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