See: Description
Interface | Description |
---|---|
IborIndexRates |
Provides access to rates for an Ibor index.
|
OvernightIndexRates |
Provides access to rates for an Overnight index.
|
PriceIndexValues |
Provides access to the values of a price index.
|
RateComputationFn<T extends RateComputation> |
Computes a rate.
|
RatesProvider |
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class | Description |
---|---|
DiscountIborIndexRates |
An Ibor index curve providing rates from discount factors.
|
DiscountIborIndexRates.Meta |
The meta-bean for
DiscountIborIndexRates . |
DiscountOvernightIndexRates |
An Overnight index curve providing rates from discount factors.
|
DiscountOvernightIndexRates.Meta |
The meta-bean for
DiscountOvernightIndexRates . |
HistoricIborIndexRates |
Historic Ibor index rates, used for indices that are no longer active.
|
HistoricIborIndexRates.Meta |
The meta-bean for
HistoricIborIndexRates . |
HistoricOvernightIndexRates |
Historic Overnight index rates, used for indices that are no longer active.
|
HistoricOvernightIndexRates.Meta |
The meta-bean for
HistoricOvernightIndexRates . |
HistoricPriceIndexValues |
Historic Price index values, used for indices that are no longer active.
|
HistoricPriceIndexValues.Meta |
The meta-bean for
HistoricPriceIndexValues . |
IborRateSensitivity |
Point sensitivity to a rate from an Ibor index curve.
|
IborRateSensitivity.Meta |
The meta-bean for
IborRateSensitivity . |
ImmutableRatesProvider |
The default immutable rates provider, used to calculate analytic measures.
|
ImmutableRatesProvider.Meta |
The meta-bean for
ImmutableRatesProvider . |
ImmutableRatesProviderBuilder |
Builder for the immutable rates provider.
|
InflationRateSensitivity |
Point sensitivity to a rate from a price index curve.
|
InflationRateSensitivity.Meta |
The meta-bean for
InflationRateSensitivity . |
OvernightRateSensitivity |
Point sensitivity to a rate from an Overnight index curve.
|
OvernightRateSensitivity.Meta |
The meta-bean for
OvernightRateSensitivity . |
SimpleIborIndexRates |
An Ibor index curve providing rates directly from a forward rates curve.
|
SimpleIborIndexRates.Meta |
The meta-bean for
SimpleIborIndexRates . |
SimplePriceIndexValues |
Provides values for a Price index from a forward curve.
|
SimplePriceIndexValues.Meta |
The meta-bean for
SimplePriceIndexValues . |
This package contains an interface to allow a rate, such as 'GBP-LIBOR-3M', to be observed.
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.