Uses of Class
com.quantfinlib.rates.FixingHistory

Packages that use FixingHistory

Package	Description
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of FixingHistory in com.quantfinlib.rates

Methods in com.quantfinlib.rates that return FixingHistory

Modifier and Type	Method	Description
static FixingHistory	FixingHistory.empty()	A history with no fixings (a forward-starting or unseasoned trade).
FixingHistory	OvernightLeg.fixings()	Returns the value of the fixings record component.
FixingHistory	TermRateLeg.fixings()	Returns the value of the fixings record component.
static FixingHistory	FixingHistory.of(Map<LocalDate, Double> fixings)	A history from a date-to-rate map (decimal rates, finite).

Constructors in com.quantfinlib.rates with parameters of type FixingHistory

Modifier	Constructor	Description
	OvernightLeg(LocalDate start, LocalDate end, double spread, LegConvention convention, OvernightConvention overnight, FixingHistory fixings)	Validates the fields.
	TermRateLeg(LocalDate start, LocalDate end, double spread, LegConvention convention, int fixingLagDays, FixingHistory fixings)	Validates the fields.