| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| Modifier and Type | Method and Description |
|---|---|
static RepoCurveDiscountFactors |
RepoCurveDiscountFactors.of(DiscountFactors discountFactors,
RepoGroup group)
Obtains an instance based on discount factors and group.
|
RepoCurveDiscountFactors |
LegalEntityDiscountingProvider.repoCurveDiscountFactors(LegalEntityId issuerId,
Currency currency)
Gets the discount factors from a repo curve based on the issuer ID and currency.
|
RepoCurveDiscountFactors |
ImmutableLegalEntityDiscountingProvider.repoCurveDiscountFactors(LegalEntityId issuerId,
Currency currency) |
RepoCurveDiscountFactors |
LegalEntityDiscountingProvider.repoCurveDiscountFactors(SecurityId securityId,
LegalEntityId issuerId,
Currency currency)
Gets the discount factors from a repo curve based on the security ID, issuer ID and currency.
|
RepoCurveDiscountFactors |
ImmutableLegalEntityDiscountingProvider.repoCurveDiscountFactors(SecurityId securityId,
LegalEntityId issuerId,
Currency currency) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends RepoCurveDiscountFactors> |
RepoCurveDiscountFactors.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends RepoCurveDiscountFactors> |
RepoCurveDiscountFactors.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.