Package | Description |
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com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
Modifier and Type | Method and Description |
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static DiscountIborIndexRates |
DiscountIborIndexRates.of(IborIndex index,
DiscountFactors discountFactors)
Obtains an instance based on discount factors with no historic fixings.
|
static DiscountIborIndexRates |
DiscountIborIndexRates.of(IborIndex index,
DiscountFactors discountFactors,
LocalDateDoubleTimeSeries fixings)
Obtains an instance based on discount factors and historic fixings.
|
DiscountIborIndexRates |
DiscountIborIndexRates.withDiscountFactors(DiscountFactors factors)
Returns a new instance with different discount factors.
|
DiscountIborIndexRates |
DiscountIborIndexRates.withParameter(int parameterIndex,
double newValue) |
DiscountIborIndexRates |
DiscountIborIndexRates.withPerturbation(ParameterPerturbation perturbation) |
Modifier and Type | Method and Description |
---|---|
Class<? extends DiscountIborIndexRates> |
DiscountIborIndexRates.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends DiscountIborIndexRates> |
DiscountIborIndexRates.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.