| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
| com.opengamma.strata.pricer.cms |
Calculators for CMS.
|
| com.opengamma.strata.pricer.curve |
Provides the ability to calibrate curves.
|
| com.opengamma.strata.pricer.deposit |
Calculators for rate deposit instruments, such as term deposit.
|
| com.opengamma.strata.pricer.dsf |
Calculators for Deliverable Swap Futures (DSFs).
|
| com.opengamma.strata.pricer.fra |
Calculators for Forward Rate Agreement (FRA) instruments.
|
| com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| com.opengamma.strata.pricer.impl.cms | |
| com.opengamma.strata.pricer.impl.rate |
Internal implementations of rate calculations.
|
| com.opengamma.strata.pricer.impl.rate.swap | |
| com.opengamma.strata.pricer.impl.swap |
Internal implementations of rate swap calculations.
|
| com.opengamma.strata.pricer.index |
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
|
| com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
| com.opengamma.strata.pricer.sensitivity |
Calculators for sensitivities.
|
| com.opengamma.strata.pricer.swap |
Calculators for interest rate swaps.
|
| com.opengamma.strata.pricer.swaption |
Calculators for swaptions.
|
| Class and Description |
|---|
| RateComputationFn
Computes a rate.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| ImmutableRatesProvider
The default immutable rates provider, used to calculate analytic measures.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RateComputationFn
Computes a rate.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RateComputationFn
Computes a rate.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RateComputationFn
Computes a rate.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RateComputationFn
Computes a rate.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| DiscountIborIndexRates
An Ibor index curve providing rates from discount factors.
|
| DiscountIborIndexRates.Meta
The meta-bean for
DiscountIborIndexRates. |
| DiscountOvernightIndexRates
An Overnight index curve providing rates from discount factors.
|
| DiscountOvernightIndexRates.Meta
The meta-bean for
DiscountOvernightIndexRates. |
| HistoricIborIndexRates
Historic Ibor index rates, used for indices that are no longer active.
|
| HistoricIborIndexRates.Meta
The meta-bean for
HistoricIborIndexRates. |
| HistoricOvernightIndexRates
Historic Overnight index rates, used for indices that are no longer active.
|
| HistoricOvernightIndexRates.Meta
The meta-bean for
HistoricOvernightIndexRates. |
| HistoricPriceIndexValues
Historic Price index values, used for indices that are no longer active.
|
| HistoricPriceIndexValues.Meta
The meta-bean for
HistoricPriceIndexValues. |
| IborIndexRates
Provides access to rates for an Ibor index.
|
| IborRateSensitivity
Point sensitivity to a rate from an Ibor index curve.
|
| IborRateSensitivity.Meta
The meta-bean for
IborRateSensitivity. |
| ImmutableRatesProvider
The default immutable rates provider, used to calculate analytic measures.
|
| ImmutableRatesProvider.Meta
The meta-bean for
ImmutableRatesProvider. |
| ImmutableRatesProviderBuilder
Builder for the immutable rates provider.
|
| InflationRateSensitivity
Point sensitivity to a rate from a price index curve.
|
| InflationRateSensitivity.Meta
The meta-bean for
InflationRateSensitivity. |
| OvernightIndexRates
Provides access to rates for an Overnight index.
|
| OvernightRateSensitivity
Point sensitivity to a rate from an Overnight index curve.
|
| OvernightRateSensitivity.Meta
The meta-bean for
OvernightRateSensitivity. |
| PriceIndexValues
Provides access to the values of a price index.
|
| RateComputationFn
Computes a rate.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| SimpleIborIndexRates
An Ibor index curve providing rates directly from a forward rates curve.
|
| SimpleIborIndexRates.Meta
The meta-bean for
SimpleIborIndexRates. |
| SimplePriceIndexValues
Provides values for a Price index from a forward curve.
|
| SimplePriceIndexValues.Meta
The meta-bean for
SimplePriceIndexValues. |
| Class and Description |
|---|
| ImmutableRatesProvider
The default immutable rates provider, used to calculate analytic measures.
|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Class and Description |
|---|
| RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.