| Package | Description |
|---|---|
| com.opengamma.strata.pricer |
Calculators for financial instruments.
|
| Modifier and Type | Method and Description |
|---|---|
static SimpleDiscountFactors |
SimpleDiscountFactors.of(Currency currency,
LocalDate valuationDate,
Curve underlyingCurve)
Obtains an instance based on a discount factor curve.
|
SimpleDiscountFactors |
SimpleDiscountFactors.withCurve(Curve curve)
Returns a new instance with a different curve.
|
SimpleDiscountFactors |
SimpleDiscountFactors.withParameter(int parameterIndex,
double newValue) |
SimpleDiscountFactors |
SimpleDiscountFactors.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SimpleDiscountFactors> |
SimpleDiscountFactors.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends SimpleDiscountFactors> |
SimpleDiscountFactors.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.