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