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 SimplePriceIndexValues |
SimplePriceIndexValues.of(PriceIndex index,
LocalDate valuationDate,
Curve curve,
LocalDateDoubleTimeSeries fixings)
Obtains an instance based on a curve with no seasonality adjustment.
|
SimplePriceIndexValues |
SimplePriceIndexValues.withCurve(Curve curve)
Returns a new instance with a different curve.
|
SimplePriceIndexValues |
SimplePriceIndexValues.withParameter(int parameterIndex,
double newValue) |
SimplePriceIndexValues |
SimplePriceIndexValues.withPerturbation(ParameterPerturbation perturbation) |
Modifier and Type | Method and Description |
---|---|
Class<? extends SimplePriceIndexValues> |
SimplePriceIndexValues.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends SimplePriceIndexValues> |
SimplePriceIndexValues.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.