| Package | Description |
|---|---|
| com.opengamma.strata.measure.index |
Calculation functions for index products.
|
| Modifier and Type | Field and Description |
|---|---|
static IborFutureOptionTradeCalculationFunction<IborFutureOptionPosition> |
IborFutureOptionTradeCalculationFunction.POSITION
The position instance
|
static IborFutureOptionTradeCalculationFunction<IborFutureOptionTrade> |
IborFutureOptionTradeCalculationFunction.TRADE
The trade instance
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.