Package | Description |
---|---|
com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
com.opengamma.strata.pricer.cms |
Calculators for CMS.
|
com.opengamma.strata.pricer.curve |
Provides the ability to calibrate curves.
|
com.opengamma.strata.pricer.deposit |
Calculators for rate deposit instruments, such as term deposit.
|
com.opengamma.strata.pricer.dsf |
Calculators for Deliverable Swap Futures (DSFs).
|
com.opengamma.strata.pricer.fra |
Calculators for Forward Rate Agreement (FRA) instruments.
|
com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
com.opengamma.strata.pricer.impl.cms | |
com.opengamma.strata.pricer.impl.rate |
Internal implementations of rate calculations.
|
com.opengamma.strata.pricer.impl.rate.swap | |
com.opengamma.strata.pricer.impl.swap |
Internal implementations of rate swap calculations.
|
com.opengamma.strata.pricer.index |
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
|
com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
com.opengamma.strata.pricer.sensitivity |
Calculators for sensitivities.
|
com.opengamma.strata.pricer.swap |
Calculators for interest rate swaps.
|
com.opengamma.strata.pricer.swaption |
Calculators for swaptions.
|
Class and Description |
---|
RateComputationFn
Computes a rate.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
ImmutableRatesProvider
The default immutable rates provider, used to calculate analytic measures.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RateComputationFn
Computes a rate.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RateComputationFn
Computes a rate.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RateComputationFn
Computes a rate.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RateComputationFn
Computes a rate.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and 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 . |
IborIndexRates
Provides access to rates for an Ibor index.
|
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 . |
OvernightIndexRates
Provides access to rates for an Overnight index.
|
OvernightRateSensitivity
Point sensitivity to a rate from an Overnight index curve.
|
OvernightRateSensitivity.Meta
The meta-bean for
OvernightRateSensitivity . |
PriceIndexValues
Provides access to the values of a price index.
|
RateComputationFn
Computes a rate.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
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 . |
Class and Description |
---|
ImmutableRatesProvider
The default immutable rates provider, used to calculate analytic measures.
|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Class and Description |
---|
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.