds.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Returns the bond option currency.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the currency of the leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the currency of the leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.credit.Cds

Gets the currency of the CDS.

getCurrency() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the currency of the CDS index.

getCurrency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the currency.

getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the currency.

getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Get the currency of the CDS.

getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the currency of the CDS.

getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the primary currency.

getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the currency of the underlying swap.

getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfPosition

getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

getCurrency() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the currency of the underlying swap.

getCurrency() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the currency of the position.

getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the currency of the trade.

getCurrency() - Method in class com.opengamma.strata.product.fra.Fra

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.GenericSecurity

getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the currency of the trade.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the currency that the future is traded in, defaulted from the index if not set.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the currency that the option is traded in.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the currency that the future is traded in, defaulted from the index if not set.

getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the currency of this payment.

getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Gets the currency of this payment.

getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the currency of the Ibor index.

getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct

Gets the currency that the security is traded in.

getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

Gets the currency of the position.

getCurrency() - Method in interface com.opengamma.strata.product.Security

Gets the currency that the security is traded in.

getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the currency that the security is traded in.

getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the payment currency.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the currency of the swap leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the currency of the event.

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the currency of the swap leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the primary currency of the swap leg.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the payment currency of the leg.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent

Gets the currency of the payment resulting from the event.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the currency of the payment resulting from the period.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the leg currency.

getCurrency() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the currency of the convention.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets the currency of the leg from the index.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the currency of the swaption.

getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the currency of the swaption.

getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the currency pair of the index.

getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the currency pair of the FX index.

getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the currency pair for which the shifts are applied.

getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the currencyPair.

getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the currency pair.

getCurrencyPair() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the currency pair that the rates are for.

getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the currency pair for which the sensitivity is computed.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the currency pair that the volatilities are for.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the currency pair for which the sensitivity is presented.

getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the currency pair for which the data is valid.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the currency pair that describes the node.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxNdf

getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.FxProduct

Gets the currency pair that the FX trade is based on, in conventional order.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the currency pair in conventional order.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the currency pair of the template.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the currency pair associated with the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the currency pair of the template.

getCurve() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

Gets the Black volatility curve.

getCurve() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

Gets the normal volatility curve.

getCurve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Gets the Black volatility curve.

getCurve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the underlying forward curve.

getCurve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Gets the underlying curve.

getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of curves.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets definitions which specify how the curves are calibrated.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the curve group name.

getCurveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Gets the metadata for the curve.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the curve name.

getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the curve name.

getCurveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve nodes.

getCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Returns a map containing all the curves, keyed by curve name.

getCurves(CurveGroupName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Returns a map containing all the curves, keyed by curve identifier.

getCurveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve valuation date.

getCutOffStrike() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

Gets the cut-off strike.

getCutOffStrike() - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Returns the cut-off strike.

getCutOffStrike() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the cut-off strike.

getData() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the data.

getData() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

Gets the map of tenor to option data.

getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the cashflow data table.

getData() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the calculation results.

getData(Tenor) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

Gets the raw option data for a given tenor.

getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Alpha parameters to the raw data used for calibration.

getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Alpha parameters to the raw data used for calibration.

getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Alpha parameters to the raw data used for calibration.

getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Beta parameters to the raw data used for calibration.

getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Beta parameters to the raw data used for calibration.

getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Beta parameters to the raw data used for calibration.

getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Nu parameters to the raw data used for calibration.

getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Nu parameters to the raw data used for calibration.

getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Nu parameters to the raw data used for calibration.

getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Rho parameters to the raw data used for calibration.

getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the sensitivity of the Rho parameters to the raw data used for calibration.

getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the sensitivity of the Rho parameters to the raw data used for calibration.

getDataType() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the type of the raw data.

getDate() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the date that the payment is made.

getDate() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the date that the payment is made.

getDate() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the date of the schedule period boundary at which the change occurs.

getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the date.

getDate() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Gets the node date if the type is 'Fixed'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in interface com.opengamma.strata.market.param.DatedParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the date that the payment is made.

getDateCode() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the optional date code, populated for Weekly and Daily.

getDateDefinition() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets an explicit list of exercise dates.

getDateOrder() - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the date order rules that apply to this node within the curve.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates

Gets an explicit list of exercise dates.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the sequence of dates that the future is based on.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the sequence of dates that the future is based on.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the sequence of dates that the future is based on.

getDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the day count convention of the index.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the day count convention of the index, which is '1/1'.

getDayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the day count.

getDayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the dayCount.

getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the day count convention used for the expiry.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the day count to measure the time.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Gets the day count to use.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the day count to measure the time in the expiry dimension.

getDayCount() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Obtains day count convention.

getDayCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getDayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the day count convention used for the expiry.

getDayCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the day count convention used for the expiry.

getDayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the day count used to calculate the expiry year fraction.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the day count to use.

getDayCount() - Method in class com.opengamma.strata.product.bond.Bill

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the day count of the period.

getDayCount() - Method in class com.opengamma.strata.product.credit.Cds

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.fra.Fra

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the day count convention applicable.

getDayCount() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the day count of the convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

Gets the number of days in the calculation period.

getDayOfMonth() - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the day-of-month that the roll convention implies.

getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the number of days to be added.

getDecomposition(String) - Static method in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Given a name, returns an instance of that decomposition method.

getDecompositionName(Decomposition<?>) - Static method in class com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Given a decomposition method, returns its name.

getDefaultFixedLegDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the default day count convention for the associated fixed leg.

getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the default day count convention for the associated fixed leg.

getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the default day count convention for the associated fixed leg.

getDefaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Gets the default local time.

getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

Gets the default underlying parameter.

getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

Gets the default underlying parameter.

getDefaultTenor() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets a default tenor applicable for this floating rate.

getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException

Gets the invalid schedule definition.

getDeformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the deformation function.

getDegree() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

the polynomial degree of the basis functions.

getDegrees() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Gets the number of degrees of freedom.

getDegreesOfFreedom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Gets the degrees of freedom.

getDegreesOfFreedom() - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the basket of deliverable bonds.

getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the basket of deliverable bonds.

getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the basket of deliverable bonds.

getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the delivery date.

getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the delivery date.

getDelta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the delta of the different data points.

getDelta() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets delta values.

getDeltaFull() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Computes full delta for all strikes including put delta absolute value.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the period between the start date and the end date.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the period between the start date and the end date.

getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivative of the variable with respect to an input.

getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the derivative function.

getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the derivative function.

getDerivativeMatrix(double[], int, boolean) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Get the kth order finite difference derivative matrix, D_k(x), for a non-uniform set of points.

getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivatives of the variable with respect to some inputs.

getDescription() - Method in interface com.opengamma.strata.collect.named.Described

Gets the human-readable described of the instance.

getDescription() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the human readable description of the product.

getDescription() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the description of the item.

getDescription() - Method in class com.opengamma.strata.product.ProductType

Gets the human-readable description of the type.

getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the detachment date.

getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the detachment date.

getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

getDeterminant() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult

Return the determinant of the matrix.

getDeterminant() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Return the determinant of the matrix.

getDeterminant() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Return the determinant of the matrix.

getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the determinant of the matrix.

getDeterminant(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the determinant of the matrix.

getDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

getDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Direct access to Diagonal Data.

getDifferenceMatrix(int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

get the k^th order difference matrix, D, which acts on a vector, x, of length m to produce the k^th order difference vector.

getDiffNorm() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getDimensions() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _dim.

getDirection(DoubleMatrix, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianDirectionFunction

getDirection(DoubleMatrix, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.JacobianDirectionFunction

getDirection(DoubleMatrix, DoubleArray) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderDirectionFunction

getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the currencies for which the curve provides discount rates.

getDiscountCurrencies() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the set of currencies that discount factors are provided for.

getDiscountCurrencies() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the set of currencies that discount factors are provided for.

getDiscountCurrencies() - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the set of currencies that discount factors are provided for.

getDiscountCurrencies() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getDiscountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the discount curves in the group, keyed by currency.

getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the discount curves, defaulted to an empty map.

getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the discount factor.

getDiscountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the discount factor.

getDiscountFactorAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains discount factor between the i-th layer to the (i+1)-th layer.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Gets the underlying discount factor curve.

getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Gets the underlying discount factor curve.

getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra

Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the method to use for discounting.

getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the method to use for discounting, providing a default result if no override specified.

getDiscountMarketDataIds(Currency) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the identifiers used to obtain the discount factors for the specified currency.

getDiscountMarketDataIds(Currency) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the identifiers used to obtain the discount factors for the specified currency.

getDof() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getDuration() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the underlying duration.

getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the earliest date contained in this time-series.

getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the earliest date contained in this time-series.

getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the effective date of the investment implied by the fixing date.

getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the effective date of the investment implied by the fixing date.

getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the effective date.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEffectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the effective protection end date of the period.

getEffectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the effective protection start date of the period.

getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the end date, which is the end of the last schedule period.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the end date of this period, used for financial calculations such as interest accrual.

getEndDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the end date of the period.

getEndDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the end date of the product.

getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the end date of the product.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

Gets the end date.

getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the last date of the rate calculation period.

getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the last date of the rate calculation period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the accrual end date of the swap.

getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the accrual end date of the swap.

getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the accrual end date of the leg.

getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the end date of the period.

getEndDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the days adjustment to apply to get the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the business day adjustment to apply to the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

Gets the observation at the end.

getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the observation for interpolation at the end.

getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation for interpolation at the end.

getEntries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the configuration for building the curves in the group.

getEntry(int...) - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Gets the entry for the indices.

getError() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the measurement error of the option data.

getEta() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the eta parameters.

getEventPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Gets the underlying leg pricer.

getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Gets the exchange identifier.

getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the ID of the exchange where the instruments derived from the product are traded.

getExchangeId() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the ID of the exchange where the instruments derived from the product are traded.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets ex-coupon period.

getExerciseDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Gets the adjusted exercise date.

getExerciseInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the exercise information.

getExerciseInfo() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the exercise information, optional.

getExpiries() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getExpiries() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the expiries associated with the volatility term.

getExpiries() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the expiry values.

getExpiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the time to expiry associated with the data.

getExpiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the time to expiry of the option as a year fraction.

getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the expiry of the option.

getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the year-month of the expiry.

getExpiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the year-month of the expiry.

getExpiry() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the year-month of the expiry.

getExpiry() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the year-month of the expiry.

getExpiry() - Method in interface com.opengamma.strata.product.fx.FxOptionProduct

Returns the product's expiry.

getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets the underlying Fx vanilla option's expiry.

getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the expiry of the option.

getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date-time.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date of the option.

getExpiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the offset of the expiry date from the delivery date.

getExpiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the expiry tenor associated with the parameter.

getExpiryTenor() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the tenor associated with the time to expiry, optional.

getExpiryTenors() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getExpiryTenors() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the tenor associated with each expiry in the volatility term.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry time of the option.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the time-zone of the expiry time.

getExternalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the left, defaulted to 'Flat".

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the left of the leftmost point on the curve.

getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the extrapolator for the caplet volatilities on the left.

getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the left extrapolator for the SABR parameter curves.

getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the left extrapolator for the SABR parameters.

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the right, defaulted to 'Flat".

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the right of the rightmost point on the curve.

getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the extrapolator for the caplet volatilities on the right.

getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the right extrapolator for the SABR parameter curves.

getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the right extrapolator for the SABR parameters.

getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException

Returns the details of the failure.

getFailure() - Method in class com.opengamma.strata.collect.result.Result

Returns the failure instance indicating the reason why the calculation failed.

getFailureItem() - Method in exception com.opengamma.strata.collect.result.FailureItemException

Gets the failure item.

getFailureItem() - Method in interface com.opengamma.strata.collect.result.FailureItemProvider

Gets the failure item.

getFailureItem() - Method in exception com.opengamma.strata.collect.result.IllegalArgFailureException

Gets the failure item.

getFailureItem() - Method in exception com.opengamma.strata.collect.result.ParseFailureException

Gets the failure item.

getFailures() - Method in class com.opengamma.strata.collect.result.FailureItems

Gets the failures.

getFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Gets the failure items.

getFarForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the identifier of the market data value which provides the FX forward points.

getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the later date.

getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Gets the foreign exchange transaction at the later date.

getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

getField(String, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header, post processing the result.

getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

getField(Pattern, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern, post processing the result.

getFieldName() - Method in interface com.opengamma.strata.data.ObservableId

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the field name in the market data record that contains the market data item.

getFile() - Method in class com.opengamma.strata.collect.io.FileByteSource

Gets the File.

getFileName() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

getFileName() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Gets the file name of the source.

getFileName() - Method in class com.opengamma.strata.collect.io.BeanCharSource

Gets the file name of the source.

getFileName() - Method in class com.opengamma.strata.collect.io.FileByteSource

getFileName() - Method in class com.opengamma.strata.collect.io.StringCharSource

getFileName() - Method in class com.opengamma.strata.collect.io.UriByteSource

getFileNameOrThrow() - Method in class com.opengamma.strata.collect.io.BeanByteSource

Gets the file name of the source.

getFileNameOrThrow() - Method in class com.opengamma.strata.collect.io.BeanCharSource

Gets the file name of the source.

getFilter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets the filter that decides whether the perturbation should be applied to a piece of market data.

getFinalFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the fixing date time of the final caplet/floorlet period.

getFinalPeriod() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the final caplet/floorlet period.

getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the final stub if it exists.

getFinalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the final stub, optional.

getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in final stub, optional.

getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the first element in this triple.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first delivery date.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the first delivery date.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the first delivery date.

getFirstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the offset of the first fixing date from the first adjusted reset date, optional.

getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the first index value

getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the first index value

getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the first index value

getFirstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the initial value of the index, optional.

getFirstItem() - Method in class com.opengamma.strata.collect.result.Failure

Gets the first failure item.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first notice date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the first notice date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the first notice date.

getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the first schedule period.

getFirstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate of the first reset period, which may be a stub, optional.

getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate of the first regular reset period, optional.

getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.

getFirstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.

getFirstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the first date in the sequence.

getFitParameters() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

Gets the value of the fitting parameters, when the chi-squared is minimised.

getFittingFunction() - Method in class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction

getFittingJacobian() - Method in class com.opengamma.strata.math.impl.minimization.NonLinearTransformFunction

getFittingParameterSensitivityToData() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

This a matrix where the i,jth element is the (infinitesimal) sensitivity of the ith fitting parameter to the jth data point (NOT the model point), when the fitting parameter are such that the chi-squared is minimised.

getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the fixed curve.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the fixed leg.

getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.Cds

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the fixed interest rate to be paid.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the fixed rate for the fixing date, optional.

getFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Gets the fixed rate to use in the stub.

getFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the fixed rate to use in the stub.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the calendar that the index uses.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the resolved calendar that the index uses.

getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the fixing date of the underlying future.

getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the fixing date of the index.

getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the fixing date of the index.

getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the applicable fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Gets the fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the fixing date.

getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the adjustment applied to the maturity date to obtain the fixing date.

getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the adjustment applied to the maturity date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the offset of the FX reset fixing date from each adjusted accrual date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.

getFixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the fixing date offset, in days, optional.

getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the fixing date-time of the index.

getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the fixing date-time of the index.

getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the fixing month.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the base date that each fixing is made relative to, optional with defaulting getter.

getFixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

Gets the monthly time-series of fixings.

getFixings() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Gets the time-series of fixings for the index.

getFixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the monthly time-series of fixings.

getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

Gets the list of fixings.

getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the fixing time.

getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the fixing time.

getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the fixing time of the index.

getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the fixing time-zone.

getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the time-zone of the fixing time.

getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the time-zone of the fixing time.

getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the floating rate of interest.

getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the floating rate of interest.

getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRate

Gets the associated floating rate name.

getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the floating rate name for this index.

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional floorlet strike.

getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the floor schedule, optional.

getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the floor schedule, optional.

getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the forecast value of the cash flow.

getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the formatter to use to convert this type into a string.

getForward() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the underlying bond forward yield.

getForward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the forward rate.

getForward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the forward rate.

getForward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the underlying swap forward rate.

getForwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the forward curves in the group, keyed by index.

getForwardIndices() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the set of indices that forward rates are provided for.

getForwardMarketDataIds(Index) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the identifiers used to obtain the forward rates for the specified index.

getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the FpML root element.

getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the periodic frequency of the schedule period.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the regular periodic frequency to use.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the periodic frequency used when building the schedule.

getFrequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the frequency of the sequence.

getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the frequency of the bond payments.

getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the frequency of the bond payments.

getFrequency() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets the frequency of exercise between the earliest and latest dates.

getFunction() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the function that will calculate the value.

getFunction() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

Gets the functions field.

getFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Gets the function that handles the specified target.

getFunctions() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the calculation functions.

getFuture() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

A future providing asynchronous notification when the results are available.

getFutureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the expiry date of the underlying future.

getFuturePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the underlying future price.

getFuturePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the underlying future price.

getFutureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the future value notional.

getFxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Gets the underlying FX forward rates.

getFxForwardRates() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Gets the underlying FX forward rates.

getFxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the identifier used to obtain the FX rate market value, defaulted from the template.

getFxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the identifier used to obtain the FX rate market value, defaulted from the template.

getFxRateLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the underlying FX lookup.

getFxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

Gets the provider of FX rates.

getFxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the provider of foreign exchange rates.

getFxRatesSource() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the source of market data for FX rates.

getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the FX reset definition, optional.

getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the FX reset definition, optional.

getFxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the FX reset definition, optional.

getFxResetObservation() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod

Gets the FX reset observation, optional.

getFxResetObservation() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the gearing multiplier, defaulted to 1.

getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the column header.

getIborIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getIborIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of Ibor indices that are available.

getIborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the market convention of the floating leg.

getIborLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the market convention of the Ibor leg.

getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the rate to be observed.

getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the rate to be observed.

getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the Ibor rate observation.

getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the identifier for the calendar.

getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the identifier, such as 'GBLO'.

getId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

Gets the market data key identifying the quote.

getId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the ID of this contract specification.

getId() - Method in interface com.opengamma.strata.product.PortfolioItem

Gets the primary identifier for the portfolio item, optional.

getId() - Method in interface com.opengamma.strata.product.PortfolioItemInfo

Gets the primary identifier for the portfolio item, optional.

getId() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the identifier of the item, optional.

getId() - Method in class com.opengamma.strata.product.PositionInfo

Gets the primary identifier for the position, optional.

getId() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the security identifier.

getId() - Method in class com.opengamma.strata.product.TradeInfo

Gets the primary identifier for the trade, optional.

getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in interface com.opengamma.strata.market.param.ParameterMetadata

Returns an object used to identify the parameter.

getIdentifier() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the identifier, which is the year-month.

getIdentifier() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getIds() - Method in class com.opengamma.strata.data.ImmutableMarketData

getIds() - Method in interface com.opengamma.strata.data.MarketData

Gets the market data identifiers.

getIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the market data identifiers.

getIndependentVariableNames() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation

Gets the index to be observed.

getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the Ibor index for which the data is valid.

getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the Ibor index for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

Gets the index that the rates are for.

getIndex() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the FX index that the sensitivity refers to.

getIndex() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the index of the underlying future for which the data is valid.

getIndex() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Gets the index of the underlying future.

getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

Gets the index that the values are for.

getIndex() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the Ibor index that the sensitivity refers to.

getIndex() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the Ibor index that the sensitivity refers to.

getIndex() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the Overnight index that the sensitivity refers to.

getIndex() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the index that the values are for.

getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the Ibor index of the leg.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the swap index of the leg.

getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.Fra

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the index defining the FX rate to observe on the fixing date.

getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the underlying Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the Ibor index that the option is based on.

getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the underlying Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the underlying Overnight index.

getIndex() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the underlying Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.index.RateIndexSecurity

Get the rate index.

getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the Ibor index that the future is based on.

getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the Ibor index that the option is based on.

getIndex() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the Overnight index that the future is based on.

getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the underlying index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Gets the underlying index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the FX index used to obtain the FX reset rate.

getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the Ibor index to be used for the stub.

getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the index of prices.

getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the index of the convention.

getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the index of the underlying swap.

getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the index of the underlying swap.

getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets reference price index calculation method.

getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets reference price index calculation method.

getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the forward curves, defaulted to an empty map.

getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra

Gets the second Ibor index to be used for linear interpolation, optional.

getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the second Ibor index to be used for the stub, linearly interpolated.

getIndexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.

getIndices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the indices for which the curve provides forward rates.

getIndices() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

Gets the indices.

getIndices(Class<T>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the subset of indices matching the specified type for which the curve provides forward rates.

getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the additional curve information.

getInfo() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets the additional information.

getInfo() - Method in interface com.opengamma.strata.market.sensitivity.Sensitivities

Gets the additional information.

getInfo() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the additional surface information.

getInfo() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the additional information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in interface com.opengamma.strata.product.PortfolioItem

Gets the additional information about the portfolio item.

getInfo() - Method in interface com.opengamma.strata.product.Position

Gets the standard position information.

getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade

Gets the standard information.

getInfo() - Method in interface com.opengamma.strata.product.Security

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the additional position information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in interface com.opengamma.strata.product.Trade

Gets the standard trade information.

getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets curve information of a specific type.

getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

getInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

getInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets surface information of a specific type.

getInitialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the initial guess values for the curve parameters.

getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.InverseJacobianEstimateInitializationFunction

getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.JacobianEstimateInitializationFunction

getInitializedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderMatrixInitializationFunction

getInitialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the initial notional value, specified in the payment currency.

getInitialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the initial parameter values used in calibration.

getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the initial stub if it exists.

getInitialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the initial stub, optional.

getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in initial stub, optional.

getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the initial value.

getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the inner (or dot) product.

getInnerProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the inner (or dot) product.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegralFunction(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D

Returns a function that is valid for both the type of quadrature and the limits of integration.

getIntegrationsPoints(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator

Combines the discount curve nodes and credit curve nodes.

getIntegrator(String) - Static method in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Given a name, returns an instance of that integrator.

getIntegratorName(Integrator1D<Double, Double>) - Static method in class com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Given an integrator, returns its name.

getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the accrued interest.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the interpolator.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the interpolator used to find points on the curve.

getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the underlying interpolator.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the interpolator for the caplet volatilities.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the interpolator for the caplet volatilities.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the interpolator for the SABR parameter curves.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the interpolator for the SABR parameters.

getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the interpolator for the caplet volatilities.

getInterpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the interpolator for the alpha, rho and nu surfaces.

getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the inverse (or pseudo-inverse) of the matrix.

getInverse(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the inverse (or pseudo-inverse) of the matrix.

getInverseCDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

Given a probability, return the value that returns this cdf

getInverseCDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution

Given a probability, return the value that returns this cdf

getIssuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the groups used to find an issuer curve by legal entity.

getIssuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the issuer curves in the curve group, keyed by legal entity group and currency.

getIssuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the issuer curves, keyed by group and currency.

getItems() - Method in class com.opengamma.strata.collect.result.Failure

Gets the set of failure items.

getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the inverse Jacobian matrix produced during curve calibration.

getK() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

getKnockType() - Method in interface com.opengamma.strata.product.option.Barrier

Obtains the knock type.

getKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Gets the knock type.

getKnots() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

Get the full set of knots.

getKnots() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _knots.

getKnots0() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _knots0.

getKnots1() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _knots1.

getKnots2D() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _knots0 and _knots1.

getKnotsMat1D(double[]) - Method in class com.opengamma.strata.math.impl.interpolation.CubicSplineNakSolver

getKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation

Gets the known amount to pay/receive for the stub.

getKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation

Gets the known amount to pay/receive for the stub.

getKsi() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Gets the shape parameter.

getKsi() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Gets the shape parameter.

getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

getL() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult

Returns the $\mathbf{L}$ matrix of the decomposition.

getL() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the $\mathbf{L}$ matrix of the decomposition.

getL() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the $\mathbf{L}$ matrix of the decomposition.

getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

getLabel() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.option.Strike

Gets a label describing the strike.

getLabel() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the label that describes the parameter, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the label that describes the parameter, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the label that describes the parameter, defaulted to both tenors.

getLabel() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the label that describes the parameter, defaulted to the year-month.

getLabel() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

getLabel() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Gets the label that describes the node.

getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the positive period between the price index and the accrual date, typically a number of months.

getLag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention

Gets the positive period between the price index and the accrual date, typically a number of months.

getLambda() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets penalty intensity parameter.

getLambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets penalty intensity parameter for expiry dimension.

getLambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets penalty intensity parameter for strike dimension.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last delivery date.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last delivery date.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last delivery date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last notice date.

getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the last schedule period.

getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional end date of the last regular schedule period, which is the start date of the final stub.

getLastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the optional end date of the last regular payment schedule period, which is the start date of the final stub.

getLastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

Gets the last date in the sequence.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the last date of trading, which is the same as the fixing date.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the last date of trading.

getLastTradeDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the days adjustment to apply to get the last trade date.

getLastVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the last volatility of the volatility parameters.

getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the latest date contained in this time-series.

getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the latest date contained in this time-series.

getLeftCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Gets the left nodal curve.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first pay or receive leg of the swap.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay or receive leg of the swap.

getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the legal entity group.

getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the legal entity group.

getLegalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the legal entity identifier.

getLegalEntityId() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates

Gets the standard identifier of a legal entity.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.Bill

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity

Get the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.credit.Cds

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the legal entity identifier.

getLegalEntityId() - Method in interface com.opengamma.strata.product.LegalEntity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.SimpleLegalEntity

Gets the legal entity identifier.

getLegalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the legal entity identifiers.

getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the legal entity identifiers.

getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the legal entity identifiers.

getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Gets the underlying leg pricer.

getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the legs of the swap.

getLegs() - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the legs of the swap with the specified type.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap with the specified type.

getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

getLengthOfDomain() - Method in class com.opengamma.strata.math.impl.function.VectorFunction

The length of the input vector $\mathbf{x}$.

getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.ConcatenatedVectorFunction

getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

getLengthOfRange() - Method in class com.opengamma.strata.math.impl.function.VectorFunction

The length of the output vector $\mathbf{y}$.

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussHermiteQuadratureIntegrator1D

Gets the limits.

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

Gets the limits.

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussJacobiQuadratureIntegrator1D

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussLaguerreQuadratureIntegrator1D

getLimits() - Method in class com.opengamma.strata.math.impl.integration.GaussLegendreQuadratureIntegrator1D

getLocalTimes() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Gets the local time.

getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the string form of the locator.

getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Gets the longer Ibor index observation.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the long quantity of the security.

getLongQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the long quantity of the security.

getLongQuantity() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the long quantity of the security.

getLongShort() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets whether the option is long or short.

getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Gets the lookup that provides access to bond future volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Gets the lookup that provides access to bond future volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the lookup that provides access to repo and issuer curves.

getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Gets the lookup that provides access to repo and issuer curves.

getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Gets the lookup that provides access to cap/floor volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Gets the lookup that provides access to cap/floor volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the lookup that provides access to credit, discount and recovery rate curves.

getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Gets the lookup that provides access to credit, discount and recovery rate curves.

getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Gets the lookup that provides access to FX options volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Gets the lookup that provides access to FX options volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Gets the lookup that provides access to Ibor future option volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Gets the lookup that provides access to Ibor future option volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the lookup that provides access to discount curves and forward curves.

getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Gets the lookup that provides access to discount curves and forward curves.

getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Gets the lookup that provides access to swaption volatilities.

getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Gets the lookup that provides access to swaption volatilities.

getLowerSubDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

getLowerSubDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Direct access to lower sub-Diagonal Data.

getLT() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionCommonsResult

getLT() - Method in class com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGammaResult

getLT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionResult

Returns the transpose of the matrix $\mathbf{L}$ of the decomposition.

getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the map of explanatory values.

getMappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Gets the market data filters and perturbations that define the scenarios.

getMarketData() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the market data that provides the FX rates.

getMarketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Gets the market data.

getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Gets the market data.

getMarketDataId() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Gets the market data identifier of the market data value.

getMarketDataId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Returns the type of market data ID handled by this filter.

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Returns the type of market data ID this function can handle.

getMarketDataIdType() - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction

getMarketDataName() - Method in interface com.opengamma.strata.data.NamedMarketDataId

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.curve.CurveId

getMarketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

getMarketDataName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets the type of market data handled by this mapping.

getMarketDataType() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

getMarketDataType() - Method in class com.opengamma.strata.data.FxMatrixId

getMarketDataType() - Method in class com.opengamma.strata.data.FxRateId

getMarketDataType() - Method in interface com.opengamma.strata.data.MarketDataId

Gets the type of data this identifier refers to.

getMarketDataType() - Method in class com.opengamma.strata.data.MarketDataName

Gets the type of data this name refers to.

getMarketDataType() - Method in interface com.opengamma.strata.data.ObservableId

Gets the type of data this identifier refers to, which is a double.

getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the type of the market data value used in each scenario.

getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns the market data type that the perturbation changes.

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveName

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

getMarketDataType() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.FxRateShifts

getMarketDataType() - Method in class com.opengamma.strata.market.GenericDoubleShifts

getMarketDataType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

getMarketDataType() - Method in class com.opengamma.strata.market.param.PointShifts

getMarketDataType() - Method in class com.opengamma.strata.market.surface.SurfaceName

getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName

getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName

getMatrixAlgebra(String) - Static method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Given a name, returns an instance of the matrix algebra calculator.

getMatrixAlgebraName(MatrixAlgebra) - Static method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Given a matrix algebra calculator, returns its name.

getMatrixForFlattened(int[], DoubleMatrix, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (see PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the date of the transfer implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the maturity date of the investment implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the maturity date of the investment implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the maturity date.

getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the adjustment applied to the fixing date to obtain the maturity date.

getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the adjustment applied to the fixing date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaximumStep() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

getMaximumStep() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the maximum number of iterations.

getMaximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

Gets the maximum number of steps for the root finder.

getMean() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

getMeanAndStd() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getMeanReversion() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the mean reversion speed parameter.

getMeanSquareError() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getMeasure() - Method in class com.opengamma.strata.calc.Column

Gets the measure to be calculated.

getMeasure() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the measure that was calculated.

getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the measure to be calculated.

getMeasures() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the set of measures that will be calculated by this task.

getMeasures() - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator

Gets the measures.

getMeasures() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator

Gets the market quote measures.

getMessage() - Method in class com.opengamma.strata.collect.result.Failure

Gets the error message associated with the failure.

getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the error message associated with the failure.

getMessageTemplate() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the message template that was used to create the message.

getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the curve metadata.

getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the surface metadata.

getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface metadata.

getMethod() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

Gets the cash settlement method.

getMinGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Gets the minimum gap between two curve nodes, measured in calendar days.

getMinimumPeriod() - Method in class com.opengamma.strata.basics.date.SequenceDate

Gets the minimum period before using the sequence number.

getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the number of digits in the minor unit.

getModel() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the volatility function provider.

getModel() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Returns a Hull-White one-factor model.

getModelJacobianFunction() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains Jacobian function of the smile model.

getModelParameters() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

getModelParameterSensitivityToData() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

This a matrix where the i,j-th element is the (infinitesimal) sensitivity of the i-th model parameter to the j-th data point, when the fitting parameter are such that the chi-squared is minimised.

getModelValueFunction() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains volatility function of the smile model.

getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the value used to modify the base value.

getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Gets the location parameter.

getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Gets the location parameter.

getMu() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Gets the location parameter.

getMu() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

Gets the tail thickness parameter.

getMu() - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Returns the tail thickness parameter.

getMu() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the tail thickness parameter.

getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.DateSequence

Gets the name that uniquely identifies this sequence.

getName() - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the name that identifies this calendar.

getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the name that uniquely identifies this calendar.

getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the name that uniquely identifies this floating rate, such as 'GBP-LIBOR'.

getName() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the name that uniquely identifies this index.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the index name, such as 'EUR/GBP-ECB'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the index name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the index name, such as 'GBP-SONIA'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the index name, such as 'GB-HICP'.

getName() - Method in interface com.opengamma.strata.basics.index.Index

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.calc.Column

Gets the column name.

getName() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the column name.

getName() - Method in class com.opengamma.strata.calc.ImmutableMeasure

Gets the measure name.

getName() - Method in interface com.opengamma.strata.calc.Measure

Gets the name that uniquely identifies this measure.

getName() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

Gets the name of the parameters.

getName() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element name.

getName() - Method in interface com.opengamma.strata.collect.named.Named

Gets the unique name of the instance.

getName() - Method in interface com.opengamma.strata.collect.named.NamedEnum

Gets the unique name of the instance.

getName() - Method in class com.opengamma.strata.collect.TypedString

Gets the name.

getName() - Method in class com.opengamma.strata.data.MarketDataName

Gets the market data name.

getName() - Method in class com.opengamma.strata.loader.csv.FxNdfTradeCsvPlugin

getName() - Method in class com.opengamma.strata.loader.csv.FxSingleBarrierOptionTradeCsvPlugin

getName() - Method in class com.opengamma.strata.loader.csv.GenericSecurityTradeCsvPlugin

getName() - Method in class com.opengamma.strata.loader.csv.IborCapFloorTradeCsvPlugin

getName() - Method in interface com.opengamma.strata.loader.csv.PositionCsvParserPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in class com.opengamma.strata.loader.csv.SecurityTradeCsvPlugin

getName() - Method in interface com.opengamma.strata.loader.csv.TradeCsvParserPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.loader.csv.TradeCsvWriterPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.CurveGroup

Gets the name of the curve group.

getName() - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.CurveName

getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Gets the name that uniquely identifies this extrapolator.

getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Gets the name that uniquely identifies this interpolator.

getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getName() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.param.ParameterSize

Gets the name of the market data.

getName() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface name.

getName() - Method in class com.opengamma.strata.market.surface.SurfaceName

getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the name.

getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the name of a set of FX option volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getName() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName

getName() - Method in class com.opengamma.strata.pricer.bond.BondVolatilitiesName

getName() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName

getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the name.

getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the name.

getName() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Gets the name of the set of measures.

getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName

getName() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName

getName() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getName() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the name.

getName() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

Gets the name of the volatilities.

getName() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the name of these volatilities.

getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

Gets the name of the volatilities.

getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName

getName() - Method in class com.opengamma.strata.product.AttributeType

Gets the name.

getName() - Method in class com.opengamma.strata.product.common.CcpId

Returns the code identifying the CCP.

getName() - Method in class com.opengamma.strata.product.common.ExchangeId

Returns the Market Identifier Code (MIC) identifying the exchange.

getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention name.

getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the convention name, such as 'GBP-Deposit-ON'.

getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Deprecated.

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the name, such as 'USD-LIBOR-3M-IMM-CME'.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the name, such as 'GBP-SONIA-3M-IMM-ICE'.

getName() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.LegalEntity

Gets the name of the legal entity.

getName() - Method in class com.opengamma.strata.product.SimpleLegalEntity

Gets the legal entity name.

getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the index name.

getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the convention name.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the name that uniquely identifies this convention.

getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the earlier date.

getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Gets the foreign exchange transaction at the earlier date.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the negative rate method, defaulted to 'AllowNegative'.

getNextOptionValues(double, double, double, double, DoubleArray, double, double, double, int) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes the option values in the intermediate nodes.

getNextOptionValues(double, DoubleMatrix, DoubleArray, DoubleArray, int) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes the option values in the intermediate nodes.

getNodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts

Gets indices of each parameter, keyed by an object identifying the node.

getNodes() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the nodes that define the curve.

getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the nodes in the curve.

getNodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the nodes of the underlying instruments.

getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the nodes.

getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the nodes in the FX option volatilities.

getNodes() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the volatilities nodes.

getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the nominal payment of the product.

getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the nominal payment of the product.

getNonCentrality() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Gets the non-centrality parameter.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the non-deliverable currency.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the non-deliverable currency.

getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getNorm() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the $L_2$ norm of the matrix.

getNorm() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the $L_2$ norm of the matrix.

getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

For a vector, returns the $L_1$ norm (also known as the Taxicab norm or Manhattan norm), i.e.

getNorm1(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

For a vector, returns the $L_1$ norm (also known as the Taxicab norm or Manhattan norm), i.e.

getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

For a vector, returns $L_2$ norm (also known as the Euclidean norm).

getNorm2(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

For a vector, returns $L_2$ norm (also known as the Euclidean norm).

getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

For a vector, returns the $L_\infty$ norm.

getNormInfinity(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

For a vector, returns the $L_\infty$ norm.

getNotional() - Method in class com.opengamma.strata.product.bond.Bill

Gets the adjustable notional payment of the bill notional, the amount must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the adjustable notional payment of the bill notional, the amount must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the notional of underlying fixed coupon bonds.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the notional amount, must be non-zero.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the notional payment of the bill notional, the amount must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Obtains the notional of underlying fixed coupon bonds.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.credit.Cds

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Obtains the notional.

getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Obtains the notional.

getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the notional of the futures.

getNotional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the notional.

getNotional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the notional of the futures.

getNotional() - Method in class com.opengamma.strata.product.fra.Fra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the notional amount.

getNotional() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec

Gets the notional.

getNotional() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

Gets the notional deposit that the contract models.

getNotional() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the notional deposit that the contract models.

getNotional() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Gets the notional.

getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the amount of the notional.

getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod

The notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the notional schedule.

getNu() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Obtains the nu parameters.

getNuCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the nu (volatility of volatility) curve.

getNumberOfFittingParameters() - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

getNumberOfFittingParameters() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

getNumberOfIntervals() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _nIntervals.

getNumberOfIntervals() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _nIntervals.

getNumberOfModelParameters() - Method in interface com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms

getNumberOfModelParameters() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

getNumberOfParameters() - Method in class com.opengamma.strata.math.impl.function.ParameterizedFunction

Gets the number of parameters.

getNumberOfParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

getNumberOfParameters() - Method in interface com.opengamma.strata.pricer.impl.volatility.smile.SmileModelData

Obtains the number of model parameters.

getNumberOfParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator

Obtains number of time steps.

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the number of time steps.

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the number of time steps.

getNumberOfSteps() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the number of time steps.

getNumberOfSteps() - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Obtains number of time steps.

getNumKnots() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

The number of knots.

getNumSplines() - Method in class com.opengamma.strata.math.impl.interpolation.BasisFunctionKnots

The number of basis splines of the degree this set of knots will support.

getNuSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the nu (volatility of volatility) surface.

getObservableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the identifier of the market data value that provides the rate.

getObservableId() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Get the observable ID.

getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the identifier of the market data value that provides the quoted value.

getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the identifier of the market data value that provides the quoted value.

getObservableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the identifier of the market data value that provides the rate.

getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.measure.fx.FxRateConfig

Returns a key identifying the market quote for an observable FX rate.

getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getObservableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the source of market data for FX, quotes and other observable market data.

getObservableSource() - Method in class com.opengamma.strata.data.FxMatrixId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.data.FxRateId

Gets the source of observable market data.

getObservableSource() - Method in interface com.opengamma.strata.data.ObservableId

Gets the source of market data from which the market data should be retrieved.

getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the source of observable market data.

getObservableSource() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup

Gets the observable source.

getObservation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the FX rate observation.

getObservation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the Ibor index observation.

getObservation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the Price index observation.

getObservation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the Overnight rate observation.

getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX index observation.

getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the Ibor index observation to use to determine a rate for the reset period.

getObservation() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the underlying index observation.

getObservation() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the FX index observation.

getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the FX index observation.

getOmega() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

Gets the omega value.

getOne() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getOption() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the additional information if the ID is an option.

getOptionType() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the optional option type, 'American' or 'European', populated for Flex Options.

getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the curve order.

getOrder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the sensitivity order.

getOrder() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

Access _order.

getOrder() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

Access _order.

getOriginalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the original surface.

getOurPartyHrefIds() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the party href/id references representing "our" party.

getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the outer product.

getOuterProduct(Matrix, Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the outer product.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets the currencies in the calculation results.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the currencies used in the calculation results.

getOvernightIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getOvernightIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of Overnight indices that are available.

getOvernightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the market convention of the floating leg.

getOvernightLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention

Gets the market convention of the overnight leg.

getOvernightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the rate to be observed.

getOvernightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the rate to be observed.

getOvernightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the Overnight rate observation.

getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first schedule period, overriding normal schedule generation.

getP() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the rows permutation matrix, $\mathbf{P}$.

getP() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the rows permutation matrix, $\mathbf{P}$.

getPair() - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the currency pair.

getPair() - Method in class com.opengamma.strata.data.FxRateId

Gets the currency pair that is required.

getPair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Gets the currency pair.

getParameter() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the three fitting parameters.

getParameter(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

getParameter(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the value of the parameter at the specified index.

getParameter(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the value of the parameter at the specified index.

getParameter(int) - Method in class com.opengamma.strata.market.surface.ConstantSurface

getParameter(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameter(int) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameter(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

getParameter(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameter(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getParameter(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

getParameter(int) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

getParameter(int) - Method in interface com.opengamma.strata.pricer.impl.volatility.smile.SmileModelData

Obtains a model parameter specified by the index.

getParameter(int) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

getParameter(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

getParameter(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

getParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Returns the parameter that matches the specified query type throwing an exception if not available.

getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

getParameterCount() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameterCount() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

Gets the number of parameters.

getParameterCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

getParameterCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getParameterCount() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

getParameterCount() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

getParameterCount() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

getParameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the nodes of SABR parameter curves.

getParameterDerivativeForward() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the three fitting parameters derivatives with respect to the forward.

getParameterDerivativeSabr() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the three fitting parameters derivatives with respect to the SABR parameters.

getParameterKeys() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors

Obtains the parameter keys of the underlying curve.

getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Obtains the parameter keys of the underlying curve.

getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets metadata about each parameter underlying the curve, optional.

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the parameter metadata of the curve, defaulted to empty metadata instances.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets metadata about each parameter underlying the surface, optional.

getParameterMetadata() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the associated metadata.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.Curve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.Surface

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

getParameters() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the calculation parameters, used to control the how the calculation is performed.

getParameters() - Method in class com.opengamma.strata.calc.Column

Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.

getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Gets the parameters, keyed by query type.

getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the additional parameters.

getParameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the array of parameters for the curve function.

getParameters() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

Gets the underlying parameters, keyed by target type.

getParameters() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

Gets the underlying parameters, keyed by counterparty ID.

getParameters() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the SABR model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the SABR model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the Hull-White model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the SABR model parameters.

getParameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the split of parameters between the underlying parameterized data.

getParameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the split of parameters between the underlying parameterized data.

getParametersTrinomial(double, double, double) - Method in class com.opengamma.strata.pricer.impl.tree.CoxRossRubinsteinLatticeSpecification

getParametersTrinomial(double, double, double) - Method in interface com.opengamma.strata.pricer.impl.tree.LatticeSpecification

Computes parameters for uniform trinomial tree.

getParametersTrinomial(double, double, double) - Method in class com.opengamma.strata.pricer.impl.tree.TrigeorgisLatticeSpecification

getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of party identifiers keyed by href/id reference.

getPayCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the currency amount in which the amount is paid.

getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first pay leg of the swap.

getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay leg of the swap.

getPayLegPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Gets the pay leg pricer.

getPayment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the payment.

getPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

Gets the payment of the settlement.

getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Gets the payment to be made.

getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the payment.

getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the payment.

getPayment() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the notional exchange payment.

getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the payment amount.

getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.

getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the payment date.

getPaymentDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the last payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Returns the date that the transaction settles.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange

getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent

Gets the date that the payment is made.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the date that the payment is made.

getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the payment date adjustment, optional.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the offset of payment from the base calculation period date, defaulted to 'None'.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the payment date from the start date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the offset of the payment date from the base date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the additional payment events that are associated with the swap leg.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the payment events that are associated with the swap leg.

getPaymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the periodic frequency of payments, optional with defaulting getter.

getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the periodic frequency of payments.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the periodic frequency of payments.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the payment on default.

getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the payment on default.

getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the periodic payments based on the fixed rate.

getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the periodic payments based on the fixed rate.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Gets the payment pricer.

getPaymentPricer() - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer

Gets the underlying payment pricer.

getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.

getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the periodic payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the periodic payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds

Gets the payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the payment period schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the payment schedule.

getPaymentSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg

Gets the payment period schedule.

getPayoffAtExpiryTrinomial(double, double, double) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes payoff at expiry for trinomial tree.

getPayoffAtExpiryTrinomial(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

getPayoffAtExpiryTrinomial(DoubleArray) - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Computes payoff at expiry for trinomial tree.

getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets whether the payment is to be paid or received.

getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets whether the leg is pay or receive.

getPDF(double[]) - Method in class com.opengamma.strata.math.impl.statistics.distribution.BivariateNormalDistribution

Calculates PDF.

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

Return the probability density function for a value

getPDF(Double) - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

Return the probability density function for a value

getPDF(T) - Method in interface com.opengamma.strata.math.impl.statistics.distribution.ProbabilityDistribution

Return the probability density function for a value

getPenalty() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareWithPenaltyResults

Gets the value of the penalty.

getPenaltyMatrix(double[][], int[], double[]) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Get a penalty for a non-uniform grid whose values have been flattened to a vector.

getPenaltyMatrix(double[][], int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Get a kth order penalty matrix for a non-uniform grid whose values have been flattened to a vector.

getPenaltyMatrix(double[], int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

get a k^th order penalty matrix,P, for a non-uniform grid, x.

getPenaltyMatrix(int[], int[], double[]) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (see PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.

getPenaltyMatrix(int[], int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

Assume a tensor has been flattened to a vector as {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}} (see PenaltyMatrixGenerator.flattenMatrix(com.opengamma.strata.collect.array.DoubleMatrix)) that is, the last index changes most rapidly.

getPenaltyMatrix(int, int) - Static method in class com.opengamma.strata.math.impl.interpolation.PenaltyMatrixGenerator

get the k^th order penalty matrix, P.

getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the period to be added.

getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the underlying period of the tenor.

getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the underlying period of the frequency.

getPeriod() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Gets the period of the surface node.

getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets a schedule period by index.

getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule period.

getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule

Finds the period end date given a date in the period.

getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the periodic payments of the product.

getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the periodic payments of the product.

getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the index of the schedule period boundary at which the change occurs.

getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Obtains the period pricer.

getPeriodPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Obtains the underlying period pricer.

getPeriodPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Gets the underlying leg pricer.

getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the schedule periods.

getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the end date.

getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the far date.

getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the near date.

getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets perturbation that should be applied to market data as part of a scenario.

getPivot() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the pivot permutation vector.

getPivot() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the pivot permutation vector.

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.HermitePolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.LegendrePolynomialFunction

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getPolynomials(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunction

getPolynomials(int, double) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

Gets the polynomials.

getPolynomials(int, double, double) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

Calculates polynomials.

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.HermitePolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.LegendrePolynomialFunction

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getPolynomialsAndFirstDerivative(int) - Method in class com.opengamma.strata.math.impl.function.special.OrthonormalHermitePolynomialFunction

getPolynomialsAndFirstDerivative(int, double) - Method in class com.opengamma.strata.math.impl.function.special.LaguerrePolynomialFunction

Gets the polynomials and derivative.

getPolynomialsAndFirstDerivative(int, double, double) - Method in class com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction

Calculates polynomials and derivative.

getPortfolioItemType() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the type of the item.

getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

Returns a real matrix raised to some real power Currently this method is limited to symmetric matrices only as Commons Math does not support the diagonalization of asymmetric matrices.

getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.

getPower(Matrix, double) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns a matrix raised to a power, $\mathbf{A}^3 = \mathbf{A}\mathbf{A}\mathbf{A}$.

getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns a matrix raised to an integer power, e.g.

getPower(Matrix, int) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns a matrix raised to an integer power, e.g.

getPredictedValue(double[]) - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getPredictedValue(Map<String, Double>) - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the premium of the swaption.

getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the premium of the swaption.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the style of the option premium.

getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the present value of the cash flow.

getPrice() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the price at which the bill was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the clean price at which the bond was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in interface com.opengamma.strata.product.SecurityQuantityTrade

Gets the price that was traded.

getPrice() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the price agreed when the trade occurred.

getPrice() - Method in class com.opengamma.strata.product.TradedPrice

Gets the price at which the trade was agreed.

getPriceIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getPriceIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of Price indices that are available.

getPriceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the information about the security price.

getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the information about the security price.

getPricer() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator

Gets the pricer.

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.ClampedPiecewisePolynomialInterpolator

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.MonotonicityPreservingCubicSplineInterpolator

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.NonnegativityPreservingCubicSplineInterpolator

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

Hyman filter modifies derivative values at knot points which are initially computed by a "primary" interpolator.

getPrimaryMethod() - Method in class com.opengamma.strata.math.impl.interpolation.ProductPiecewisePolynomialInterpolator

getProbabilityAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the transition probability values at the i-th time layer.

getProduct() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the bill that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the bill that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the resolved bill product.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the resolved capital indexed bond product.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the resolved fixed coupon bond product.

getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the cap/floor product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the resolved Ibor cap/floor product.

getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the CMS product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the resolved CMS product.

getProduct() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

Gets the CDS index product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the CDS product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Gets the resolved CDS index product.

getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the resolved CDS product.

getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the Ibor fixing deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Gets the resolved Ibor Fixing Deposit product.

getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Gets the resolved Term Deposit product.

getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the term deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the DSF that was traded.

getProduct() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

getProduct() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the FRA product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Gets the resolved FRA product.

getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.fx.FxOptionTrade

getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the FX swap product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.fx.FxTrade

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Gets the resolved Non-Deliverable Forward (NDF) product.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Gets the resolved single FX product.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Gets the resolved FX swap product.

getProduct() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

Gets the FX option product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

Gets the FX option product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

Gets the resolved barrier FX option product.

getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

Gets the resolved vanilla FX option product.

getProduct() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getProduct() - Method in class com.opengamma.strata.product.GenericSecurityTrade

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Gets the resolved bullet payment product.

getProduct() - Method in interface com.opengamma.strata.product.ProductTrade

Gets the underlying product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade

Gets the underlying product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

Gets the product of the security that was traded.

getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Gets the resolved Swap product.

getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the swap product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the resolved Swaption product.

getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the swaption product that was agreed when the trade occurred.

getProductPricer() - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Gets the underlying product pricer.

getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Gets the underlying product pricer.

getProductType() - Method in class com.opengamma.strata.product.PortfolioItemSummary

Gets the type of the product.

getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Gets all the key-value properties of this file.

getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the protection end date.

getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the protection end date.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.Cds

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the protection start of the day.

getProtectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the protection start of the day.

getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the date that the rate implied by the fixing date is published.

getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the publication frequency of the index.

getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the frequency that the index is published.

getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets whether the option is a put or call.

getPutCall() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets whether the option is a put or call.

getPutCall() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Returns the put/call flag.

getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets whether the option is put or call.

getPValues() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getQ() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Returns the matrix $\mathbf{Q}$ of the decomposition.

getQ() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult

Returns the matrix $\mathbf{Q}$ of the decomposition.

getQ() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Gets the mean reversion related parameter.

getQT() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.

getQT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult

Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.

getQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.BillTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition

getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in interface com.opengamma.strata.product.Position

Gets the net quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the net quantity of the security.

getQuantity() - Method in interface com.opengamma.strata.product.SecurityQuantity

Gets the quantity of the security.

getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the quantity that was traded.

getQueryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

Gets the parameter query type.

getQueryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

Gets the parameter query type.

getQuote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

Gets the CDS quote.

getQuote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

Gets the CDS index quote.

getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the market quote convention.

getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the market quote convention.

getQuoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote

Gets the CDS quote convention.

getQuotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote

Gets the quoted value.

getQuoteId() - Method in class com.opengamma.strata.market.observable.Quote

Gets the identifier of the quoted value.

getQuoteId() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the quote ID.

getQuotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

Gets the values of the quotes.

getQuoteValueType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the value type of the quote.

getR() - Method in class com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

Returns the matrix $\mathbf{R}$ of the decomposition.

getR() - Method in interface com.opengamma.strata.math.impl.linearalgebra.QRDecompositionResult

Returns the matrix $\mathbf{R}$ of the decomposition.

getRank() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the effective numerical matrix rank.

getRank() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the effective numerical matrix rank.

getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the fixed rate of interest.

getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the fixed interest rate to be paid.

getRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

Gets the fixed rate for overnight compounding.

getRate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation

Gets the fixed rate to be paid.

getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the interest rate to be paid.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the inflation rate calculation.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the inflation rate calculation.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the inflation rate calculation.

getRateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the rate to be computed.

getRateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the rate to be computed.

getRateComputationFn() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer

Obtains the rate computation function.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the number of digits in the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the identifier of the market data value which provides the price.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the identifier of the market data value which provides the price.

getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Gets the matrix with all the exchange rates.

getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the rate of real coupon.

getReason() - Method in class com.opengamma.strata.collect.result.Failure

Gets the reason associated with the failure.

getReason() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the reason associated with the failure.

getRebate() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the rebate.

getRebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.

getRebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.

getRebate(int) - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the currency amount in which the amount is received.

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the currency amount in which the amount is received.

getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first receive leg of the swap.

getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first receive leg of the swap.

getRecoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

Gets the recovery rate.

getRecoveryRateLegalEntities() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the set of legal entity IDs that recovery rate curves are provided for.

getRecoveryRateMarketDataIds(StandardId) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup

Gets the identifiers used to obtain the recovery rate curve for the legal entity ID.

getReferenceCounterCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the currency counter to the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the reference currency, as defined in the contract.

getReferenceData() - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

Gets the reference data being used.

getReferenceData() - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver

Gets the reference data being used.

getReferenceData() - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver

Gets the reference data being used.

getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the reference data.

getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the reference data.

getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in interface com.opengamma.strata.basics.ReferenceDataId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in class com.opengamma.strata.product.LegalEntityId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId

Gets the type of data this identifier refers to.

getReferenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the date to query the rate for.

getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the reference map of id to element.

getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of href/id references.

getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the region of the index.

getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the region that the index is defined for.

getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the regular schedule periods.

getRelativeTolerance() - Method in class com.opengamma.strata.math.impl.integration.RungeKuttaIntegrator1D

getRelativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

Gets the relative tolerance for the root finder.

getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the tokens remaining in the expression after evaluation.

getRepoCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the groups used to find a repo curve by legal entity.

getRepoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the repo curves in the curve group, keyed by repo group and currency.

getRepoCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the repo curves, keyed by group and currency.

getRepoCurveSecurityGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the groups used to find a repo curve by security.

getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the repo group.

getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the repo group.

getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the reporting currency, used to control currency conversion.

getReportingCurrency() - Method in class com.opengamma.strata.calc.Column

Gets the reporting currency, used to control currency conversion, optional.

getReportingCurrency() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the reporting currency.

getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader

Gets the type of report handled by this loader.

getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the periodic frequency of reset dates.

getResetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the rate reset method, defaulted to 'Unweighted'.

getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the reset schedule, used when averaging rates, optional.

getResiduals() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation.

getResult() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the result of evaluating the expression against the object.

getResult(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation, casting the result to a known type.

getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that will be applied to the result.

getRho() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

Gets the rho parameter.

getRho() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the rho parameter.

getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the rho (correlation) curve.

getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the rho (correlation) curve.

getRhoCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the rho (correlation) curve.

getRhoSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the rho (correlation) surface.

getRightCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Gets the right nodal curve.

getRMat() - Method in class com.opengamma.strata.math.impl.interpolation.PolynomialsLeastSquaresFitterResult

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to roll dates.

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the roll convention used when building the schedule.

getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the roll convention of the bond payments.

getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the roll convention of the bond payments.

getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention defining how to roll dates, optional with defaulting getter.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the root element of this file.

getRoot(DoubleFunction1D, DoubleFunction1D, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(DoubleFunction1D, DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(DoubleFunction1D, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the DoubleFunction1D.derivative() method.

getRoot(DoubleFunction1D, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the DoubleFunction1D.derivative() method.

getRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder

getRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

getRoot(Function<DoubleArray, DoubleArray>, DoubleArray...) - Method in class com.opengamma.strata.math.impl.rootfinding.VectorRootFinder

Finds the root.

getRoot(Function<Double, Double>, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

getRoot(Function<Double, Double>, Double...) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.BrentSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

getRoot(Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.RidderSingleRootFinder

getRoot(Function<Double, Double>, Function<Double, Double>, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(Function<Double, Double>, Function<Double, Double>, Double, Double) - Method in class com.opengamma.strata.math.impl.rootfinding.NewtonRaphsonSingleRootFinder

Uses the function and its derivative.

getRoot(Function<S, T>, S...) - Method in interface com.opengamma.strata.math.impl.rootfinding.SingleRootFinder

Finds the root.

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.CubicRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.EigenvaluePolynomialRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.LaguerrePolynomialRealRootFinder

getRoots(RealPolynomialFunction1D) - Method in interface com.opengamma.strata.math.impl.rootfinding.Polynomial1DRootFinder

getRoots(RealPolynomialFunction1D) - Method in class com.opengamma.strata.math.impl.rootfinding.QuadraticRealRootFinder

getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRowCount() - Method in class com.opengamma.strata.calc.Results

Gets the number of rows in the results.

getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

getRowCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of rows in the report table.

getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the row index of the value in the results grid.

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the index of the row in the grid of results.

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the row index of the cell in the results grid.

getRSquared() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the instant at which the report was run.

getRunInstant() - Method in interface com.opengamma.strata.report.Report

Gets the instant at which the report was run, which is independent of the valuation date.

getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the instant at which the report was run.

getS() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.

getS() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the diagonal matrix $\mathbf{\Sigma}$ of the decomposition.

getSabrData() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the underlying SABR data.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the SABR formula.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the SABR formula.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the SABR volatility formula.

getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the SABR volatility formula.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns the number of scenarios for which this mapping can generate data.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns the number of scenarios.

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the number of scenarios for which this box contains data.

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the number of currency values for each currency.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns the number of scenarios for which this perturbation generates data.

getScenarioCount() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

getScenarioCount() - Method in class com.opengamma.strata.market.FxRateShifts

getScenarioCount() - Method in class com.opengamma.strata.market.GenericDoubleShifts

getScenarioCount() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.market.param.PointShifts

getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData

Gets the number of scenarios.

getScenarioMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Gets the type of the object containing the market data for all scenarios.

getScenarioMarketDataType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Gets the names of the scenarios.

getScenarios(int, int, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns multi-scenario results for a target and column index, casting the result to a known type.

getScenarios(int, ColumnName, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns multi-scenario results for a target and column name, casting the result to a known type.

getScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the market data value containing data for multiple scenarios.

getScenarioValue(ScenarioMarketDataId<T, U>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets an object containing market data for multiple scenarios.

getScheme() - Method in class com.opengamma.strata.basics.StandardId

Gets the scheme that categorizes the identifier value.

getSeasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets describes the monthly seasonal adjustments.

getSeasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets definitions which specify which seasonality should be used for some price index curves.

getSeasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Gets the month on month adjustment.

getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the second element in this triple.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the underlying security.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

Gets the security that was traded.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the underlying security.

getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

Gets the security that was traded.

getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the underlying ETD security.

getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the underlying ETD security.

getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the underlying security.

getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the security that was traded.

getSecurityId() - Method in class com.opengamma.strata.product.bond.Bill

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BillPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.dsf.DsfPosition

getSecurityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the security identifier of the trade.

getSecurityId() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the security ID that was split.

getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurity

getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityPosition

getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.Position

Gets the identifier of the underlying security.

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPosition

getSecurityId() - Method in interface com.opengamma.strata.product.Security

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the identifier of the underlying security.

getSecurityId() - Method in interface com.opengamma.strata.product.SecurityQuantity

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the identifier of the security that was traded.

getSensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the immutable list of point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

Gets the sensitivities.

getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

Gets the sensitivities.

getSensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the point sensitivity value.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the sensitivity to the market data specified by name.

getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets a single sensitivity instance by name.

getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity(MarketDataName<?>, MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets a single sensitivity instance by names and currency.

getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the parameter sensitivity function.

getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the parameter sensitivity function.

getSensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the type of the sensitivity.

getSensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the type of the sensitivity.

getSequenceDate() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the instructions that define which future is desired.

getSequenceDate() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

Gets the instructions that define which future is desired.

getSequenceNumber() - Method in class com.opengamma.strata.basics.date.SequenceDate

Gets the 1-based sequence number.

getSet(int) - Static method in class com.opengamma.strata.math.impl.minimization.SumToOne

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

Gets the settlement details of the bill trade.

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the settlement details of the bond trade.

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the bond's settlement details.

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the settlement details of the bond trade.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the settlement currency.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the settlement currency.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the settlement date when the option is exercised.

getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the settlement date, optional.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Get the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the number of days between valuation date and settlement date.

getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the settlement notional.

getSettlementType() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.

getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement

getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement

getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement

Gets the settlement type of swaption.

getShift() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the shift for which the raw data is valid.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the amount by which y-values are shifted.

getShiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the shifts to apply to FxRate.

getShiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the shifts to apply to a Double value.

getShiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

Gets the amount by which the y-values are shifted.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

Gets the shift parameter of shifted Black model.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

Gets the shift curve.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

Gets the shift curve.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the shift parameter of shifted Black model.

getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

Gets the shift parameter of shifted Black model.

getShiftCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters

Gets the shift parameter of shifted SABR model.

getShifts() - Method in class com.opengamma.strata.market.param.PointShifts

Gets the shift to apply to the rates.

getShiftSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

Gets the shift parameter of shifted SABR model.

getShiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the type of shift applied to the FX rate.

getShiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the type of shift applied to a Double value.

getShiftType() - Method in class com.opengamma.strata.market.param.PointShifts

Gets the type of shift applied to the parameters.

getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

Gets the shorter Ibor index observation.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

Gets the short quantity of the security.

getShortQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

Gets the short quantity of the security.

getShortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition

Gets the quantity that was traded.

getSigma() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

Gets the scale parameter.

getSigma() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

Gets the scale parameter.

getSigma() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Gets the sigma parameter.

getSign() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the sign.

getSign() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the sign.

getSimpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Gets the simple moneyness of the surface node.

getSimpleRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

Calculates the simple interest rate associated with the compounded rate.

getSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the single market data value used for all scenarios if available.

getSingularValues() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the diagonal elements of the matrix $\mathbf{\Sigma}$ of the decomposition.

getSingularValues() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the diagonal elements of the matrix $\mathbf{\Sigma}$ of the decomposition.

getSize() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the size of this array.

getSmile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the volatility model.

getSmile() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

Gets the smile.

getSmileCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the number of smiles.

getSpecification() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

Gets the FX option volatility specification.

getSpot() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the spot.

getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the offset of the start date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the offset of the start date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the offset of the spot value date from the valuation date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpread() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the constant spread.

getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the spread rate, with a 5% rate expressed as 0.05, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the spread rate, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the spread rate, defaulted to 0.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the spread curve.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the spread curve.

getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the identifier of the market data value which provides the spread.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the fixed leg for the spread.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the spread leg.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets stack trace where the failure occurred.

getStandardDeviation() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

getStandardErrorOfBetas() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getStandardId() - Method in interface com.opengamma.strata.data.ObservableId

Gets the standard identifier identifying the data.

getStandardId() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the identifier of the data.

getStandardId() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the identifier of the data.

getStandardId() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Gets the standard two-part identifier.

getStandardId() - Method in class com.opengamma.strata.product.LegalEntityId

Gets the standard two-part identifier.

getStandardId() - Method in class com.opengamma.strata.product.SecurityId

Gets the standard two-part identifier.

getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the start date, which is the start of the first schedule period.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the start date of this period, used for financial calculations such as interest accrual.

getStartDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod

Gets the start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the start date of the product.

getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the start date of the product.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

Gets the start date.

getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFuture

Gets the first date of the rate calculation period.

getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

Gets the first date of the rate calculation period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation

Obtains the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the accrual start date of the swap.

getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the accrual start date of the swap.

getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the accrual start date of the leg.

getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod

Gets the start date of the period.

getStartDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

Gets the business day adjustment to apply to get the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention

Gets the business day adjustment to apply to the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the start index value.

getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

Gets the start index value.

getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation at the start.

getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

Gets the observation at the start.

getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the observation for interpolation at the start.

getStateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the state value.

getStateValueAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the state values at the i-th time layer.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

Gets the number of days between valuation date and step-in date.

getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the number of days between valuation date and step-in date.

getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the steps defining the change in the value.

getStepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the sequence of steps changing the value.

getStrike() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the strike.

getStrike() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the strike yield.

getStrike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the strike rate.

getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the strike rate.

getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the swaption strike rate.

getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the strike value.

getStrike() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the strike rate.

getStrikeCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the number of strikes.

getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the left extrapolator used in the strike dimension.

getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the left extrapolator used in the strike dimension.

getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the left extrapolator used in the strike dimension.

getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the right extrapolator used in the strike dimension.

getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the right extrapolator used in the strike dimension.

getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the right extrapolator used in the strike dimension.

getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the interpolator used in the strike dimension.

getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the interpolator used in the strike dimension.

getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the interpolator used in the strike dimension.

getStrikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the strike price, in decimal form, may be negative.

getStrikePrice() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets the strike price, in decimal form, may be negative.

getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the strike price, in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the strike price, in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the strike price, in decimal form.

getStrikes() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the strike values.

getStrikeType() - Method in class com.opengamma.strata.pricer.option.RawOptionData

Gets the value type of the strike-like dimension.

getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to handle stubs.

getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention defining how to handle stubs, optional with defaulting getter.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubs(boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the stubs if they exist.

getSurface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the normal volatility surface.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the surface name.

getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the surface name.

getSurvivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the underlying curve.

getSwapPricer() - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Returns the underlying swap pricer.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Gets the swap pricer.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Gets the swap pricer.

getSwapStartDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Gets the adjusted swap start date.

getSwapStartDateOffset() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise

Gets the offset to the swap start date.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets settlement method.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets settlement method.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResults

Gets the target of the calculation, often a trade.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the target for which the value will be calculated.

getTargets() - Method in class com.opengamma.strata.basics.CalculationTargetList

Gets the targets.

getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the targets that calculations will be performed on.

getTargets() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the targets on which the results are calculated.

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Gets the type against which tokens can be evaluated in this implementation.

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner

Gets the underlying task runner.

getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the tasks that perform the individual calculations.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the template for the single names associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the template for the CDS associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the template for the FRA associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the template for the FX Swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the template for the Ibor fixing deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the template for the Ibor Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the template for the Overnight Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the template for the term deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the template for creating a Fixed-Ibor or Fixed-Overnight swap.

getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the template for creating Fixed-Float swap.

getTenor() - Method in class com.opengamma.strata.basics.date.MarketTenor

Gets the tenor of the instrument.

getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the tenor to be added.

getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

getTenor() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the tenor of the index.

getTenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the period between the start date and the end date.

getTenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in interface com.opengamma.strata.market.param.TenoredParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

Gets the tenor.

getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Gets the tenor of the surface node.

getTenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

Gets the tenor of the credit default swap.

getTenor() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate

The associated swap tenor.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the tenor of the swap.

getTenors() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the active tenors that are applicable for this floating rate.

getTenors() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

getTenors() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

Gets the set of tenors.

getTheta() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

getThird() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the third element in this triple.

getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the size of each tick.

getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the monetary value of one tick.

getTime() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the time.

getTime(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Obtains the time for the i-th layer.

getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the left extrapolator used in the time dimension.

getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the left extrapolator used in the time dimension.

getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the left extrapolator used in the time dimension.

getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the right extrapolator used in the time dimension.

getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the right extrapolator used in the time dimension.

getTimeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the right extrapolator used in the time dimension.

getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

Gets the interpolator used in the time dimension.

getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

Gets the interpolator used in the time dimension.

getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the interpolator used in the time dimension.

getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the time series of market data values required for the calculations.

getTimeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the time-series.

getTimeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the time-series of market data values.

getTimeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the time-series, defaulted to an empty map.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.ImmutableMarketData

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.MarketData

Gets the time-series identified by the specified identifier, empty if not found.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the time-series associated with the specified identifier, empty if not found.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the failures that occurred when building time series of market data values.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the failures that occurred when building time series of market data values.

getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getTimeSeriesIds() - Method in class com.opengamma.strata.data.ImmutableMarketData

getTimeSeriesIds() - Method in interface com.opengamma.strata.data.MarketData

Gets the time-series identifiers.

getTimeSeriesIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getTimeSeriesIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the time-series identifiers.

getTimeSeriesIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

getTimeSeriesIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the set of indices that have time-series available.

getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the market data identifiers of the time-series of required for the calculation.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Gets the time to expiry.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

Gets the time to expiry.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

Gets the time to expiry.

getTimeToExpiry() - Method in interface com.opengamma.strata.pricer.impl.tree.OptionFunction

Obtains time to expiry.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of parameters.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the total number of parameters in the group.

getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

Gets total weight of all the fixings in this observation.

getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the trace (i.e.

getTrace(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the trace (i.e.

getTrade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Gets the trade that describes the parameter.

getTradeDate() - Method in class com.opengamma.strata.product.TradedPrice

Gets the trade date.

getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the price that was traded, together with the trade date, optional.

getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

Gets the price that was traded, together with the trade date, optional.

getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements

Gets the trade-level measure requirements.

getTradePricer() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator

Obtains the trade pricer used in this calibration.

getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time, optional.

getTradeType() - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure

Gets the trade type of the calibrator.

getTradeType() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure

getTradeType() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

getTradeType() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure

getTradeTypes() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures

Gets the supported trade types.

getTradeUnitValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Returns the value of a single tradeable unit of the security.

getTransform(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

getTransform(DoubleArray) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the nonlinear transformation of parameters from the initial values.

getTransform(DoubleArray, BitSet) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrModelFitter

getTransform(DoubleArray, BitSet) - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SmileModelFitter

Obtains the nonlinear transformation of parameters from the initial values with some parameters fixed.

getTransitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

Gets the transition probability.

getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.CommonsMatrixAlgebra

getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.MatrixAlgebra

Returns the transpose of a matrix.

getTranspose(Matrix) - Method in class com.opengamma.strata.math.impl.matrix.OGMatrixAlgebra

Returns the transpose of a matrix.

getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the preferred triangulation currency.

getTriangulationCurrency() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the triangulation currency to use.

getTStatistics() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

getType() - Method in interface com.opengamma.strata.basics.index.FloatingRateName

Gets the type of the index - Ibor, Overnight or Price.

getType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

Gets the type of the index.

getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the type of adjustment to make.

getType() - Method in class com.opengamma.strata.calc.ReportingCurrency

Gets the type of reporting currency.

getType() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Gets the enum type.

getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getType() - Method in class com.opengamma.strata.market.option.DeltaStrike

getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.SimpleStrike

getType() - Method in interface com.opengamma.strata.market.option.Strike

Gets the type of the strike.

getType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

Gets the type of the contract - future or option.

getType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

getType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

getType() - Method in interface com.opengamma.strata.product.etd.EtdPosition

Gets the type of the contract - future or option.

getType() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the type of the contract - future or option.

getType() - Method in interface com.opengamma.strata.product.etd.EtdTrade

Gets the type of the contract that was traded.

getType() - Method in class com.opengamma.strata.product.etd.EtdVariant

Gets the type of ETD - Monthly, Weekly or Daily.

getType() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the type of the contract - future or option.

getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getTypedSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets the sensitivities, keyed by type.

getTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets a sensitivity instance by type, throwing an exception if not found.

getU() - Method in class com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

Returns the $\mathbf{U}$ matrix of the decomposition.

getU() - Method in interface com.opengamma.strata.math.impl.linearalgebra.LUDecompositionResult

Returns the $\mathbf{U}$ matrix of the decomposition.

getU() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the matrix $\mathbf{U}$ of the decomposition.

getU() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the matrix $\mathbf{U}$ of the decomposition.

getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the unadjusted date.

getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDates

Gets the unadjusted dates, in order.

getUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the complete list of unadjusted dates.

getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted end date.

getUnadjustedExerciseDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate

Gets the unadjusted exercise date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted start date.

getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the underlying market data.

getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the underlying market data.

getUnderlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets the underlying curve, before the seasonality adjustment.

getUnderlying() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

Gets the bond underlying the option.

getUnderlying() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

Gets the bond underlying the option.

getUnderlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

Gets the underlying foreign exchange transaction.

getUnderlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

Gets the underlying foreign exchange transaction.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the underlying swap.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the underlying swap.

getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the underlying curve.

getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the expiry year-month of the underlying instrument.

getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets the expiry year-month of the underlying instrument.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the underlying future.

getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the identifier of the underlying future.

getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the identifier of the underlying future.

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BillSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

getUnderlyingIds() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security

Gets the set of underlying security identifiers.

getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the underlying Rate index that the leg is based on.

getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the underlying Rate index that the leg is based on.

getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

Gets the underlying FX vanilla option.

getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

Gets the underlying FX vanilla option.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

Gets the underlying swap.

getUnderlyingTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the underlying tenor associated with the parameter.

getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

Gets the underlying CDS trade.

getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

Gets the underlying CDS index trade.

getUnits() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the units supported by a tenor.

getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the unit of this periodic frequency.

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.BroydenMatrixUpdateFunction

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.NewtonDefaultUpdateFunction

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in interface com.opengamma.strata.math.impl.rootfinding.newton.NewtonRootFinderMatrixUpdateFunction

getUpdatedMatrix(Function<DoubleArray, DoubleMatrix>, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix) - Method in class com.opengamma.strata.math.impl.rootfinding.newton.ShermanMorrisonMatrixUpdateFunction

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

Gets the upfront fee of the product.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the upfront fee of the product.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

Gets the upfront fee of the product.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the upfront fee of the product.

getUpperSubDiagonal() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

getUpperSubDiagonalData() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

Direct access to upper sub-Diagonal Data.

getUri() - Method in class com.opengamma.strata.collect.io.UriByteSource

Gets the URI.

getUT() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.

getUT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the transpose of the matrix $\mathbf{U}$ of the decomposition.

getV() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the matrix $\mathbf{V}$ of the decomposition.

getV() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the matrix $\mathbf{V}$ of the decomposition.

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getValuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the valuation date associated with the market data.

getValuationDate() - Method in interface com.opengamma.strata.data.MarketData

Gets the valuation date of the market data.

getValuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the valuation date associated with each scenario.

getValuationDate() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets a box that can provide the valuation date of each scenario.

getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

getValuationDate() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

getValuationDate() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.report.Report

Gets the valuation date of the results driving the report.

getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the valuation date.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the valuation date.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the valuation date-time.

getValue() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.basics.currency.BigMoney

Gets the numeric amount of the money.

getValue() - Method in class com.opengamma.strata.basics.currency.Money

Gets the numeric amount of the money.

getValue() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.basics.StandardId

Gets the value of the identifier within the scheme.

getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the value of the variable.

getValue() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the value representing the change that occurs.

getValue() - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.

getValue() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Gets the success value.

getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the value.

getValue() - Method in class com.opengamma.strata.market.observable.Quote

Gets the value that was quoted.

getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike

Gets the value of absolute delta.

getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

Gets the value of log-moneyness.

getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike

Gets the value of moneyness.

getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike

Gets the value of strike.

getValue() - Method in interface com.opengamma.strata.market.option.Strike

Gets the value of the strike.

getValue() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

Gets the quantile value.

getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

Gets the amount.

getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the reference to a value to display in this column.

getValue(double[], double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

getValue(double[], double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

getValue(int) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the market data value associated with the specified scenario.

getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData

Gets the reference data value associated with the specified identifier.

getValue(DoubleArray, double, double) - Method in class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

getValue(DoubleArray, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

getValue(DoubleMatrix, double, double, double, double) - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData

Gets the market data value associated with the specified identifier.

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the market data value associated with the specified identifier.

getValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

getValue(String, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header, post processing the result.

getValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

getValue(Pattern, Function<String, T>) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern, post processing the result.

getValueDate() - Method in class com.opengamma.strata.product.swap.FutureValueNotional

Gets the value date.

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the failures when building single market data values.

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the failures when building single market data values.

getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the y-value function.

getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the y-value function.

getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.

getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.

getValueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the market data identifiers of the values required for the calculation.

getValues() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

Gets the values.

getValues() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the currency values, keyed by currency.

getValues() - Method in class com.opengamma.strata.basics.ImmutableReferenceData

Gets the typed reference data values by identifier.

getValues() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the market data values.

getValues() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Gets the calculated values, one per scenario.

getValues() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the individual items of market data.

getValues(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

Gets the values for the specified currency, throws an exception if there are no values for the currency.

getValues(Currency) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the values for the specified currency, throws an exception if there are no values for the currency.

getVariant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

Gets the variant of ETD.

getVariant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the variant of ETD.

getVariant() - Method in interface com.opengamma.strata.product.etd.EtdSecurity

Gets the variant of ETD.

getVariant() - Method in class com.opengamma.strata.product.etd.SplitEtdId

Gets the variant of ETD.

getVector(int) - Method in class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator

getVector(int) - Method in interface com.opengamma.strata.math.impl.random.RandomNumberGenerator

Gets an array of random numbers.

getVectors(int, int) - Method in class com.opengamma.strata.math.impl.random.NormalRandomNumberGenerator

getVectors(int, int) - Method in interface com.opengamma.strata.math.impl.random.RandomNumberGenerator

Gets a list of random number arrays.

getVersion() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

Gets the version of the option, defaulted to zero.

getVersion() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

Gets the version of the option, defaulted to zero.

getVersionString() - Static method in class com.opengamma.strata.collect.Version

Gets the version of Strata.

getVolatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

Gets the caplet volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

Gets the name of the volatilities.

getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Gets the name of the volatilities.

getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

Gets the volatilities associated with the strikes.

getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

Gets the volatility.

getVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the volatility parameters.

getVolatilityCurrencyPairs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Gets the set of currency pairs that volatilities are provided for.

getVolatilityIds(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency pair.

getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency.

getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency.

getVolatilityIds(RateIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified currency.

getVolatilityIds(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Gets the identifiers used to obtain the volatilities for the specified security ID.

getVolatilityIndices() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Gets the set of indices that volatilities are provided for.

getVolatilityIndices() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Gets the set of indices that volatilities are provided for.

getVolatilityIndices() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Gets the set of indices that volatilities are provided for.

getVolatilitySecurityIds() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Gets the set of security IDs that volatilities are provided for.

getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

Gets the smile description at the different time to expiry.

getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Gets the volatility smiles from delta.

getVolatilityTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

Gets the times separating the constant volatility periods.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

Gets the type of volatility returned by the BondFutureVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BondYieldVolatilities

Gets the type of volatility returned by the BondYieldVolatilities.volatility(double, double, double, double) method.

getVolatilityType() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.BlackSabrIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

Gets the type of volatility returned by the IborCapletFloorletVolatilities.volatility(java.time.ZonedDateTime, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.NormalSabrIborCapletFloorletVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Gets the type of volatility returned by the FxOptionVolatilities.volatility(com.opengamma.strata.basics.currency.CurrencyPair, java.time.ZonedDateTime, double, double) method.

getVolatilityType() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganNormalVolatilityFormula

getVolatilityType() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Gets the type of volatility returned by the IborFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula

Gets the type of volatility returned by the SabrVolatilityFormula.volatility(double, double, double, double, double, double, double) method.

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

Gets the type of volatility returned by the SwaptionVolatilities.volatility(java.time.ZonedDateTime, double, double, double) method.

getVT() - Method in class com.opengamma.strata.math.impl.linearalgebra.SVDecompositionCommonsResult

Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.

getVT() - Method in interface com.opengamma.strata.math.impl.linearalgebra.SVDecompositionResult

Returns the transpose of the matrix $\mathbf{V}$ of the decomposition.

getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the weight to apply to this fixing.

getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

Gets the positive weight used when interpolating.

getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

Gets the positive weight used when interpolating.

getWeight(double) - Method in interface com.opengamma.strata.math.impl.interpolation.WeightingFunction

Gets the weight.

getWeight(double[], int, double) - Method in interface com.opengamma.strata.math.impl.interpolation.WeightingFunction

Gets the function weight for point x, based on the lower bound index.

getWeightedPredictedValue(double[], double[]) - Method in class com.opengamma.strata.math.impl.regression.WeightedLeastSquaresRegressionResult

getWeights() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

getWeights() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

Gets the weights.

getX() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getXExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value left extrapolator.

getXExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value right extrapolator.

getXInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value interpolator.

getXValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the single x-value.

getXValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Gets the x-value.

getXValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the x-value.

getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known x-values of the curve.

getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known x-values of the surface.

getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Gets the type of the x-value.

getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the type of the x-value.

getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the surface.

getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the year fraction of the investment implied by the fixing date.

getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the year fraction of the investment implied by the fixing date.

getYearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

Gets the time that was queried, expressed as a year fraction.

getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateComputation

Gets the year fraction.

getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the year fraction that the accrual period represents.

getYearFractionTenor() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

Gets the tenor associated with the year fraction.

getYearFractionTenor() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

Gets the tenor associated with the year fraction.

getYearMonth() - Method in class com.opengamma.strata.basics.date.SequenceDate

Gets the base year-month.

getYearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the year-month associated with the parameter.

getYExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value left extrapolator.

getYExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value right extrapolator.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.Bill

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets yield convention.

getYInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value interpolator.

getYParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedCurve

For a scalar function (curve) that can be written as $y=f(x;\boldsymbol{\theta})$ where x & y are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.

getYValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve

Gets the single y-value.

getYValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the single y-value.

getYValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the y-value.

getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known y-values of the curve.

getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known y-values of the surface.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the type of the y-value.

getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the surface.

getZero() - Method in class com.opengamma.strata.math.impl.function.special.OrthogonalPolynomialFunctionGenerator

getZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Gets the zero rate sensitivity.

getZone() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time-zone, optional.

getZoneId() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

Gets the zone ID.

getZoneId(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Returns the ZoneId matching this string representation of a holiday calendar id.

getZParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.math.impl.function.ParameterizedSurface

For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.

getZValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface

Gets the single z-value.

getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of z-values, one for each point.

getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known z-values of the surface.

getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the z-values of the curve.

getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the z-value type, providing meaning to the z-values of the surface.

GOLDEN - Static variable in class com.opengamma.strata.math.impl.minimization.MinimumBracketer

GoldenSectionMinimizer1D - Class in com.opengamma.strata.math.impl.minimization

GoldenSectionMinimizer1D() - Constructor for class com.opengamma.strata.math.impl.minimization.GoldenSectionMinimizer1D

GR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GR' - Greece.

GREATER_THAN - com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform.LimitType

Greater than limit.

GridSurfaceInterpolator - Class in com.opengamma.strata.market.surface.interpolator

A surface interpolator that is based on two curve interpolators.

GridSurfaceInterpolator.Meta - Class in com.opengamma.strata.market.surface.interpolator

The meta-bean for GridSurfaceInterpolator.

groupingAndThen() - Method in class com.opengamma.strata.collect.MapStream

Returns a stream built from a map of the entries in the stream, grouped by key.

groupingAndThen(Collector<? super V, A, R>) - Method in class com.opengamma.strata.collect.MapStream

Returns a stream built from a map of the entries in the stream, grouped by key.

Guavate - Class in com.opengamma.strata.collect

Utilities that help bridge the gap between Java 8 and Google Guava.

GZ - com.opengamma.strata.collect.io.ByteSourceCodec

Encode using gz.

GZ_BASE64 - com.opengamma.strata.collect.io.ByteSourceCodec

Encode using gz then base-64.

H

hagan() - Static method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula

The Hagan SABR volatility formula.

hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if the element has content.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Checks if there is an ex-coupon period.

hasFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

Checks if there are any failures.

hash(HashFunction) - Method in class com.opengamma.strata.collect.io.ArrayByteSource

hash(HashFunction) - Method in class com.opengamma.strata.collect.io.BeanByteSource

hashCode() - Method in class com.opengamma.strata.basics.CalculationTargetList

hashCode() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment

hashCode() - Method in class com.opengamma.strata.basics.currency.BigMoney

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.Currency

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix

hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate

hashCode() - Method in class com.opengamma.strata.basics.currency.Money

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray

hashCode() - Method in class com.opengamma.strata.basics.currency.Payment

hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate

hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDates

hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

hashCode() - Method in class com.opengamma.strata.basics.date.MarketTenor

Returns a suitable hash code for the market tenor.

hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.SequenceDate

hashCode() - Method in class com.opengamma.strata.basics.date.Tenor

Returns a suitable hash code for the tenor.

hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

hashCode() - Method in class com.opengamma.strata.basics.ImmutableReferenceData

hashCode() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

hashCode() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.location.Country

Returns a suitable hash code for the country.

hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency

Returns a suitable hash code for the periodic frequency.

hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

hashCode() - Method in class com.opengamma.strata.basics.StandardId

Returns a suitable hash code, based on the scheme and value.

hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule

hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep

hashCode() - Method in class com.opengamma.strata.basics.value.ValueStepSequence

hashCode() - Method in class com.opengamma.strata.calc.CalculationRules

hashCode() - Method in class com.opengamma.strata.calc.Column

hashCode() - Method in class com.opengamma.strata.calc.ColumnHeader

hashCode() - Method in class com.opengamma.strata.calc.ImmutableMeasure

hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

hashCode() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

hashCode() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

hashCode() - Method in class com.opengamma.strata.calc.ReportingCurrency

hashCode() - Method in class com.opengamma.strata.calc.Results

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResults

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTask

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

hashCode() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

hashCode() - Method in class com.opengamma.strata.collect.array.IntArray

hashCode() - Method in class com.opengamma.strata.collect.array.LongArray

hashCode() - Method in class com.opengamma.strata.collect.BasisPoints

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.Decimal

hashCode() - Method in class com.opengamma.strata.collect.FixedScaleDecimal

hashCode() - Method in class com.opengamma.strata.collect.io.ArrayByteSource

hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile

Returns a suitable hash code for the CSV file.

hashCode() - Method in class com.opengamma.strata.collect.io.CsvRow

Returns a suitable hash code for the CSV file.

hashCode() - Method in class com.opengamma.strata.collect.io.FileByteSource

hashCode() - Method in class com.opengamma.strata.collect.io.IniFile

Returns a suitable hash code for the INI file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns a suitable hash code for the property set.

hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Returns a suitable hash code for the locator.

hashCode() - Method in class com.opengamma.strata.collect.io.SerializedValue

hashCode() - Method in class com.opengamma.strata.collect.io.StringCharSource

hashCode() - Method in class com.opengamma.strata.collect.io.UriByteSource

hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.Percentage

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.result.Failure

hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem

hashCode() - Method in class com.opengamma.strata.collect.result.FailureItems

hashCode() - Method in class com.opengamma.strata.collect.result.Result

hashCode() - Method in class com.opengamma.strata.collect.result.ValueWithFailures

hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

A hash code for this point.

hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple

hashCode() - Method in class com.opengamma.strata.collect.TypedString

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.data.FxMatrixId

hashCode() - Method in class com.opengamma.strata.data.FxRateId

hashCode() - Method in class com.opengamma.strata.data.ImmutableMarketData

hashCode() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

hashCode() - Method in class com.opengamma.strata.data.MarketDataName

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

hashCode() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows

hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts

hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CombinedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CurveId

hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap

hashCode() - Method in class com.opengamma.strata.market.FxRateShifts

hashCode() - Method in class com.opengamma.strata.market.GenericDoubleShifts

hashCode() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

hashCode() - Method in class com.opengamma.strata.market.observable.Quote

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteId

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike

hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike

hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.ParameterSize

hashCode() - Method in class com.opengamma.strata.market.param.PointShifts

hashCode() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

hashCode() - Method in class com.opengamma.strata.market.surface.ConstantSurface

hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.DeformedSurface

hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

hashCode() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

hashCode() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

hashCode() - Method in class com.opengamma.strata.math.impl.function.RealPolynomialFunction1D

hashCode() - Method in class com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

hashCode() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureData

hashCode() - Method in class com.opengamma.strata.math.impl.integration.GaussianQuadratureIntegrator1D

hashCode() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

hashCode() - Method in class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

hashCode() - Method in class com.opengamma.strata.math.impl.linearalgebra.TridiagonalMatrix

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.DoubleRangeLimitTransform

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.NullTransform

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.SingleRangeLimitTransform

hashCode() - Method in class com.opengamma.strata.math.impl.minimization.UncoupledParameterTransforms

hashCode() - Method in class com.opengamma.strata.math.impl.regression.LeastSquaresRegressionResult

hashCode() - Method in class com.opengamma.strata.math.impl.regression.NamedVariableLeastSquaresRegressionResult

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.descriptive.QuantileResult

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.ChiSquareDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GammaDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedExtremeValueDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.GeneralizedParetoDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.LaplaceDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NonCentralChiSquaredDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.NormalDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.distribution.StudentTDistribution

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.GeneralizedLeastSquareResults

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResults

hashCode() - Method in class com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

hashCode() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter

hashCode() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter

hashCode() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

hashCode() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig

hashCode() - Method in class com.opengamma.strata.measure.fx.FxRateConfig

hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification

hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode

hashCode() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition

hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.bond.BondYieldSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider

hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.bond.NormalBondYieldExpiryDurationVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodAmounts

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletPeriodCurrencyAmounts

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryFlatVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalSabrParametersIborCapletFloorletVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition

hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates

hashCode() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

hashCode() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault

hashCode() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities

hashCode() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates

hashCode() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters

hashCode() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

hashCode() - Method in class com.opengamma.strata.pricer.impl.rate.model.HullWhiteOneFactorPiecewiseConstantInterestRateModel

hashCode() - Method in class com.opengamma.strata.pricer.impl.tree.ConstantContinuousSingleBarrierKnockoutFunction

hashCode() - Method in class com.opengamma.strata.pricer.impl.tree.EuropeanVanillaOptionFunction

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrFormulaData

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrHaganVolatilityFunctionProvider

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

hashCode() - Method in class com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters

hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider

hashCode() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters

hashCode() - Method in class com.opengamma.strata.pricer.model.SabrParameters

hashCode() - Method in class com.opengamma.strata.pricer.option.RawOptionData

hashCode() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData

hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricIborIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.HistoricPriceIndexValues

hashCode() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

hashCode() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates

hashCode() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues

hashCode() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.product.AttributeType

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.product.bond.Bill

hashCode() - Method in class com.opengamma.strata.product.bond.BillPosition

hashCode() - Method in class com.opengamma.strata.product.bond.BillSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BillTrade

hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.bond.BondFuturePosition

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBill

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

hashCode() - Method in class com.opengamma.strata.product.cms.Cms

hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg

hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod

hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCms

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

hashCode() - Method in class com.opengamma.strata.product.common.CcpId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.common.ExchangeId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.credit.Cds

hashCode() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndex

hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CdsQuote

hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCds

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate

hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

hashCode() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.dsf.Dsf

hashCode() - Method in class com.opengamma.strata.product.dsf.DsfPosition

hashCode() - Method in class com.opengamma.strata.product.dsf.DsfSecurity

hashCode() - Method in class com.opengamma.strata.product.dsf.DsfTrade

hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf

hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade

hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec

hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition

hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade

hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition

hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade

hashCode() - Method in class com.opengamma.strata.product.etd.EtdVariant

hashCode() - Method in class com.opengamma.strata.product.etd.SplitEtdId

hashCode() - Method in class com.opengamma.strata.product.etd.SplitEtdOption

hashCode() - Method in class com.opengamma.strata.product.fra.Fra

hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade

hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFra

hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption

hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade

hashCode() - Method in class com.opengamma.strata.product.GenericSecurity

hashCode() - Method in class com.opengamma.strata.product.GenericSecurityPosition

hashCode() - Method in class com.opengamma.strata.product.GenericSecurityTrade

hashCode() - Method in class com.opengamma.strata.product.index.IborFuture

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.index.IborFuturePosition

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuture

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Deprecated.

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec

hashCode() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate

hashCode() - Method in class com.opengamma.strata.product.LegalEntityId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

hashCode() - Method in class com.opengamma.strata.product.PortfolioItemSummary

hashCode() - Method in class com.opengamma.strata.product.PositionInfo

hashCode() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.IborRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation

hashCode() - Method in class com.opengamma.strata.product.SecurityId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.SecurityInfo

hashCode() - Method in class com.opengamma.strata.product.SecurityPosition

hashCode() - Method in class com.opengamma.strata.product.SecurityPriceInfo

hashCode() - Method in class com.opengamma.strata.product.SecurityTrade

hashCode() - Method in class com.opengamma.strata.product.SimpleAttributes

hashCode() - Method in class com.opengamma.strata.product.