Index (OpenGamma Strata Basics)

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A

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.
AdjustableDates - Class in com.opengamma.strata.basics.date: An adjustable list of dates.
AdjustableDates.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for AdjustableDates.
AdjustablePayment - Class in com.opengamma.strata.basics.currency: A single payment of a known amount on a date, with business day adjustment rules.
AdjustablePayment.Meta - Class in com.opengamma.strata.basics.currency: The meta-bean for AdjustablePayment.
adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Returns an adjuster that changes the date.
adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment: Adjusts the payment date using the rules of the specified adjuster.
adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDate: Adjusts the date using the business day adjustment.
adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDates: Adjusts the dates using the business day adjustment.
adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster: Adjusts the temporal according to the rules of the implementation.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta: The meta-property for the adjustment property.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta: The meta-property for the adjustment property.
adjustment(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.
adjustSpotLag(DaysAdjustment) - Method in class com.opengamma.strata.basics.date.MarketTenor: Adjusts the market conventional spot lag to match the market tenor.
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.
AT - Static variable in class com.opengamma.strata.basics.location.Country: The country 'AT' - Austria.
AU - Static variable in class com.opengamma.strata.basics.location.Country: The country 'AU' - Australia.
AUD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'AUD' - Australian Dollar.
AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for AUD-AONIA Overnight index.
AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The AONIA index for AUD.
AUD_BBSW - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for AUD-BBSW.
AUD_BBSW_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month BBSW index.
AUD_BBSW_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month BBSW index.
AUD_BBSW_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month BBSW index.
AUD_BBSW_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 4 month BBSW index.
AUD_BBSW_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 5 month BBSW index.
AUD_BBSW_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month BBSW index.
AUSY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.

B

base(YearMonth) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the next base sequence date on or after the start of the specified month.
base(YearMonth, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the nth base sequence date on or after the start of the specified month.
base(int) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the nth base sequence date on or after the input date.
base(Period, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the nth base sequence date on or after the input date once the minimum period is added.
baseSequence() - Method in interface com.opengamma.strata.basics.date.DateSequence: Returns the simpler "base" sequence underlying this one.
BBG_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for Bloomberg Tickers.
BE - Static variable in class com.opengamma.strata.basics.location.Country: The country 'BE' - Belgium.
beanType() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
beanType() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
beanType() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta
beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
beanType() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
beanType() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
beanType() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
beanType() - Method in class com.opengamma.strata.basics.StandardId.Meta
beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
beanType() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
BGN - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'BGN' - Bulgarian Lev.
BHD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'BHD' - Bahraini Dinar.
BigMoney - Class in com.opengamma.strata.basics.currency: A monetary amount, held to a maximum of 12 decimal places.
BR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'BR' - Brazil.
BRBD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Brazil, with code 'BRBD'.
BRL - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'BRL' - Brazilian Real.
BRL_CDI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for BRL-CDI Overnight index.
BRL_CDI - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The CDI index for BRL.
build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder: Build a new FxMatrix from the data in the builder.
build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
builder() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
builder() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix: Creates a builder that can be used to build instances of FxMatrix.
builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
builder() - Static method in class com.opengamma.strata.basics.currency.Payment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta
builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
builder() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
builder() - Method in class com.opengamma.strata.basics.StandardId.Meta
builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
builder() - Static method in class com.opengamma.strata.basics.value.ValueStep: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
builder() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
BusinessDayAdjustment - Class in com.opengamma.strata.basics.date: An adjustment that alters a date if it falls on a day other than a business day.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the business day adjustment to apply.
businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the businessDayAdjustment property.
BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date: The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for BusinessDayAdjustment.
BusinessDayConvention - Interface in com.opengamma.strata.basics.date: A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions - Class in com.opengamma.strata.basics.date: Constants and implementations for standard business day conventions.
businessDays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Gets the stream of business days between the two dates.

C

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 - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for CAD-CDOR.
CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: Deprecated.
Not published as of 2021-05-17
CAD_CDOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month CDOR index.
CAD_CDOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month CDOR index.
CAD_CDOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month CDOR index.
CAD_CDOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: Deprecated.
Not published as of 2021-05-17
CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for CAD-CORRA Overnight index.
CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The CORRA index for CAD.
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.
CAMO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.
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".
CHAIN_RIC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for Chain RICs, which identifies a set of linked RICs.
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_SARON - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for CHF-SARON Overnight index.
CHF_SARON - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The SARON index for CHF.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Deprecated.
Not published as of 2017-12-29
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: Deprecated.
Not published as of 2017-12-29
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.
CNH - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'CNH' - Chinese Offshore Yuan.
CNY - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'CNY' - Chinese Onshore Yuan.
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(BigMoney) - Method in class com.opengamma.strata.basics.currency.BigMoney: Compares this money to another.
compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency: Compares this currency to another.
compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Compares this currency amount to another.
compareTo(Money) - Method in class com.opengamma.strata.basics.currency.Money: Compares this money to another.
compareTo(MarketTenor) - Method in class com.opengamma.strata.basics.date.MarketTenor: Compares this market tenor to another market tenor.
compareTo(Tenor) - Method in class com.opengamma.strata.basics.date.Tenor: Compares this tenor to another tenor.
compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country: Compares this country to another.
compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Compares this period to another by unadjusted start date, then unadjusted end date.
compareTo(StandardId) - Method in class com.opengamma.strata.basics.StandardId: Compares the external identifiers, sorting alphabetically by scheme followed by value.
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 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, BigDecimal) - Method in class com.opengamma.strata.basics.currency.BigMoney: Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.BigMoney: Converts this amount to an equivalent amount in the specified currency.
convertedTo(Currency, 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.
createFxIndex(CurrencyPair) - Static method in interface com.opengamma.strata.basics.index.FxIndex: Creates a FX index for the provided currency pair.
createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Creates the schedule from the definition, see PeriodicSchedule.createSchedule(ReferenceData, boolean).
createSchedule(ReferenceData, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Creates the schedule from the definition.
createTicMic(String, String) - Static method in class com.opengamma.strata.basics.StandardSchemes: Creates a TICMIC identifier.
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.
CUSIP_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for CUSIPs, the North American numbering system.
CZ - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'CZ' - Czech Republic.
CZK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'CZK' - Czeck Krona.
CZK_PRIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for CZK-PRIBOR.
CZK_PRIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month PRIBOR index.
CZK_PRIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month PRIBOR index.
CZK_PRIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week PRIBOR index.
CZK_PRIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month PRIBOR index.
CZK_PRIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 week PRIBOR index.
CZK_PRIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month PRIBOR index.
CZK_PRIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month PRIBOR index.
CZK_PRIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 9 month PRIBOR index.
CZPR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.

D

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.
daysBetween(LocalDate, LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
DE - Static variable in class com.opengamma.strata.basics.location.Country: The country 'DE' - Germany.
defaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId: Gets the default calendar for a currency.
defaultByCurrencyPair(CurrencyPair) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId: Gets the default calendar for a pair of currencies.
defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the default day count convention for the associated fixed leg.
defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the defaultFixedLegDayCount property.
defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder: Sets the default day count convention for the associated fixed leg.
defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta: The meta-property for the defaultFixedLegDayCount property.
defaultIborIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName: Gets the default Ibor index for a currency.
defaultingReferenceData(ReferenceData) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars: Decorates a ReferenceData instance such that all requests for a HolidayCalendarId will return a value.
defaultOvernightIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName: Gets the default Overnight index for a currency.
DEFR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.
DESERIALIZER - Static variable in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: The deserializer, for compatibility.
DK - Static variable in class com.opengamma.strata.basics.location.Country: The country 'DK' - Denmark.
DKCO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.
DKK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'DKK' - Danish Krone.
DKK_CIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for DKK-CIBOR.
DKK_CIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month CIBOR index.
DKK_CIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month CIBOR index.
DKK_CIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week CIBOR index.
DKK_CIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month CIBOR index.
DKK_CIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 week CIBOR index.
DKK_CIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month CIBOR index.
DKK_CIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month CIBOR index.
DKK_CIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 9 month CIBOR index.
DKK_TNR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for DKK-TNR Overnight index.
DKK_TNR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The TN index for DKK.

E

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.BigMoney: Checks if this money equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency: Checks if this currency equals another currency.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Checks if this currency amount equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Checks if this currency pair equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate
equals(Object) - Method in class com.opengamma.strata.basics.currency.Money: Checks if this money equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment
equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate
equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDates
equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId: Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
equals(Object) - Method in class com.opengamma.strata.basics.date.MarketTenor: Checks if this market tenor equals another market tenor.
equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.date.SequenceDate
equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor: Checks if this tenor equals another tenor.
equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
equals(Object) - Method in class com.opengamma.strata.basics.index.FxIndexObservation: Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.index.IborIndexObservation
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
equals(Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation: Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation: Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.location.Country: Checks if this country equals another country.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency: Checks if this periodic frequency equals another periodic frequency.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule
equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
equals(Object) - Method in class com.opengamma.strata.basics.StandardId: Checks if this identifier equals another, comparing the scheme and value.
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStepSequence
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_ESTER - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Deprecated.
Use EUR_ESTR instead
EUR_ESTER - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: Deprecated.
Use EUR_ESTR instead
EUR_ESTR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for EUR-ESTR Overnight index.
EUR_ESTR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The ESTR index for EUR.
EUR_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for EUR-EURIBOR.
EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month EURIBOR index.
EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month EURIBOR index.
EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week EURIBOR index.
EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: Deprecated.
Not published as of 2018-12-03
EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices: Deprecated.
Not published as of 2018-12-03
EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month EURIBOR index.
EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month EURIBOR index.
EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices: Deprecated.
Not published as of 2018-12-03
EUR_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.

F

FI - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'FI' - Finland.
FIGI_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for FIGIs, the Financial Instrument Global Identifier.
findDefaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId: Tries to find a default calendar for a currency.
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.ImmutableFxIndex.Builder: Sets the adjustment applied to the maturity date to obtain the fixing date.
fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta: The meta-property for the fixingDateOffset 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.
FloatingRate - Interface in com.opengamma.strata.basics.index: An index or group of indices used to provide floating rates, typically in interest rate swaps.
FloatingRateIndex - Interface in com.opengamma.strata.basics.index: An index used to provide floating rates, typically in interest rate swaps.
FloatingRateName - Interface in com.opengamma.strata.basics.index: A floating rate index name, such as Libor, Euribor or US Fed Fund.
FloatingRateNames - Class in com.opengamma.strata.basics.index: Constants and implementations for commonly used Floating rate names.
FloatingRateType - Enum in com.opengamma.strata.basics.index: The type of a floating rate index.
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".
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'.
full(YearMonth) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the next full sequence date on or after the start of the specified month.
full(YearMonth, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the nth full sequence date on or after the start of the specified month.
full(int) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the nth full sequence date on or after the input date.
full(Period, int) - Static method in class com.opengamma.strata.basics.date.SequenceDate: Obtains an instance that selects the nth full sequence date on or after the input date once the minimum period is added.
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: A mutable builder class for FxMatrix.
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.

G

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.AdjustableDates: Gets the business day adjustment that is to be applied to the unadjusted dates.
getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence: Gets the adjustment representing the change that occurs at each step.
getAmount() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment: Gets the amount of the payment.
getAmount() - Method in class com.opengamma.strata.basics.currency.BigMoney: Gets the amount of the currency.
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.
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.date.MarketTenor: Gets the market tenor code.
getCode() - Method in class com.opengamma.strata.basics.location.Country: Gets the two letter ISO code.
getCode3Char() - Method in class com.opengamma.strata.basics.location.Country: Gets the ISO-3166-1 alpha-3 three letter country 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.BigMoney: Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray: Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.Money: Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment: Gets the currency of the payment.
getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRate: Gets the associated currency.
getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex: Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateName: Gets the currency of the floating rate.
getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation: Gets the currency of the Ibor index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation: Gets the currency of the Overnight index.
getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation: Gets the currency of the Ibor index.
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 interface com.opengamma.strata.basics.index.FloatingRateIndex: Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.basics.index.PriceIndex: Gets the day count convention of the index, which is '1/1'.
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.
getDefaultFixedLegDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex: Gets the default day count convention for the associated fixed leg.
getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the default day count convention for the associated fixed leg.
getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the default day count convention for the associated fixed leg.
getDefaultTenor() - Method in interface com.opengamma.strata.basics.index.FloatingRateName: Gets a default tenor applicable for this floating rate.
getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException: Gets the invalid schedule definition.
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.FxIndex: Gets the adjustment applied to the maturity date to obtain the fixing date.
getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Gets the adjustment applied to the maturity date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the adjustment applied to the effective date to obtain the fixing date.
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 interface com.opengamma.strata.basics.index.FloatingRate: Gets the associated floating rate name.
getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex: Gets the floating rate name for this index.
getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
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.
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.FxIndex: Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the adjustment applied to the effective date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the adjustment applied to the effective date to obtain the maturity date.
getMinimumPeriod() - Method in class com.opengamma.strata.basics.date.SequenceDate: Gets the minimum period before using the sequence number.
getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency: Gets the number of digits in the minor unit.
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.FloatingRateIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateName: Gets the name that uniquely identifies this floating rate, such as 'GBP-LIBOR'.
getName() - Method in interface com.opengamma.strata.basics.index.FxIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the name that uniquely identifies this index.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Gets the index name, such as 'EUR/GBP-ECB'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the index name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the index name, such as 'GBP-SONIA'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Gets the index name, such as 'GB-HICP'.
getName() - Method in interface com.opengamma.strata.basics.index.Index: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.RateIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention: Gets the name that uniquely identifies this convention.
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.
getSequenceNumber() - Method in class com.opengamma.strata.basics.date.SequenceDate: Gets the 1-based sequence number.
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.
getStubs(boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the stubs if they exist.
getTargets() - Method in class com.opengamma.strata.basics.CalculationTargetList: Gets the targets.
getTenor() - Method in class com.opengamma.strata.basics.date.MarketTenor: Gets the tenor of the instrument.
getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Gets the tenor to be added.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
getTenor() - Method in interface com.opengamma.strata.basics.index.RateIndex: Gets the tenor of the index.
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.
getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDates: Gets the unadjusted dates, in order.
getUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the complete list of unadjusted dates.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Gets the unadjusted end date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Gets the unadjusted start date.
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 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.
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.
getYearMonth() - Method in class com.opengamma.strata.basics.date.SequenceDate: Gets the base year-month.
GR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'GR' - Greece.

H

hashCode() - Method in class com.opengamma.strata.basics.CalculationTargetList
hashCode() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
hashCode() - Method in class com.opengamma.strata.basics.currency.BigMoney: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.Currency: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate
hashCode() - Method in class com.opengamma.strata.basics.currency.Money: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
hashCode() - Method in class com.opengamma.strata.basics.currency.Payment
hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate
hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDates
hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
hashCode() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId: Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
hashCode() - Method in class com.opengamma.strata.basics.date.MarketTenor: Returns a suitable hash code for the market tenor.
hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
hashCode() - Method in class com.opengamma.strata.basics.date.SequenceDate
hashCode() - Method in class com.opengamma.strata.basics.date.Tenor: Returns a suitable hash code for the tenor.
hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
hashCode() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
hashCode() - Method in class com.opengamma.strata.basics.index.FxIndexObservation: Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
hashCode() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation: Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation: Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.location.Country: Returns a suitable hash code for the country.
hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency: Returns a suitable hash code for the periodic frequency.
hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule
hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
hashCode() - Method in class com.opengamma.strata.basics.StandardId: Returns a suitable hash code, based on the scheme and value.
hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
HK - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'HK' - Hong Kong.
HKD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'HKD' - Hong Kong Dollar.
HolidayCalendar - Interface in com.opengamma.strata.basics.date: A holiday calendar, classifying dates as holidays or business days.
HolidayCalendarId - Class in com.opengamma.strata.basics.date: An identifier for a holiday calendar.
HolidayCalendarIds - Class in com.opengamma.strata.basics.date: Identifiers for common holiday calendars.
HolidayCalendars - Class in com.opengamma.strata.basics.date: Constants and implementations for standard holiday calendars.
holidays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Gets the stream of holidays between the two dates.
HRK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'HRK' - Croatian Kuna.
HU - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'HU' = Hungary.
HUBU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.
HUF - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'HUF' = Hugarian Forint.
HUF_BUBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for HUF-BUBOR.
HUF_BUBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month BUBOR index.
HUF_BUBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month BUBOR index.
HUF_BUBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week BUBOR index.
HUF_BUBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month BUBOR index.
HUF_BUBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 week BUBOR index.
HUF_BUBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month BUBOR index.
HUF_BUBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month BUBOR index.
HUF_BUBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 9 month BUBOR index.

I

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 commonly used 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.
IE - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'IE' - Ireland.
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.
IMMCAD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'IMMCAD' roll convention which adjusts the date two days before the third Wednesday.
IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
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: An immutable holiday calendar implementation.
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 interface com.opengamma.strata.basics.index.FloatingRateIndex: Gets whether the index is active.
isActive() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets whether the index is active, defaulted to true.
isActive() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets whether the index is active, defaulted to true.
isActive() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Gets whether the index is active, defaulted to true.
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.
isCompositeCalendar(HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId: Checks if the holiday calendar is a combined or linked calendar.
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.
isFinal() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Checks if this convention tries to produce a final stub.
isFullSequence() - Method in class com.opengamma.strata.basics.date.SequenceDate: Gets whether to use the full sequence (true) or base sequence (false).
isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Checks if the specified date is a holiday.
isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType: Checks if the type is 'Ibor'.
isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Checks if this currency pair is an identity pair.
ISIN_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for ISINs.
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 tries to produce 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.
isNegative() - Method in class com.opengamma.strata.basics.currency.BigMoney: Checks if the amount is negative.
isNegative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Checks if the amount is negative.
isNegative() - Method in class com.opengamma.strata.basics.currency.Money: Checks if the amount is negative.
isNonStandardSpotLag() - Method in class com.opengamma.strata.basics.date.MarketTenor: Checks if the market tenor implies a non-standard spot lag.
isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType: Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
isPositive() - Method in class com.opengamma.strata.basics.currency.BigMoney: Checks if the amount is positive.
isPositive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Checks if the amount is positive.
isPositive() - Method in class com.opengamma.strata.basics.currency.Money: Checks if the amount is positive.
isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType: Checks if the type is 'Price'.
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 tries to produce a short stub.
isSinglePeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule: Checks if this schedule has a single period.
isSmart() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Checks if this convention uses smart rules to create a 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.
isZero() - Method in class com.opengamma.strata.basics.currency.BigMoney: Checks if the amount is zero.
isZero() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Checks if the amount is zero.
isZero() - Method in class com.opengamma.strata.basics.currency.Money: Checks if the amount is zero.
IT - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'IT' - Italy.

J

JP - Static variable in class com.opengamma.strata.basics.location.Country: The country 'JP' - Japan.
JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.
JPY - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'JPY' - Japanese Yen.
JPY_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for JPY-LIBOR.
JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month LIBOR index for JPY.
JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month LIBOR index for JPY.
JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week LIBOR index for JPY.
JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month LIBOR index for JPY.
JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month LIBOR index for JPY.
JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month LIBOR index for JPY.
JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: Deprecated.
Not published as of 2019-04-01
JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month TIBOR (Euroyen) index.
JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week TIBOR (Japan) index.
JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: Deprecated.
Not published as of 2019-04-01
JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month TIBOR (Japan) index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for JPY-TONAR Overnight index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The TONAR index for JPY.

K

KR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'KR' - South Korea.
KRW - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'KRW' = South Korean Won.
KZT - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'KZT' = Kazakhstani Tenge.

L

LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions: Convention applying a last business day of month rule.
LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions: Convention applying a last day of month rule, ignoring business days.
lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Calculates the last business day of the month.
lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the optional end date of the last regular schedule period, which is the start date of the final stub.
lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the lastRegularEndDate property.
lastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta: The meta-property for the lastStepDate property.
lazy(Supplier<FxRateProvider>) - Static method in interface com.opengamma.strata.basics.currency.FxRateProvider: Returns an FxRateProvider that delays fetching its underlying provider until actually necessary.
LEI_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for LEIs, the Legal Entity Identifier.
length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Returns the length of the period.
lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Calculates the number of days in the period.
linkedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Combines this holiday calendar with another.
linkedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId: Combines this holiday calendar identifier with another.
lookup() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta: The meta-property for the lookup property.
LU - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'LU' - Luxembourg.

M

MAD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'MAD' - Moroccan Dirham.
mapAmount(UnaryOperator<BigDecimal>) - Method in class com.opengamma.strata.basics.currency.BigMoney: Applies an operation to the amount.
mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Applies an operation to the amount.
mapAmount(UnaryOperator<BigDecimal>) - Method in class com.opengamma.strata.basics.currency.Money: 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.
MarketTenor - Class in com.opengamma.strata.basics.date: A code used in the market to indicate both the start date and tenor of a financial instrument.
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.
merge(int, LocalDate, LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule: Merges this schedule to form a new schedule by combining the schedule periods.
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.AdjustableDates: The meta-bean for AdjustableDates.
meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: The meta-bean for BusinessDayAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: The meta-bean for DaysAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: The meta-bean for ImmutableHolidayCalendar.
meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment: The meta-bean for PeriodAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.SequenceDate: The meta-bean for SequenceDate.
meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment: The meta-bean for TenorAdjustment.
meta() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData: The meta-bean for ImmutableReferenceData.
meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation: The meta-bean for FxIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation: The meta-bean for IborIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName: The meta-bean for ImmutableFloatingRateName.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex: The meta-bean for ImmutableFxIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex: The meta-bean for ImmutableIborIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: The meta-bean for ImmutableOvernightIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: The meta-bean for ImmutablePriceIndex.
meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation: The meta-bean for OvernightIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation: The meta-bean for PriceIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: The meta-bean for PeriodicSchedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule: The meta-bean for Schedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod: The meta-bean for SchedulePeriod.
meta() - Static method in class com.opengamma.strata.basics.StandardId: The meta-bean for StandardId.
meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment: The meta-bean for ValueAdjustment.
meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives: The meta-bean for ValueDerivatives.
meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule: The meta-bean for ValueSchedule.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStep: The meta-bean for ValueStep.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStepSequence: The meta-bean for ValueStepSequence.
metaBean() - Method in class com.opengamma.strata.basics.CalculationTargetList
metaBean() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
metaBean() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDates
metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
metaBean() - Method in class com.opengamma.strata.basics.date.SequenceDate
metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
metaBean() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
metaBean() - Method in class com.opengamma.strata.basics.StandardId
metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.StandardId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.StandardId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
minimal() - Static method in interface com.opengamma.strata.basics.currency.FxRateProvider: Returns a provider that provides minimal behavior.
minimal() - Static method in interface com.opengamma.strata.basics.ReferenceData: Obtains the minimal set of reference data.
minus(BigMoney) - Method in class com.opengamma.strata.basics.currency.BigMoney: Returns a copy of this BigMoney with the specified amount subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(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 specified amount subtracted.
minus(Money) - Method in class com.opengamma.strata.basics.currency.Money: Returns a copy of this Money with the specified amount subtracted.
minus(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_1ST - Static variable in class com.opengamma.strata.basics.date.DateSequences: The 'Monthly-1st' date sequence, equivalent to a sequence of calendar months.
MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences: The 'Monthly-IMM' date sequence.
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(long) - Method in class com.opengamma.strata.basics.currency.BigMoney: Returns a copy of this BigMoney with the amount multiplied.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the amount multiplied.
multipliedBy(long) - Method in class com.opengamma.strata.basics.currency.Money: Returns a copy of this Money with the amount multiplied.
multipliedBy(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 - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for MXN-TIIE.
MXN_TIIE_13W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 13 week TIIE index.
MXN_TIIE_26W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 26 week TIIE index.
MXN_TIIE_4W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 4 week TIIE index.
MY - Static variable in class com.opengamma.strata.basics.location.Country: The country 'MY' - Malaysia.
MYR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'MYR' - Malaysian Ringgit.

N

name(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.BigMoney: Returns a copy of this BigMoney with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.Money: Returns a copy of this Money with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.Payment: Returns a copy of this Payment with the value negated.
negative() - Method in class com.opengamma.strata.basics.currency.BigMoney: Returns a copy of this BigMoney with a negative amount.
negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with a negative amount.
negative() - Method in class com.opengamma.strata.basics.currency.Money: Returns a copy of this Money with a negative amount.
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_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'NL/360' day count, which divides the actual number of days omitting leap days by 360.
NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
NO - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'NO' - Norway.
NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'NoAdjust' convention which makes no adjustment.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: An instance declaring no holidays and no weekends.
noConversion() - Static method in interface com.opengamma.strata.basics.currency.FxRateProvider: Returns a provider that always throws an exception.
NOK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'NOK' - Norwegian Krone.
NOK_NIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for NOK-NIBOR.
NOK_NIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month NIBOR index.
NOK_NIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week NIBOR index.
NOK_NIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month NIBOR index.
NOK_NIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month NIBOR index.
NOK_NIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month NIBOR index.
NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for NOK-NOWA Overnight index.
NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The NOWA index for NOK.
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.
NZAU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.
NZD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'NZD' - New Zealand Dollar.
NZD_BKBM - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for NZD-BKBM.
NZD_BKBM_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month BKBM index.
NZD_BKBM_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month BKBM index.
NZD_BKBM_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month BKBM index.
NZD_BKBM_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 4 month BKBM index.
NZD_BKBM_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 5 month BKBM index.
NZD_BKBM_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month BKBM index.
NZD_NZIONA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The NZIONA index for NZD.
NZWE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.

O

OCC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for OCC option codes.
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(CurrencyAmount) - Static method in class com.opengamma.strata.basics.currency.BigMoney: Obtains an instance of BigMoney for the specified CurrencyAmount.
of(Money) - Static method in class com.opengamma.strata.basics.currency.BigMoney: Obtains an instance of BigMoney for the specified Money.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.BigMoney: Obtains an instance of BigMoney for the specified currency and amount.
of(Currency, BigDecimal) - Static method in class com.opengamma.strata.basics.currency.BigMoney: Obtains an instance of BigMoney for the specified currency and amount.
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: Obtains an instance of Money for the specified CurrencyAmount.
of(BigMoney) - Static method in class com.opengamma.strata.basics.currency.Money: Obtains an instance of Money for the specified BigMoney.
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(LocalDate, LocalDate...) - Static method in class com.opengamma.strata.basics.date.AdjustableDates: Obtains an instance with no business day adjustment.
of(List<LocalDate>) - Static method in class com.opengamma.strata.basics.date.AdjustableDates: Obtains an instance with no business day adjustment.
of(BusinessDayAdjustment, LocalDate, LocalDate...) - Static method in class com.opengamma.strata.basics.date.AdjustableDates: Obtains an instance with a business day adjustment.
of(BusinessDayAdjustment, List<LocalDate>) - Static method in class com.opengamma.strata.basics.date.AdjustableDates: Obtains an instance with a business day adjustment.
of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Obtains an instance using the specified convention and calendar.
of(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(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>, Iterable<LocalDate>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Obtains an instance from a set of holiday dates and weekend days.
of(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.FloatingRateIndex: Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName: Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType: Obtains an instance from the specified name.
of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex: Obtains an instance from the specified unique name.
of(CurrencyPair) - Static method in interface com.opengamma.strata.basics.index.FxIndex: Obtains an instance from the specified currency pair.
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.Index: Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex: Obtains an instance from the specified unique name.
of(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 interface com.opengamma.strata.basics.index.RateIndex: Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.location.Country: Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.
of(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 name.
of(String, String) - Static method in class com.opengamma.strata.basics.StandardId: Obtains an instance from a scheme and value.
of(Currency) - Static method in interface com.opengamma.strata.basics.value.Rounding: Obtains an instance that rounds to the number of minor units in the currency.
of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Obtains an instance from the specified 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.
of3Char(String) - Static method in class com.opengamma.strata.basics.location.Country: Obtains an instance from the specified ISO-3166-1 alpha-3 three letter country code dynamically creating a country if necessary.
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 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 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.
ofSpot(Tenor) - Static method in class com.opengamma.strata.basics.date.MarketTenor: Obtains an instance from a Tenor with spot implied.
ofSpotDays(int) - Static method in class com.opengamma.strata.basics.date.MarketTenor: Obtains an instance from a number of days from spot.
ofSpotMonths(int) - Static method in class com.opengamma.strata.basics.date.MarketTenor: Obtains an instance from a number of months from spot.
ofSpotYears(int) - Static method in class com.opengamma.strata.basics.date.MarketTenor: Obtains an instance from a number of years from spot.
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.
OG_COUNTERPARTY - Static variable in class com.opengamma.strata.basics.StandardSchemes: The OpenGamma scheme used for counterparties.
OG_ETD_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The OpenGamma scheme used to identify ETDs in market data.
OG_POSITION_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The OpenGamma scheme used for position identifiers.
OG_SECURITY_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The OpenGamma scheme used for securities.
OG_SENSITIVITY_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The OpenGamma scheme used for portfolio sensitivity identifiers.
OG_TICKER_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The OpenGamma scheme used to identify values in market data.
OG_TRADE_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The OpenGamma scheme used for trade identifiers.
OMR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'OMR' - Omani Rial.
ON - Static variable in class com.opengamma.strata.basics.date.MarketTenor: A tenor code for Overnight, meaning from today to tomorrow.
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.
OPRA_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for OPRA option codes.
other(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Finds the other currency in the pair.
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.

P

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.BigMoney: Parses the string to produce a BigMoney.
parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency: Parses a string to obtain a Currency.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount: Parses the string to produce a CurrencyAmount.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair: Parses a currency pair from a string with format AAA/BBB.
parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate: Parses a rate from a string with format AAA/BBB RATE.
parse(String) - Static method in class com.opengamma.strata.basics.currency.Money: Parses the string to produce a Money.
parse(String) - Static method in class com.opengamma.strata.basics.date.MarketTenor: Parses a formatted string representing the market tenor.
parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor: Parses a formatted string representing the tenor.
parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRate: Parses a string, handling various different formats.
parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex: Parses a string, handling different types of index.
parse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex: Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName: Parses a string, with extended handling of indices.
parse(String) - Static method in class com.opengamma.strata.basics.location.Country: Parses a string to obtain a Country.
parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency: Parses a formatted string representing the frequency.
parse(String) - Static method in class com.opengamma.strata.basics.StandardId: Parses an StandardId from a formatted scheme and value.
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.FloatingRateNames: Constant for PLN-POLONIA Overnight index.
PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The PLONIA index for PLN.
PLN_WIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for PLN-WIBOR.
PLN_WIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month WIBOR index.
PLN_WIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month WIBOR index.
PLN_WIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week WIBOR index.
PLN_WIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month WIBOR index.
PLN_WIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month WIBOR index.
plus(BigMoney) - Method in class com.opengamma.strata.basics.currency.BigMoney: Returns a copy of this BigMoney with the specified amount added.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the specified amount added.
plus(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 specified amount added.
plus(Money) - Method in class com.opengamma.strata.basics.currency.Money: Returns a copy of this Money with the specified amount added.
plus(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.BigMoney: Returns a copy of this BigMoney with a positive amount.
positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with a positive amount.
positive() - Method in class com.opengamma.strata.basics.currency.Money: Returns a copy of this Money with a positive amount.
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.
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
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.

Q

QAR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'QAR' - Qatari Riyal.
QUARTERLY_10TH - Static variable in class com.opengamma.strata.basics.date.DateSequences: The 'Quarterly-10th' date sequence.
QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences: The 'Quarterly-IMM' date sequence.
QUARTERLY_IMM_3_SERIAL - Static variable in class com.opengamma.strata.basics.date.DateSequences: The 'Quarterly-IMM-3-Serial' date sequence.
QUARTERLY_IMM_6_SERIAL - Static variable in class com.opengamma.strata.basics.date.DateSequences: The 'Quarterly-IMM-6-Serial' date sequence.
queryValueOrNull(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
queryValueOrNull(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
queryValueOrNull(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData: Low-level method to query the reference data value associated with the specified identifier, returning null if not found.
queryValueOrNull(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceDataId: Low-level method to query the reference data value associated with this identifier, returning null if not found.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta: The meta-property for the rate property.
RateIndex - Interface in com.opengamma.strata.basics.index: A index of interest rates, such as an Overnight or Inter-Bank rate.
rates() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta: The meta-property for the rates property.
RED6_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for 6 character RED codes, the Reference Entity Data code.
RED9_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for 9 character RED codes, the Reference Entity Data code.
ReferenceData - Interface in com.opengamma.strata.basics: Provides access to reference data, such as holiday calendars and securities.
ReferenceDataId<T> - Interface in com.opengamma.strata.basics: An identifier for a unique item of reference data.
ReferenceDataNotFoundException - Exception in com.opengamma.strata.basics: Exception thrown if reference data cannot be found.
ReferenceDataNotFoundException(String) - Constructor for exception com.opengamma.strata.basics.ReferenceDataNotFoundException: Creates the exception passing the exception message.
region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder: Sets the region of the index.
region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta: The meta-property for the region property.
relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the relative year fraction between the specified dates.
relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the relative year fraction between the specified dates.
replaceStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Returns an instance based on this schedule with the start date replaced.
Resolvable<T> - Interface in com.opengamma.strata.basics: An object that can be resolved against reference data.
ResolvableCalculationTarget - Interface in com.opengamma.strata.basics: A calculation target that can be resolved using reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment: Resolves the date on this payment, returning a payment with a fixed date.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId: Resolves this identifier to a holiday calendar using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex: Resolves this index using the specified reference data, returning a function.
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex: Resolves this index using the specified reference data, returning a function.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.Resolvable: Resolves this object using the specified reference data.
resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.basics.ResolvableCalculationTarget: Resolves this target, returning the resolved instance.
resolveValues(Schedule) - Method in class com.opengamma.strata.basics.value.ValueSchedule: Resolves the value and adjustments against a specific schedule.
RIC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for RICs, the Reuters Instrument Code.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the optional convention defining how to roll dates.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the rollConvention property.
RollConvention - Interface in com.opengamma.strata.basics.schedule: A convention defining how to roll dates.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder: Sets the roll convention used when building the schedule.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta: The meta-property for the rollConvention property.
RollConventions - Class in com.opengamma.strata.basics.schedule: Constants and implementations for standard roll conventions.
RON - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'RON' - Romanian New Leu.
round(double) - Method in interface com.opengamma.strata.basics.value.Rounding: Rounds the specified value according to the rules of the convention.
round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding: Rounds the specified value according to the rules of the convention.
Rounding - Interface in com.opengamma.strata.basics.value: A convention defining how to round a number.
roundMinorUnits(double) - Method in class com.opengamma.strata.basics.currency.Currency: Rounds the specified amount according to the minor units.
roundMinorUnits(BigDecimal) - Method in class com.opengamma.strata.basics.currency.Currency: Rounds the specified amount according to the minor units.
RU - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'RU' = Russia.
RUB - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'RUB' - Russian Ruble.

S

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.
SEDOL_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for SEDOLs, the United Kingdom numbering system.
SEK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'SEK' - Swedish Krona.
SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for SEK-SIOR Overnight index.
SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The SIOR index for SEK.
SEK_STIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for SEK-STIBOR.
SEK_STIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month STIBOR index.
SEK_STIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week STIBOR index.
SEK_STIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month STIBOR index.
SEK_STIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month STIBOR index.
SEK_STIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month STIBOR index.
selectDate(LocalDate, SequenceDate) - Method in interface com.opengamma.strata.basics.date.DateSequence: Selects a date from the sequence.
selectDateOrSame(LocalDate, SequenceDate) - Method in interface com.opengamma.strata.basics.date.DateSequence: Selects a date from the sequence.
SequenceDate - Class in com.opengamma.strata.basics.date: Instructions to obtain a specific date from a sequence of dates.
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
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.
SN - Static variable in class com.opengamma.strata.basics.date.MarketTenor: A tenor code for Spot-Next, meaning from the spot date to the next day.
splitTicMic(StandardId) - Static method in class com.opengamma.strata.basics.StandardSchemes: Splits a TICMIC identifier.
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.
StandardSchemes - Class in com.opengamma.strata.basics: A set of schemes that can be used with 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.
startYear() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta: The meta-property for the startYear 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.
SW - Static variable in class com.opengamma.strata.basics.date.MarketTenor: A tenor code for Spot-Week, meaning one week starting from the spot date.

T

TBILL - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'TBILL' roll convention which adjusts the date to next Monday.
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_11Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 11 years.
TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 12 months.
TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 12 years.
TENOR_13W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 13 weeks.
TENOR_13Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 13 years.
TENOR_14Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 14 years.
TENOR_15M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 15 months.
TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 15 years.
TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 18 months.
TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of one day.
TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 1 month.
TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 1 week.
TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 1 year.
TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 20 years.
TENOR_21M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 21 months.
TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 25 years.
TENOR_26W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 26 weeks.
TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of two days.
TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 2 months.
TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 2 weeks.
TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 2 years.
TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 30 years.
TENOR_35Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 35 years.
TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of three days.
TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 3 months.
TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 3 weeks.
TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 3 years.
TENOR_40Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 40 years.
TENOR_45Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 45 years.
TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 4 months.
TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 4 weeks.
TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 4 years.
TENOR_50Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 50 years.
TENOR_52W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 52 weeks.
TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 5 months.
TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 5 years.
TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 6 months.
TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 6 weeks.
TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 6 years.
TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 7 months.
TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 7 years.
TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 8 months.
TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 8 years.
TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 9 months.
TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 9 years.
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_E_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30E/365' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30E+/360' day count, which treats input day-of-month 31 specially.
THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
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.
TICKER_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for exchange Tickers.
TICMIC_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for TICMICs combining the exchange Ticker with the exchange MIC.
TN - Static variable in class com.opengamma.strata.basics.date.MarketTenor: A tenor code for Tomorrow-Next, meaning from tomorrow to the next day.
toAdjustableDateList() - Method in class com.opengamma.strata.basics.date.AdjustableDates: Returns a list of AdjustableDate equivalent to this instance.
toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule: Converts this schedule to a schedule where 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.
toBigMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Converts this monetary amount to the equivalent BigMoney.
toBigMoney() - Method in class com.opengamma.strata.basics.currency.Money: Converts this monetary amount to the equivalent BigMoney.
toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix: Creates a new builder using the data from this matrix to create a set of initial entries.
toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep: Returns a builder that allows this bean to be mutated.
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.
toCurrencyAmount() - Method in class com.opengamma.strata.basics.currency.BigMoney: Converts this monetary amount to the equivalent CurrencyAmount.
toCurrencyAmount() - Method in class com.opengamma.strata.basics.currency.Money: Converts this monetary amount to the equivalent CurrencyAmount.
toFloatingRateIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName: Returns a floating rate index.
toFloatingRateIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName: Returns a floating rate index.
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.BigMoney: Converts this monetary amount to the equivalent Money.
toMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Converts this monetary amount to the equivalent Money.
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: Converts to an OvernightIndex.
toOvernightIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
toPriceIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName: Converts to an PriceIndex.
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.
toSet() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Returns the set of currencies contains in the pair.
toString() - Method in class com.opengamma.strata.basics.CalculationTargetList
toString() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
toString() - Method in class com.opengamma.strata.basics.currency.BigMoney: Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.Currency: Returns a string representation of the currency, which is the three letter code.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
toString() - Method in class com.opengamma.strata.basics.currency.FxRate: Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.Money: Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
toString() - Method in class com.opengamma.strata.basics.currency.Payment
toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate: Returns a string describing the adjustable date.
toString() - Method in class com.opengamma.strata.basics.date.AdjustableDates: Returns a string describing the adjustable dates.
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId: Returns the name of the identifier.
toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Returns the name of the calendar.
toString() - Method in class com.opengamma.strata.basics.date.MarketTenor: Returns a formatted string representing the market tenor.
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.SequenceDate
toString() - Method in class com.opengamma.strata.basics.date.Tenor: Returns a formatted string representing the tenor.
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType: Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
toString() - Method in class com.opengamma.strata.basics.location.Country: Returns a string representation of the country, which is the two letter code.
toString() - Method in class com.opengamma.strata.basics.schedule.Frequency: Returns a formatted string representing the periodic frequency.
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.basics.StandardId: Returns the identifier in a standard string format.
toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
toString() - Method in class com.opengamma.strata.basics.value.ValueStep
toString() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
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.
tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRate: Parses a string, handling various different formats.
tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex: Parses a string, handling different types of index.
tryParse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex: Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
tryParse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName: Tries to parse a string, with extended handling of indices.
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.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'UAH' - Ukrainian Hryvnia.
unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta: The meta-property for the unadjusted property.
unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDates.Meta: The meta-property for the unadjusted property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder: Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta: The meta-property for the unadjustedEndDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder: Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta: The meta-property for the unadjustedStartDate property.
US - Static variable in class com.opengamma.strata.basics.location.Country: The country 'US' - United States.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for US-CPI-U Price index.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
USD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'USD' - United States Dollar.
USD_AMERIBOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The AMERIBOR index for USD.
USD_BSBY - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for USD-BSBY.
USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for USD-FED-FUND Overnight index.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The Fed Fund index for USD.
USD_FED_FUND_AVG - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for USD-FED-FUND Overnight index using averaging.
USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
USD_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for USD-LIBOR.
USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month LIBOR index for USD.
USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month LIBOR index for USD.
USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week LIBOR index for USD.
USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month LIBOR index for USD.
USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month LIBOR index for USD.
USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month LIBOR index for USD.
USD_SOFR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for USD-SOFR Overnight index.
USD_SOFR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The SOFR index for USD.
USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.
USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of New York, United States, with code 'USNY'.

V

VALOR_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for VALOR numbers, the Swiss numbering system.
value() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta: The meta-property for the value property.
value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder: Sets the amount of the payment.
value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta: The meta-property for the value property.
value() - Method in class com.opengamma.strata.basics.StandardId.Meta: The meta-property for the value property.
value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder: Sets the value representing the change that occurs.
value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta: The meta-property for the value property.
ValueAdjustment - Class in com.opengamma.strata.basics.value: An adjustment to a value, describing how to change one value into another.
ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for ValueAdjustment.
ValueAdjustmentType - Enum in com.opengamma.strata.basics.value: The type of value adjustment.
ValueDerivatives - Class in com.opengamma.strata.basics.value: A value and its derivatives.
valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Returns the enum constant of this type with the specified name.
values() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta: The meta-property for the values property.
values() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta: The meta-property for the values property.
values() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta: The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Returns an array containing the constants of this enum type, in the order they are declared.
ValueSchedule - Class in com.opengamma.strata.basics.value: A value that can vary over time.
ValueSchedule.Builder - Class in com.opengamma.strata.basics.value: The bean-builder for ValueSchedule.
ValueSchedule.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for ValueSchedule.
ValueStep - Class in com.opengamma.strata.basics.value: A single step in the variation of a value over time.
ValueStep.Builder - Class in com.opengamma.strata.basics.value: The bean-builder for ValueStep.
ValueStep.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for ValueStep.
ValueStepSequence - Class in com.opengamma.strata.basics.value: A sequence of steps that vary a value over time.
ValueStepSequence.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for ValueStepSequence.
VND - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'VND' - Vietnamese Dong.

W

weekends() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta: The meta-property for the weekends property.
WKN_SCHEME - Static variable in class com.opengamma.strata.basics.StandardSchemes: The scheme for Wertpapierkennnummer, the German numbering system.

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XAG' - Silver (troy ounce).
XAU - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XAU' - Gold (troy ounce).
XPD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XPD' - Paladium (troy ounce).
XPT - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XPT' - Platinum (troy ounce).
XXX - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XXX' - No applicable currency.

Y

yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the year fraction between the specified dates.
yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the year fraction between the specified dates.
yearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta: The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder: Sets the year fraction of the investment implied by the fixing date.
yearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta: The meta-property for the yearFraction property.
yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Calculates the year fraction using the specified day count.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country: The country 'ZA' - South Africa.
ZAJO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds: An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.
ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'ZAR' - South African Rand.
ZAR_JIBAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames: Constant for ZAR-JIBAR.
ZAR_JIBAR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month JIBAR index.
ZAR_JIBAR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month JIBAR index.
ZAR_JIBAR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month JIBAR index.
ZAR_JIBAR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month JIBAR index.
ZAR_SABOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The SABOR index for ZAR.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.BigMoney: Obtains a zero amount instance of BigMoney for the specified currency.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount: Obtains a zero amount instance of CurrencyAmount for the specified currency.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.Money: Obtains a zero amount instance of Money for the specified currency.

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.