See: Description
| Class | Description |
|---|---|
| ApproxForwardOvernightAveragedRateComputationFn |
Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.
|
| DispatchingRateComputationFn |
Rate computation implementation using multiple dispatch.
|
| ForwardIborAveragedRateComputationFn |
Rate computation implementation for a rate based on the average of multiple fixings of a
single Ibor floating rate index.
|
| ForwardIborInterpolatedRateComputationFn |
Rate computation implementation for rate based on the weighted average of the fixing
on a single date of two Ibor indices.
|
| ForwardIborRateComputationFn |
Rate computation implementation for an Ibor index.
|
| ForwardInflationEndInterpolatedRateComputationFn |
Rate computation implementation for rate based on the weighted average of fixings
of a single price index.
|
| ForwardInflationEndMonthRateComputationFn |
Rate computation implementation for a price index.
|
| ForwardInflationInterpolatedRateComputationFn |
Rate computation implementation for rate based on the weighted average of fixings
of a single price index.
|
| ForwardInflationMonthlyRateComputationFn |
Rate computation implementation for a price index.
|
| ForwardOvernightAveragedDailyRateComputationFn |
Rate computation implementation for an averaged daily rate for a single Overnight index.
|
| ForwardOvernightAveragedRateComputationFn |
Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.
|
| ForwardOvernightCompoundedAnnualRateComputationFn |
Rate computation implementation for a rate based on a single overnight index that is compounded using an annual rate.
|
| ForwardOvernightCompoundedRateComputationFn |
Rate computation implementation for a rate based on a single overnight index that is compounded.
|
This package provides the ability to observe rates.
Code in this package and subpackages may change in a non-backwards compatible way.
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.