- 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.
- active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets whether the index is active, defaulted to true.
- active() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the active property.
- active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets whether the index is active, defaulted to true.
- active() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the active property.
- active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets whether the index is active, defaulted to true.
- active() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the active property.
- additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the addition convention to apply.
- additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the additionConvention property.
- additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the addition convention to apply.
- additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the additionConvention property.
- 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.
- 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.
- 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, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Adjusts the date as necessary if it is not a business day.
- adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
-
Adjusts the date according to the rules of the implementation.
- 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, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Adjusts the base date, adding the period and applying the convention rule.
- 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) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Adjusts the date according to the rules of the roll convention.
- adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Adjusts the base value based on the criteria of this adjustment.
- adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Adjusts the base value based on the type and the modifying value.
- 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.
- 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.
- 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(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() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the adjustment property.
- 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() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the adjustment property.
- 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.
- 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.
- AED - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'AED' - UAE Dirham.
- 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.
- amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
The meta-property for the amounts property.
- AR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'AR' - Argentina.
- ARS - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ARS' - Argentine Peso.
- 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.OvernightIndices
-
The AONIA index for AUD.
- 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'.
- CA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CA' - Canada.
- CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CAD' - Canadian Dollar.
- CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month CDOR index.
- 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
-
The 6 month CDOR index.
- CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The CORRA index for CAD.
- 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, 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.
- 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
-
- 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
-
- 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, 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.
- 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.
- 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.
- calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the calendar that defines holidays and business days.
- calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the calendar property.
- 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.
- calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the calendar property.
- CATO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.
- 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".
- CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CHF' - Swiss Franc.
- 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_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-TOIS Overnight index.
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The TOIS index for CHF.
- 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.
- CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CLP' - Chilean Peso.
- CN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CN' - China.
- CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CNY' - Chinese Yuan.
- 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.
- combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains a combined holiday calendar instance.
- 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.
- 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(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.
- 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(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period contains the specified date.
- containsValue(ReferenceDataId<?>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Checks if this reference data contains a value for the specified identifier.
- 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() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the convention property.
- 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(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.
- 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.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, BigDecimal) - Method in class com.opengamma.strata.basics.currency.Money
-
Converts this amount to an equivalent amount 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.
- COP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'COP' - Colombian Peso.
- Country - Class in com.opengamma.strata.basics.location
-
A country or territory.
- createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of adjusted dates in the schedule.
- createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the schedule from the definition.
- 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.
- 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.
- crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Derives an FX rate from two related FX rates.
- currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
The meta-property for the currencies property.
- Currency - Class in com.opengamma.strata.basics.currency
-
A unit of currency.
- currency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.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() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the currency property.
- 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.
- CurrencyPair - Class in com.opengamma.strata.basics.currency
-
An ordered pair of currencies, such as 'EUR/USD'.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the currency pair.
- currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the currencyPair property.
- 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_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'.
- date() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
The meta-property for the date property.
- date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
Sets the date that the payment is made.
- date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
The meta-property for the date property.
- 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() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the date property.
- 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.
- dateMatching(YearMonth) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the date in the sequence that corresponds to the specified year-month.
- 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_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 - Interface in com.opengamma.strata.basics.date
-
A convention defining how to calculate fractions of a year.
- dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the day count convention.
- dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the dayCount property.
- dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the day count convention.
- dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the dayCount property.
- DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date
-
Information about the schedule necessary to calculate the day count.
- DayCounts - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard day count conventions.
- 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(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
Sets the number of days to be added.
- days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the days property.
- 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.
- DE - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'DE' - Germany.
- decimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
The meta-property for the decimalPlaces property.
- defaultIborIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the default Ibor index for a currency.
- defaultOvernightIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the default Overnight index for a currency.
- 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_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.OvernightIndices
-
The TN index for DKK.
- effectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.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.
- effectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the effectiveDate property.
- 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.
- effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.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() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the effectiveDateOffset property.
- 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.
- 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.
- encodeScheme(String) - Static method in class com.opengamma.strata.basics.StandardId
-
Encode a string suitable for use as the scheme.
- 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() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the endDate property.
- 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() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the endDate 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() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the endDateBusinessDayAdjustment 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.
- 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.
- 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.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.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.PeriodAdjustment
-
- 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.HalfUpRounding
-
- 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
-
- ES - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'ES' - Spain.
- 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_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_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for EUR-EURIBOR.
- 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
-
The 2 month EURIBOR index.
- EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 week EURIBOR index.
- EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month EURIBOR index.
- 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
-
The 9 month EURIBOR index.
- 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_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_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".
- 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'.
- 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.
- 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.
- externalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the externalName property.
- FI - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FI' - Finland.
- findValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Finds the reference data value associated with the specified identifier.
- 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() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the firstRegularStartDate property.
- firstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
The meta-property for the firstStepDate property.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the fixingCalendar property.
- 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(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date of the index fixing.
- fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the fixingDate property.
- 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() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingDateOffset property.
- 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.
- fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time.
- fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingTime property.
- fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time-zone.
- fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingZone property.
- 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 standard Floating rate names.
- FloatingRateType - Enum in com.opengamma.strata.basics.index
-
The type of a floating rate index.
- FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Following' convention which adjusts to the next business day.
- 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".
- fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
The meta-property for the fraction property.
- Frequency - Class in com.opengamma.strata.basics.schedule
-
A periodic frequency used by financial products that have a specific event every so often.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the regular periodic frequency to use.
- frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periodic frequency used when building the schedule.
- 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.
- 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.
- FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
- 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.
- 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.
- 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
-
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the FX rate for the specified currency pair.
- FxRate - Class in com.opengamma.strata.basics.currency
-
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
- 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(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- FxRate.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for FxRate.
- FxRateProvider - Interface in com.opengamma.strata.basics.currency
-
A provider of FX rates.
- GB - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GB' - United Kingdom.
- 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_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_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GBP-LIBOR.
- 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_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for GBP.
- 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_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".
- 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(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(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the value of the specified unit.
- 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(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the value of the specified unit.
- 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
-
- 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.
- 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.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.
- 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.CurrencyAmount
-
Gets the amount of the currency.
- getAmount() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the amount of the currency as an instance of
BigDecimal.
- 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() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- 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.
- 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.
- getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the base currency of the pair.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the business day adjustment to apply.
- 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.
- getCode() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the three letter ISO code.
- getCode() - Method in class com.opengamma.strata.basics.location.Country
-
Gets the two letter ISO code.
- 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.
- getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the counter currency of the pair.
- 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.
- 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.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 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 interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the currency of the index.
- 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.
- 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.
- 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.RateIndex
-
Gets the day count convention of the index.
- 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.
- getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the number of decimal places to round to.
- getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
-
Gets the invalid schedule definition.
- getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivative of the variable with respect to an input.
- getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivatives of the variable with respect to some inputs.
- 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.
- 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.
- 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.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the end date.
- getExternalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
- getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the final stub if it exists.
- getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the first schedule period.
- 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.
- getFirstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the first date in the sequence.
- 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.
- 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.
- 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.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the fixing date offset, in days, optional.
- getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the fixing month.
- getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time.
- getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time-zone.
- 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
-
- getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the floating rate name for this index.
- getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the floating rate name for this index.
- getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the fraction of the smallest decimal place to round to.
- 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.
- getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of holiday dates.
- 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'.
- 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.
- 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.
- getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the initial stub if it exists.
- getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the initial value.
- 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.
- getLastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the last date in the sequence.
- 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.
- 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.
- getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the number of digits in the minor unit.
- getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the value used to modify the base value.
- 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.FloatingRateName
-
Gets the name that uniquely identifies this index.
- 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.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.schedule.RollConvention
-
Gets the name that uniquely identifies this convention.
- getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first schedule period, overriding normal schedule generation.
- getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the currency pair.
- 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(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.
- getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the index of the schedule period boundary at which the change occurs.
- getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the schedule periods.
- 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.
- getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the number of digits in the rate.
- getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the matrix with all the exchange rates.
- 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.
- 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.
- getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that will be applied to the result.
- 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.
- getScheme() - Method in class com.opengamma.strata.basics.StandardId
-
Gets the scheme that categorizes the identifier value.
- getSize() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the size of this array.
- 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.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the start 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.
- getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to handle stubs.
- getTargets() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
Gets the targets.
- 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.
- 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
-
- getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the preferred triangulation currency.
- 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.
- getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the unadjusted date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted end date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted start date.
- 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.
- 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.Payment
-
Gets the amount of the payment.
- getValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Gets the reference data value associated with the specified identifier.
- 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.
- getValues() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the values.
- 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() - 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.
- getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of weekend days.
- 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.
- GR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GR' - Greece.
- IborIndex - Interface in com.opengamma.strata.basics.index
-
An inter-bank lending rate index, such as Libor or Euribor.
- IborIndexObservation - Class in com.opengamma.strata.basics.index
-
Defines the observation of a rate of interest from a single Ibor index.
- IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for IborIndexObservation.
- IborIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Ibor indices.
- id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
The meta-property for the id property.
- ID - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'ID' - Indonesia.
- IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'IDR' = Indonesian Rupiah.
- IL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IL' - Israel.
- ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ILS' = Israeli Shekel.
- IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMM' roll convention which adjusts the date to the third Wednesday.
- IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
- IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday
on or after the ninth day of the month.
- ImmutableFloatingRateName - Class in com.opengamma.strata.basics.index
-
An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
- ImmutableFloatingRateName.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableFloatingRateName.
- ImmutableFxIndex - Class in com.opengamma.strata.basics.index
-
A foreign exchange index implementation based on an immutable set of rules.
- ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableFxIndex.
- ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableFxIndex.
- ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
-
A holiday calendar implementation based on an immutable set of holiday dates and weekends.
- ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for ImmutableHolidayCalendar.
- ImmutableIborIndex - Class in com.opengamma.strata.basics.index
-
An Ibor index implementation based on an immutable set of rules.
- ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableIborIndex.
- ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableIborIndex.
- ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
-
An overnight index, such as Sonia or Eonia.
- ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableOvernightIndex.
- ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableOvernightIndex.
- ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
-
A price index implementation based on an immutable set of rules.
- ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutablePriceIndex.
- ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutablePriceIndex.
- ImmutableReferenceData - Class in com.opengamma.strata.basics
-
An immutable set of reference data
- ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics
-
The meta-bean for ImmutableReferenceData.
- IN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IN' - India.
- index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the index property.
- Index - Interface in com.opengamma.strata.basics.index
-
An index of values, such as LIBOR, FED FUND or daily exchange rates.
- index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
The meta-property for the index property.
- indexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the indexName property.
- IndexObservation - Interface in com.opengamma.strata.basics.index
-
A single observation of an index.
- initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the initial value.
- initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the initialValue property.
- INR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'INR' = Indian Rupee.
- inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the inverse currency pair.
- inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the inverse rate.
- IS - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IS' - Iceland.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets whether the index is active.
- isActive() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets whether the index is active.
- isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is annual.
- isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a business day.
- isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated backwards from the end date to the start date.
- isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated forwards from the start date to the end date.
- isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is a conventional currency pair.
- isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Checks if the end of month convention is in use.
- isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if the end of month convention is in use.
- isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a holiday.
- isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Ibor'.
- isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is an identity pair.
- isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is the inverse of the specified pair.
- ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ISK' = Icelandic Krone.
- isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is the last business day of the month.
- isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a long stub.
- isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Checks whether the convention requires a month-based period.
- isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is month-based.
- isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is month-based.
- isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
- isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Price'.
- isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period is regular according to the specified frequency and roll convention.
- isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a short stub.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is the 'Term' instance.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if this schedule represents a single 'Term' period.
- isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is week-based.
- isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is week-based.
- IT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IT' - Italy.
- mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Applies an operation to the amount.
- mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the amounts.
- mapCurrencyAmounts(UnaryOperator<CurrencyAmount>) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the currency amounts.
- matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Checks if the date matches the rules of the roll convention.
- maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the maturity date of the investment implied by the fixing date.
- maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the adjustment applied to the fixing date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the maturityDateOffset property.
- maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the maturityDateOffset property.
- merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Merges the entries from the other matrix into this one.
- mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule by combining the regular schedule periods.
- mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule with a single 'Term' period.
- meta() - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
The meta-bean for CalculationTargetList.
- meta() - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
The meta-bean for AdjustablePayment.
- meta() - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
The meta-bean for CurrencyAmountArray.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
The meta-bean for FxMatrix.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
-
The meta-bean for FxRate.
- meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
The meta-bean for MultiCurrencyAmount.
- meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
The meta-bean for MultiCurrencyAmountArray.
- meta() - Static method in class com.opengamma.strata.basics.currency.Payment
-
The meta-bean for Payment.
- meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
The meta-bean for AdjustableDate.
- meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
The meta-bean for BusinessDayAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
The meta-bean for DaysAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
The meta-bean for ImmutableHolidayCalendar.
- meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
The meta-bean for PeriodAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
The meta-bean for TenorAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
The meta-bean for ImmutableReferenceData.
- meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
The meta-bean for FxIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
The meta-bean for IborIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
The meta-bean for ImmutableFloatingRateName.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
The meta-bean for ImmutableFxIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
The meta-bean for ImmutableIborIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
The meta-bean for ImmutableOvernightIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
The meta-bean for ImmutablePriceIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
The meta-bean for OvernightIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
The meta-bean for PriceIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
The meta-bean for PeriodicSchedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
The meta-bean for Schedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
The meta-bean for SchedulePeriod.
- meta() - Static method in class com.opengamma.strata.basics.StandardId
-
The meta-bean for StandardId.
- meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
The meta-bean for HalfUpRounding.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
The meta-bean for ValueAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
The meta-bean for ValueDerivatives.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
The meta-bean for ValueSchedule.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
-
The meta-bean for ValueStep.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
-
The meta-bean for ValueStepSequence.
- metaBean() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- metaBean() - Method in class com.opengamma.strata.basics.StandardId
-
- metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- minimal() - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains the minimal set of reference data.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount subtracted.
- minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount subtracted.
- MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
- MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without
crossing mid-month or month end.
- MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
- modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the modifyingValue property.
- Money - Class in com.opengamma.strata.basics.currency
-
An amount of a currency, rounded to match the currency specifications.
- MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
-
The 'Monthly-IMM' date sequence.
- MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
-
A map of currency amounts keyed by currency.
- MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for MultiCurrencyAmount.
- MultiCurrencyAmountArray - Class in com.opengamma.strata.basics.currency
-
An array of multi-currency amounts.
- MultiCurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for MultiCurrencyAmountArray.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the amount multiplied.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
- MX - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MX' - Mexico.
- MXMC - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.
- MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MXN' - Mexican Peso.
- MXN_TIIE_13W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 13 week TIIE index.
- MXN_TIIE_26W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 26 week TIIE index.
- MXN_TIIE_4W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 4 week TIIE index.
- MY - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MY' - Malaysia.
- MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MYR' - Malaysian Ringgit.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the index name, such as 'EUR/GBP-ECB'.
- name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the name property.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the index name, such as 'GBP-LIBOR-3M'.
- name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the name property.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the index name, such as 'GBP-SONIA'.
- name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the name property.
- name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the index name, such as 'GB-HICP'.
- name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the name property.
- NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.
- negated() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Returns a copy of this payment with the value negated.
- negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the amount negated.
- negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this CurrencyAmount with the amount negated.
- negated() - Method in class com.opengamma.strata.basics.currency.Payment
-
Returns a copy of this Payment with the value negated.
- negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with a negative amount.
- next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the next date in the sequence, always returning a date later than the input date.
- next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the next business day, always returning a later date.
- next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Calculates the next date in the sequence after the input date.
- nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
-
Obtains an instance that finds the next leap day after the input date.
- nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the next date in the sequence, returning the input date if it is a date in the sequence.
- nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the next business day, returning the input date if it is a business day.
- nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
-
Obtains a date adjuster that finds the next leap day on or after the input date.
- nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the next business day within the month, returning the input date if it is a business day,
or the last business day of the month if the next business day is in a different month.
- nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- NL - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'NL' - Netherlands.
- NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
- NO - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'NO' - Norway.
- NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'NoAdjust' convention which makes no adjustment.
- NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.
- NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring no holidays and no weekends.
- NOK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'NOK' - Norwegian Krone.
- NOK_NIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month NIBOR index.
- NOK_NIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week NIBOR index.
- NOK_NIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month NIBOR index.
- NOK_NIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month NIBOR index.
- NOK_NIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month NIBOR index.
- NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The NOWA index for NOK.
- NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
An instance that performs no adjustment.
- NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment
-
An instance that performs no adjustment.
- NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
-
No specific rule applies.
- NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment
-
An instance that performs no adjustment.
- NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'None' roll convention.
- none() - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that performs no rounding.
- NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment
-
An instance that makes no adjustment to the value.
- NOOS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.
- normalized() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Normalizes the adjustment.
- normalized() - Method in class com.opengamma.strata.basics.date.Tenor
-
Normalizes the months and years of this tenor.
- normalized() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the normalized form of the floating rate name.
- normalized() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Normalizes the months and years of this tenor.
- nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the nth date in the sequence after the input date,
always returning a date later than the input date.
- nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Finds the nth date in the sequence on or after the input date,
returning the input date if it is a date in the sequence.
- NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.
- NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.
- NZ - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'NZ' - New Zealand.
- NZD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'NZD' - New Zealand Dollar.
- of(CalculationTarget...) - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
Obtains an instance from a list of targets.
- of(List<? extends CalculationTarget>) - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
Obtains an instance from a list of targets.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is fixed.
- of(Currency, double, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is adjustable.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is fixed.
- of(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is adjustable.
- of(Payment) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance based on a Payment.
- of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains an instance for the specified ISO-4217 three letter currency code.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified currency and amount.
- of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified ISO-4217
three letter currency code and amount.
- of(Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance from the specified currency and array of values.
- of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance from the specified list of amounts.
- of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance using a function to create the entries.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains an instance from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from a currency pair.
- of(CurrencyAmount) - Static method in class com.opengamma.strata.basics.currency.Money
-
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.Money
-
Obtains an instance of Money for the specified currency and amount.
- of(Currency, BigDecimal) - Static method in class com.opengamma.strata.basics.currency.Money
-
Obtains an instance of Money for the specified currency and amount.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a currency and amount.
- of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from an array of CurrencyAmount objects.
- of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a list of CurrencyAmount objects.
- of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a map of currency to amount.
- of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from the specified multi-currency amounts.
- of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from the specified multi-currency amounts.
- of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance using a function to create the entries.
- of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from a map of amounts.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with no business day adjustment.
- of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with a business day adjustment.
- of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Obtains an instance using the specified convention and calendar.
- of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
-
Obtains an instance from the set of standard holiday calendars.
- of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Obtains an instance from the specified unique name.
- of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period.
- of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance from a Period.
- of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Obtains an instance from a map of reference data.
- of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Obtains an instance from a single reference data entry.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
-
Obtains an instance from the specified unique name.
- of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Creates an instance from an index and fixing date.
- of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
-
Obtains an instance from the specified unique name.
- of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Creates an instance from an index and fixing date.
- of(String, String, FloatingRateType) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Obtains an instance from the specified external name, index name and type.
- of(String, String, FloatingRateType, int) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Obtains an instance from the specified external name, index name and type.
- of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Obtains an instance from the specified unique name.
- of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Creates an IborRateObservation from an index and fixing date.
- of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
-
Obtains an instance from the specified unique name.
- of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Creates an instance from an index and fixing date.
- of(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains an instance from the specified ISO-3166-1 alpha-2
two letter country code dynamically creating a country if necessary.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains an instance from a map of reference data.
- of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance from a Period.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on a stub convention and end-of-month flag.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on roll and stub conventions.
- of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the specified unique name.
- of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from the adjusted and unadjusted dates.
- of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from two dates.
- of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Obtains an instance from the specified unique name.
- of(String, String) - Static method in class com.opengamma.strata.basics.StandardId
-
Obtains an instance from a scheme and value.
- of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Obtains an instance from the specified unique name.
- of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Obtains an instance from a value and array of derivatives.
- of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from a single value that does not change over time.
- of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(double, ValueStepSequence) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a sequence of steps.
- of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified schedule period index.
- of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified date.
- of(LocalDate, LocalDate, Frequency, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Obtains an instance from the dates, frequency and change.
- ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
- ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-month.
- ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-week.
- ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of days.
- ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of days.
- ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying an amount to add to the base value.
- ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor, adding it to the base value.
- ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance from the number of decimal places and fraction.
- ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance from the number of decimal places and fraction.
- ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the
last business day of month convention.
- ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the
last business day of month convention.
- ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the
last day of month convention.
- ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the
last day of month convention.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of months.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of months.
- ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor to apply to the base value.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be paid where the date is fixed.
- ofPay(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be paid where the date is adjustable.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be paid.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be received where the date is fixed.
- ofReceive(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be received where the date is adjustable.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be received.
- ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance that replaces the base value.
- ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
Obtains a 'Term' instance based on a single period.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of weeks.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of weeks.
- ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of years.
- ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of years.
- ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '1/1' day count, which always returns a day count of 1.
- OvernightIndex - Interface in com.opengamma.strata.basics.index
-
An Overnight index, such as Sonia or Eonia.
- OvernightIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of an Overnight index.
- OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for OvernightIndexObservation.
- OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for OvernightIndexObservation.
- OvernightIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Overnight rate indices.
- overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first schedule period, overriding normal schedule generation.
- overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the overrideStartDate property.
- P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 12 months (1 year).
- P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 13 weeks (91 days).
- P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of one day.
- P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 month.
- P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 week (7 days).
- P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 26 weeks (182 days).
- P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 months.
- P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 weeks (14 days).
- P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 3 months.
- P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 months.
- P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 weeks (28 days).
- P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 52 weeks (364 days).
- P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 6 months.
- pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
The meta-property for the pair property.
- pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a Collector that allows a collection of pairs each containing
a currency pair and a rate to be streamed and collected into a new FxMatrix.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Parses a string to obtain a Currency.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Parses the string to produce a CurrencyAmount.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Parses a currency pair from a string with format AAA/BBB.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Parses a rate from a string with format AAA/BBB RATE.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Money
-
Parses the string to produce a
Money.
- parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Parses a formatted string representing the tenor.
- parse(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Parses a string to obtain a Country.
- parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Parses a formatted string representing the frequency.
- parse(String) - Static method in class com.opengamma.strata.basics.StandardId
-
Parses an StandardId from a formatted scheme and value.
- Payment - Class in com.opengamma.strata.basics.currency
-
A single payment of a known amount on a specific date.
- Payment.Builder - Class in com.opengamma.strata.basics.currency
-
The bean-builder for Payment.
- Payment.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for Payment.
- PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PEN' - Peruvian Nuevo Sol.
- period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the period to be added.
- period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the period property.
- PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
-
A convention defining how a period is added to a date.
- PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard period addition conventions.
- PeriodAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a period of calendar days, months and years.
- PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for PeriodAdjustment.
- PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for PeriodAdjustment.
- PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
-
Definition of a periodic schedule.
- PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for PeriodicSchedule.
- PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for PeriodicSchedule.
- periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
Sets the index of the schedule period boundary at which the change occurs.
- periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the periodIndex property.
- periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the schedule periods.
- periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periods property in the builder
from an array of objects.
- periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the periods property.
- PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PHP' - Philippine Peso.
- PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PKR' - Pakistani Rupee.
- PL - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PL' = Poland.
- PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PLN' - Polish Zloty.
- PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The PLONIA index for PLN.
- PLN_WIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month WIBOR index.
- PLN_WIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month WIBOR index.
- PLN_WIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week WIBOR index.
- PLN_WIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month WIBOR index.
- PLN_WIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month WIBOR index.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount added.
- plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount added.
- PLWA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.
- positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with a positive amount.
- PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Preceding' convention which adjusts to the previous business day.
- previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, always returning an earlier date.
- previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Calculates the previous date in the sequence after the input date.
- previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, returning the input date if it is a business day.
- PriceIndex - Interface in com.opengamma.strata.basics.index
-
An index of prices.
- PriceIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of a Price index.
- PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for PriceIndexObservation.
- PriceIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard price indices.
- property(String) - Method in class com.opengamma.strata.basics.CalculationTargetList
-
- property(String) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
- property(String) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
- property(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- property(String) - Method in class com.opengamma.strata.basics.currency.FxRate
-
- property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
- property(String) - Method in class com.opengamma.strata.basics.currency.Payment
-
- property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- property(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- property(String) - Method in class com.opengamma.strata.basics.StandardId
-
- property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueStep
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- propertyNames() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.Payment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- propertyNames() - Method in class com.opengamma.strata.basics.StandardId
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- PT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PT' - Portugal.
- publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date that the rate implied by the fixing date is published.
- publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the publicationDate property.
- publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the number of days to add to the fixing date to obtain the publication date.
- publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the publicationDateOffset property.
- publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the publication frequency of the index.
- publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the publicationFrequency property.
- SA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SA' - Saudi Arabia.
- SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SAR' - Saudi Riyal.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Saturday/Sunday weekends, with code 'SatSun'.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Saturday/Sunday weekends.
- Schedule - Class in com.opengamma.strata.basics.schedule
-
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
- Schedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for Schedule.
- Schedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for Schedule.
- ScheduleException - Exception in com.opengamma.strata.basics.schedule
-
Exception thrown when a schedule cannot be calculated.
- ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance.
- ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance, specifying the definition that caused the problem.
- SchedulePeriod - Class in com.opengamma.strata.basics.schedule
-
A period in a schedule.
- SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for SchedulePeriod.
- SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for SchedulePeriod.
- scheme() - Method in class com.opengamma.strata.basics.StandardId.Meta
-
The meta-property for the scheme property.
- SE - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SE' - Sweden.
- SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SEK' - Swedish Krona.
- SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SIOR index for SEK.
- SEK_STIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month STIBOR index.
- SEK_STIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 WEEK STIBOR index.
- SEK_STIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month STIBOR index.
- SEK_STIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month STIBOR index.
- SEK_STIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month STIBOR index.
- SEST - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.
- set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'SFE' roll convention which adjusts the date to the second Friday.
- SG - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SG' - Singapore.
- SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SGD' - Singapore Dollar.
- shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Shifts the date by the specified number of business days.
- shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- size() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the size of the array.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the number of stored amounts.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
The meta-property for the size property.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the size of the array.
- size() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the number of periods in the schedule.
- SK - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SK' - Slovakia.
- standard() - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains an instance of standard reference data.
- StandardId - Class in com.opengamma.strata.basics
-
An immutable standard identifier for an item.
- StandardId.Meta - Class in com.opengamma.strata.basics
-
The meta-bean for StandardId.
- startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the start date, which is the start of the first schedule period.
- startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
Sets the start date of this period, used for financial calculations such as interest accrual.
- startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the startDate property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional business day adjustment to apply to the start date.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the steps defining the change in the value.
- steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the steps property in the builder
from an array of objects.
- steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the steps property.
- stepSequence(ValueStepSequence) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the sequence of steps changing the value.
- stepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the stepSequence property.
- stream() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a stream of the amounts.
- stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a stream over the currency amounts.
- stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a stream of the amounts.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional convention defining how to handle stubs.
- stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the stubConvention property.
- StubConvention - Enum in com.opengamma.strata.basics.schedule
-
A convention defining how to calculate stub periods.
- subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Creates a sub-schedule within this period.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
-
Subtracts this tenor from the specified date.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Subtracts the period of this frequency from the specified date.
- Tenor - Class in com.opengamma.strata.basics.date
-
A tenor indicating how long it will take for a financial instrument to reach maturity.
- tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the tenor to be added.
- tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the tenor property.
- TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 months.
- TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 years.
- TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 11 months.
- TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 months.
- TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 years.
- TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 15 years.
- TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 18 months.
- TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of one day.
- TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 month.
- TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 week.
- TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 year.
- TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 20 years.
- TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 25 years.
- TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of two days.
- TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 months.
- TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 weeks.
- TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 years.
- TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 30 years.
- TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of three days.
- TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 months.
- TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 weeks.
- TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 years.
- TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 months.
- TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 weeks.
- TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 years.
- TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 months.
- TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 years.
- TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 months.
- TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 weeks.
- TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 years.
- TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 months.
- TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 years.
- TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 months.
- TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 years.
- TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 months.
- TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 years.
- TenorAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a tenor.
- TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for TenorAdjustment.
- TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for TenorAdjustment.
- TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency matching the term.
- TH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TH' - Thailand.
- THB - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'THB' - Thai Baht.
- THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
- THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360' day count, which treats input day-of-month 31 specially.
- THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E+/360' day count, which treats input day-of-month 31 specially.
- THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Thursday/Friday weekends, with code 'ThuFri'.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Thursday/Friday weekends.
- toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where all the start and end dates are
adjusted using the specified adjuster.
- toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are adjusted using the specified adjuster.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a new builder using the data from this matrix to
create a set of initial entries.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Returns a builder that allows this bean to be mutated.
- toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the market convention currency pair for the currencies in the pair.
- toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns an FX rate object representing the market convention rate between the two currencies.
- toIborIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns an Ibor index.
- toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toIborIndexFixingOffset() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns the fixing offset associated with the Ibor index.
- toIborIndexFixingOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this MultiCurrencyAmount to a map keyed by currency.
- toMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
- toMultiCurrencyAmount() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
- toMultiCurrencyAmountArray() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a collector which creates a multi currency amount array by combining a stream of
currency amount arrays.
- toOvernightIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
- toOvernightIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toPriceIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
- toPriceIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Converts this stub convention to the appropriate roll convention.
- toString() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
- toString() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
- toString() - Method in class com.opengamma.strata.basics.currency.Currency
-
Returns a string representation of the currency, which is the three letter code.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- toString() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
- toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.currency.Payment
-
- toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Returns a string describing the adjustable date.
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Returns the name of the identifier.
- toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Returns the name of the calendar.
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.Tenor
-
Returns a formatted string representing the tenor.
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.location.Country
-
Returns a string representation of the country, which is the two letter code.
- toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a formatted string representing the periodic frequency.
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.StandardId
-
Returns the identifier in a standard string format.
- toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
- total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from the total of a list of CurrencyAmount objects.
- total(Iterable<CurrencyAmountArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a multi currency amount array representing the total of the input arrays.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where every adjusted date is reset
to the unadjusted equivalent.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are set to the unadjusted dates.
- TR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TR' - Turkey.
- TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TRY' - Turkish Lira.
- TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TWD' - New Taiwan Dollar.
- type() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the type property.