com.r3corda.node.services.clientapi / NodeInterestRates

NodeInterestRates

object NodeInterestRates

An 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.





Types

FixContainer class FixContainer

Fix container, for every fix name & date pair stores a tenor to interest rate map - InterpolatingRateMap

InterpolatingRateMap class InterpolatingRateMap

Stores a mapping between tenors and interest rates. Interpolates missing values using the provided interpolation mechanism.

Oracle class Oracle

An implementation of an interest rate fix oracle which is given data in a simple string format.

Service class Service : AcceptsFileUpload, AbstractNodeService

The Service that wraps Oracle and handles messages/network interaction/request scrubbing.

Type object Type : ServiceType

Exceptions

UnknownFix class UnknownFix : Exception

Functions

parseFile fun parseFile(s: String): FixContainer

Parses lines containing fixes

parseFix fun parseFix(s: String): Fix

Parses a string of the form "LIBOR 16-March-2016 1M = 0.678" into a Fix

parseFixOf fun parseFixOf(key: String): FixOf

Parses a string of the form "LIBOR 16-March-2016 1M" into a FixOf