Package | Description |
---|---|
com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
Modifier and Type | Class and Description |
---|---|
class |
HistoricPriceIndexValues
Historic Price index values, used for indices that are no longer active.
|
class |
SimplePriceIndexValues
Provides values for a Price index from a forward curve.
|
Modifier and Type | Method and Description |
---|---|
static PriceIndexValues |
PriceIndexValues.of(PriceIndex index,
LocalDate valuationDate,
Curve forwardCurve,
LocalDateDoubleTimeSeries fixings)
Obtains an instance from a curve and time-series of fixings.
|
PriceIndexValues |
RatesProvider.priceIndexValues(PriceIndex index)
Gets the values for an Price index.
|
PriceIndexValues |
ImmutableRatesProvider.priceIndexValues(PriceIndex index) |
PriceIndexValues |
PriceIndexValues.withParameter(int parameterIndex,
double newValue) |
PriceIndexValues |
PriceIndexValues.withPerturbation(ParameterPerturbation perturbation) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.