object NodeInterestRatesAn interest rates service is an oracle that signs transactions which contain embedded assertions about an interest rate fix (e.g. LIBOR, EURIBOR ...).
The oracle has two functions. It can be queried for a fix for the given day. And it can sign a transaction that includes a fix that it finds acceptable. So to use it you would query the oracle, incorporate its answer into the transaction you are building, and then (after possibly extra steps) hand the final transaction back to the oracle for signing.
| FixContainer |
class FixContainerFix container, for every fix name & date pair stores a tenor to interest rate map - InterpolatingRateMap |
| InterpolatingRateMap |
class InterpolatingRateMapStores a mapping between tenors and interest rates. Interpolates missing values using the provided interpolation mechanism. |
| Oracle |
class OracleAn implementation of an interest rate fix oracle which is given data in a simple string format. |
| Plugin |
class Plugin : CordaPluginRegistryRegister the protocol that is used with the Fixing integration tests. |
| Service |
class Service : AcceptsFileUpload, AbstractNodeServiceThe Service that wraps Oracle and handles messages/network interaction/request scrubbing. |
| Type |
object Type : ServiceType |
| UnknownFix |
class UnknownFix : RetryableException |
| parseFile |
fun parseFile(s: String): FixContainerParses lines containing fixes |
| parseFix |
fun parseFix(s: String): FixParses a string of the form "LIBOR 16-March-2016 1M = 0.678" into a Fix |
| parseFixOf |
fun parseFixOf(key: String): FixOfParses a string of the form "LIBOR 16-March-2016 1M" into a FixOf |