| Package | Description |
|---|---|
| com.opengamma.strata.pricer.index |
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
|
| Modifier and Type | Method and Description |
|---|---|
static OvernightFutureOptionVolatilitiesId |
OvernightFutureOptionVolatilitiesId.of(OvernightFutureOptionVolatilitiesName name)
Obtains an identifier used to find Overnight future option volatilities.
|
static OvernightFutureOptionVolatilitiesId |
OvernightFutureOptionVolatilitiesId.of(String name)
Obtains an identifier used to find Overnight future option volatilities.
|
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<OvernightFutureOptionVolatilitiesId> |
OvernightFutureOptionVolatilitiesId.meta()
The meta-bean for
OvernightFutureOptionVolatilitiesId. |
org.joda.beans.TypedMetaBean<OvernightFutureOptionVolatilitiesId> |
OvernightFutureOptionVolatilitiesId.metaBean() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.