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
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
FloatingRateIndexIdentification
FloatingRateIndexIdentification.FloatingRateIndexIdentificationBuilder	Builder Interface
FloatingRateIndexIdentification.FloatingRateIndexIdentificationBuilderImpl	Builder Implementation of FloatingRateIndexIdentification
FloatingRateIndexIdentification.FloatingRateIndexIdentificationImpl	Immutable Implementation of FloatingRateIndexIdentification
FloatingRateIndexStyleEnum	Second level ISDA FRO category.