Package cdm.observable.asset.fro

package cdm.observable.asset.fro

Support for floating rate option definitions.

Related Packages

Package	Description
cdm.observable.asset	Observable asset concepts: schedule, settlement, price and quantity notation etc.
cdm.observable.asset.fro.functions
cdm.observable.asset.fro.meta
cdm.observable.asset.fro.validation

Class	Description
BusinessDayOffset	This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.
BusinessDayOffset.BusinessDayOffsetBuilder	Builder Interface
BusinessDayOffset.BusinessDayOffsetBuilderImpl	Builder Implementation of BusinessDayOffset
BusinessDayOffset.BusinessDayOffsetImpl	Immutable Implementation of BusinessDayOffset
ContractualDefinition
ContractualDefinition.ContractualDefinitionBuilder	Builder Interface
ContractualDefinition.ContractualDefinitionBuilderImpl	Builder Implementation of ContractualDefinition
ContractualDefinition.ContractualDefinitionImpl	Immutable Implementation of ContractualDefinition
ContractualDefinitionIdentifier
ContractualDefinitionIdentifier.ContractualDefinitionIdentifierBuilder	Builder Interface
ContractualDefinitionIdentifier.ContractualDefinitionIdentifierBuilderImpl	Builder Implementation of ContractualDefinitionIdentifier
ContractualDefinitionIdentifier.ContractualDefinitionIdentifierImpl	Immutable Implementation of ContractualDefinitionIdentifier
FloatingRateIndexCalculationDefaults	This holds the rate calculation defaults applicable for a floating rate index.
FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilder	Builder Interface
FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsBuilderImpl	Builder Implementation of FloatingRateIndexCalculationDefaults
FloatingRateIndexCalculationDefaults.FloatingRateIndexCalculationDefaultsImpl	Immutable Implementation of FloatingRateIndexCalculationDefaults
FloatingRateIndexCalculationMethodEnum	3rd level ISDA FRO category.
FloatingRateIndexCategoryEnum	Top level ISDA FRO category.
FloatingRateIndexDefinition
FloatingRateIndexDefinition.FloatingRateIndexDefinitionBuilder	Builder Interface
FloatingRateIndexDefinition.FloatingRateIndexDefinitionBuilderImpl	Builder Implementation of FloatingRateIndexDefinition
FloatingRateIndexDefinition.FloatingRateIndexDefinitionImpl	Immutable Implementation of FloatingRateIndexDefinition
FloatingRateIndexExternalMap	A map for a single FRO to or from an equivalent or similar codes in a different standard such as ISO.
FloatingRateIndexExternalMap.FloatingRateIndexExternalMapBuilder	Builder Interface
FloatingRateIndexExternalMap.FloatingRateIndexExternalMapBuilderImpl	Builder Implementation of FloatingRateIndexExternalMap
FloatingRateIndexExternalMap.FloatingRateIndexExternalMapImpl	Immutable Implementation of FloatingRateIndexExternalMap
FloatingRateIndexExternalMappings	Represents the mappings of FRO codes to other.
FloatingRateIndexExternalMappings.FloatingRateIndexExternalMappingsBuilder	Builder Interface
FloatingRateIndexExternalMappings.FloatingRateIndexExternalMappingsBuilderImpl	Builder Implementation of FloatingRateIndexExternalMappings
FloatingRateIndexExternalMappings.FloatingRateIndexExternalMappingsImpl	Immutable Implementation of FloatingRateIndexExternalMappings
FloatingRateIndexFixingDetails	This type holds parameters defining the fixingt time and offset for a floating rate index.
FloatingRateIndexFixingDetails.FloatingRateIndexFixingDetailsBuilder	Builder Interface
FloatingRateIndexFixingDetails.FloatingRateIndexFixingDetailsBuilderImpl	Builder Implementation of FloatingRateIndexFixingDetails
FloatingRateIndexFixingDetails.FloatingRateIndexFixingDetailsImpl	Immutable Implementation of FloatingRateIndexFixingDetails
FloatingRateIndexFixingOffset	This type holds parameters defining the normal fixing offset for a floating rate index.
FloatingRateIndexFixingOffset.FloatingRateIndexFixingOffsetBuilder	Builder Interface
FloatingRateIndexFixingOffset.FloatingRateIndexFixingOffsetBuilderImpl	Builder Implementation of FloatingRateIndexFixingOffset
FloatingRateIndexFixingOffset.FloatingRateIndexFixingOffsetImpl	Immutable Implementation of FloatingRateIndexFixingOffset
FloatingRateIndexFixingTime	This type holds parameters defining the normal fixing time for a floating rate index.
FloatingRateIndexFixingTime.FloatingRateIndexFixingTimeBuilder	Builder Interface
FloatingRateIndexFixingTime.FloatingRateIndexFixingTimeBuilderImpl	Builder Implementation of FloatingRateIndexFixingTime
FloatingRateIndexFixingTime.FloatingRateIndexFixingTimeImpl	Immutable Implementation of FloatingRateIndexFixingTime
FloatingRateIndexIdentification
FloatingRateIndexIdentification.FloatingRateIndexIdentificationBuilder	Builder Interface
FloatingRateIndexIdentification.FloatingRateIndexIdentificationBuilderImpl	Builder Implementation of FloatingRateIndexIdentification
FloatingRateIndexIdentification.FloatingRateIndexIdentificationImpl	Immutable Implementation of FloatingRateIndexIdentification
FloatingRateIndexMap	A map for a single FRO to or from an equivalent or similar FRO in a different contractual definitions version.
FloatingRateIndexMap.FloatingRateIndexMapBuilder	Builder Interface
FloatingRateIndexMap.FloatingRateIndexMapBuilderImpl	Builder Implementation of FloatingRateIndexMap
FloatingRateIndexMap.FloatingRateIndexMapImpl	Immutable Implementation of FloatingRateIndexMap
FloatingRateIndexMappings	This type defines mappings between FROs in different definitional versions.
FloatingRateIndexMappings.FloatingRateIndexMappingsBuilder	Builder Interface
FloatingRateIndexMappings.FloatingRateIndexMappingsBuilderImpl	Builder Implementation of FloatingRateIndexMappings
FloatingRateIndexMappings.FloatingRateIndexMappingsImpl	Immutable Implementation of FloatingRateIndexMappings
FloatingRateIndexStyleEnum	Second level ISDA FRO category.
FroHistory	FRO History
FroHistory.FroHistoryBuilder	Builder Interface
FroHistory.FroHistoryBuilderImpl	Builder Implementation of FroHistory
FroHistory.FroHistoryImpl	Immutable Implementation of FroHistory