| Package | Description |
|---|---|
| com.opengamma.strata.product |
Entity objects describing trades and products in financial markets.
|
| com.opengamma.strata.product.bond |
Entity objects describing bonds.
|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| com.opengamma.strata.product.deposit |
Entity objects describing financial instruments representing a simple deposit with interest.
|
| com.opengamma.strata.product.dsf |
Entity objects describing Deliverable Swap Futures (DSFs).
|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| com.opengamma.strata.product.fx |
Entity objects describing financial instruments in the foreign exchange market.
|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| com.opengamma.strata.product.payment |
Entity objects describing simple payment financial instruments.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
PortfolioItemInfoBuilder<T extends PortfolioItemInfo>
Interface across the various info builder classes.
|
| Modifier and Type | Class and Description |
|---|---|
class |
PositionInfo
Additional information about a position.
|
class |
TradeInfo
Additional information about a trade.
|
| Modifier and Type | Method and Description |
|---|---|
default PortfolioItemInfo |
PortfolioItemInfo.combinedWith(PortfolioItemInfo other)
Combines this info with another.
|
static PortfolioItemInfo |
PortfolioItemInfo.empty()
Obtains an empty info instance.
|
PortfolioItemInfo |
PortfolioItem.getInfo()
Gets the additional information about the portfolio item.
|
PortfolioItemInfo |
ResolvedTrade.getInfo()
Gets the standard information.
|
static <T> PortfolioItemInfo |
PortfolioItemInfo.of(AttributeType<T> type,
T value)
Obtains an instance with a single attribute.
|
default PortfolioItemInfo |
PortfolioItemInfo.overrideWith(PortfolioItemInfo other)
Overrides attributes of this info with another.
|
<T> PortfolioItemInfo |
PortfolioItemInfo.withAttribute(AttributeType<T> type,
T value) |
default PortfolioItemInfo |
PortfolioItemInfo.withAttributes(Attributes other) |
PortfolioItemInfo |
PortfolioItemInfo.withId(StandardId identifier)
Returns a copy of this instance with the identifier changed.
|
| Modifier and Type | Method and Description |
|---|---|
static PortfolioItemInfoBuilder<PortfolioItemInfo> |
PortfolioItemInfo.builder()
Returns a builder used to create an instance of the bean.
|
| Modifier and Type | Method and Description |
|---|---|
PositionInfo |
PositionInfo.combinedWith(PortfolioItemInfo other) |
default PortfolioItemInfo |
PortfolioItemInfo.combinedWith(PortfolioItemInfo other)
Combines this info with another.
|
TradeInfo |
TradeInfo.combinedWith(PortfolioItemInfo other) |
static PositionInfo |
PositionInfo.from(PortfolioItemInfo info)
Obtains an instance based on the supplied info.
|
static TradeInfo |
TradeInfo.from(PortfolioItemInfo info)
Obtains an instance based on the supplied info.
|
PositionInfo |
PositionInfo.overrideWith(PortfolioItemInfo other) |
default PortfolioItemInfo |
PortfolioItemInfo.overrideWith(PortfolioItemInfo other)
Overrides attributes of this info with another.
|
TradeInfo |
TradeInfo.overrideWith(PortfolioItemInfo other) |
ResolvableSecurityTrade |
ResolvableSecurityTrade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
ResolvableSecurityPosition |
ResolvableSecurityPosition.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
ProductTrade |
ProductTrade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
Position |
Position.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
default PortfolioItem |
PortfolioItem.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
GenericSecurityTrade |
GenericSecurityTrade.withInfo(PortfolioItemInfo info) |
GenericSecurityPosition |
GenericSecurityPosition.withInfo(PortfolioItemInfo info) |
Trade |
Trade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
SecurityTrade |
SecurityTrade.withInfo(PortfolioItemInfo info) |
SecurityQuantityTrade |
SecurityQuantityTrade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
SecurityPosition |
SecurityPosition.withInfo(PortfolioItemInfo info) |
SecuritizedProductTrade<P> |
SecuritizedProductTrade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
SecuritizedProductPosition<P> |
SecuritizedProductPosition.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
ResolvableTrade<T> |
ResolvableTrade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemInfo |
ResolvedFixedCouponBondTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
PortfolioItemInfo |
ResolvedCapitalIndexedBondTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
PortfolioItemInfo |
ResolvedBondFutureTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
PortfolioItemInfo |
ResolvedBondFutureOptionTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
PortfolioItemInfo |
ResolvedBillTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedFixedCouponBondTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedCapitalIndexedBondTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedBondFutureTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedBondFutureOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedBillTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFixedCouponBondTrade.Builder |
ResolvedFixedCouponBondTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
ResolvedCapitalIndexedBondTrade.Builder |
ResolvedCapitalIndexedBondTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
ResolvedBondFutureTrade.Builder |
ResolvedBondFutureTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
ResolvedBondFutureOptionTrade.Builder |
ResolvedBondFutureOptionTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
ResolvedBillTrade.Builder |
ResolvedBillTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
CapitalIndexedBondTrade |
CapitalIndexedBondTrade.withInfo(PortfolioItemInfo info) |
CapitalIndexedBondPosition |
CapitalIndexedBondPosition.withInfo(PortfolioItemInfo info) |
BondFutureTrade |
BondFutureTrade.withInfo(PortfolioItemInfo info) |
BondFuturePosition |
BondFuturePosition.withInfo(PortfolioItemInfo info) |
BondFutureOptionTrade |
BondFutureOptionTrade.withInfo(PortfolioItemInfo info) |
BondFutureOptionPosition |
BondFutureOptionPosition.withInfo(PortfolioItemInfo info) |
BillTrade |
BillTrade.withInfo(PortfolioItemInfo info) |
BillPosition |
BillPosition.withInfo(PortfolioItemInfo info) |
FixedCouponBondTrade |
FixedCouponBondTrade.withInfo(PortfolioItemInfo info) |
FixedCouponBondPosition |
FixedCouponBondPosition.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
IborCapFloorTrade |
IborCapFloorTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
CmsTrade |
CmsTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
CdsTrade |
CdsTrade.withInfo(PortfolioItemInfo info) |
CdsIndexTrade |
CdsIndexTrade.withInfo(PortfolioItemInfo info) |
CdsIndexCalibrationTrade |
CdsIndexCalibrationTrade.withInfo(PortfolioItemInfo info) |
CdsCalibrationTrade |
CdsCalibrationTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
TermDepositTrade |
TermDepositTrade.withInfo(PortfolioItemInfo info) |
IborFixingDepositTrade |
IborFixingDepositTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemInfo |
ResolvedDsfTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedDsfTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedDsfTrade.Builder |
ResolvedDsfTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
DsfTrade |
DsfTrade.withInfo(PortfolioItemInfo info) |
DsfPosition |
DsfPosition.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
EtdPosition |
EtdPosition.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
EtdOptionTrade |
EtdOptionTrade.withInfo(PortfolioItemInfo info) |
EtdOptionPosition |
EtdOptionPosition.withInfo(PortfolioItemInfo info) |
EtdFutureTrade |
EtdFutureTrade.withInfo(PortfolioItemInfo info) |
EtdFuturePosition |
EtdFuturePosition.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
FraTrade |
FraTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
FxTrade |
FxTrade.withInfo(PortfolioItemInfo info) |
FxSwapTrade |
FxSwapTrade.withInfo(PortfolioItemInfo info) |
FxSingleTrade |
FxSingleTrade.withInfo(PortfolioItemInfo info) |
FxNdfTrade |
FxNdfTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
FxVanillaOptionTrade |
FxVanillaOptionTrade.withInfo(PortfolioItemInfo info) |
FxSingleBarrierOptionTrade |
FxSingleBarrierOptionTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemInfo |
ResolvedOvernightFutureTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
PortfolioItemInfo |
ResolvedOvernightFutureOptionTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
PortfolioItemInfo |
ResolvedIborFutureTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
PortfolioItemInfo |
ResolvedIborFutureOptionTrade.getInfo()
Gets the additional information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedOvernightFutureTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedOvernightFutureOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedIborFutureTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PortfolioItemInfo> |
ResolvedIborFutureOptionTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedOvernightFutureTrade.Builder |
ResolvedOvernightFutureTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
ResolvedOvernightFutureOptionTrade.Builder |
ResolvedOvernightFutureOptionTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
ResolvedIborFutureTrade.Builder |
ResolvedIborFutureTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
ResolvedIborFutureOptionTrade.Builder |
ResolvedIborFutureOptionTrade.Builder.info(PortfolioItemInfo info)
Sets the additional information, defaulted to an empty instance.
|
OvernightFutureTrade |
OvernightFutureTrade.withInfo(PortfolioItemInfo info) |
OvernightFuturePosition |
OvernightFuturePosition.withInfo(PortfolioItemInfo info) |
OvernightFutureOptionTrade |
OvernightFutureOptionTrade.withInfo(PortfolioItemInfo info) |
OvernightFutureOptionPosition |
OvernightFutureOptionPosition.withInfo(PortfolioItemInfo info) |
IborFutureTrade |
IborFutureTrade.withInfo(PortfolioItemInfo info) |
IborFuturePosition |
IborFuturePosition.withInfo(PortfolioItemInfo info) |
IborFutureOptionTrade |
IborFutureOptionTrade.withInfo(PortfolioItemInfo info) |
IborFutureOptionPosition |
IborFutureOptionPosition.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
BulletPaymentTrade |
BulletPaymentTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
SwapTrade |
SwapTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
SwaptionTrade |
SwaptionTrade.withInfo(PortfolioItemInfo info) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.