| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.rate |
Internal implementations of rate calculations.
|
| Class and 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.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.