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