Package | Description |
---|---|
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 |
---|---|
static HistoricOvernightIndexRates |
HistoricOvernightIndexRates.of(OvernightIndex index,
LocalDate valuationDate,
LocalDateDoubleTimeSeries fixings)
Obtains an instance from a time-series of fixings.
|
HistoricOvernightIndexRates |
HistoricOvernightIndexRates.withParameter(int parameterIndex,
double newValue) |
HistoricOvernightIndexRates |
HistoricOvernightIndexRates.withPerturbation(ParameterPerturbation perturbation) |
Modifier and Type | Method and Description |
---|---|
Class<? extends HistoricOvernightIndexRates> |
HistoricOvernightIndexRates.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends HistoricOvernightIndexRates> |
HistoricOvernightIndexRates.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.