| 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.common |
Entity objects shared between other packages.
|
| 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 | Method and Description |
|---|---|
PortfolioItemSummary |
PortfolioItemSummary.Builder.build() |
static PortfolioItemSummary |
PortfolioItemSummary.of(StandardId id,
PortfolioItemType portfolioItemType,
ProductType productType,
Set<Currency> currencies,
String description)
Obtains an instance.
|
default PortfolioItemSummary |
Position.summarize() |
PortfolioItemSummary |
PortfolioItem.summarize()
Summarizes the portfolio item.
|
PortfolioItemSummary |
GenericSecurityTrade.summarize() |
PortfolioItemSummary |
GenericSecurityPosition.summarize() |
default PortfolioItemSummary |
Trade.summarize() |
PortfolioItemSummary |
SecurityTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<PortfolioItemSummary> |
PortfolioItemSummary.meta()
The meta-bean for
PortfolioItemSummary. |
org.joda.beans.TypedMetaBean<PortfolioItemSummary> |
PortfolioItemSummary.metaBean() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
CapitalIndexedBondTrade.summarize() |
PortfolioItemSummary |
CapitalIndexedBondPosition.summarize() |
PortfolioItemSummary |
BondFutureTrade.summarize() |
PortfolioItemSummary |
BondFuturePosition.summarize() |
PortfolioItemSummary |
BondFutureOptionTrade.summarize() |
PortfolioItemSummary |
BondFutureOptionPosition.summarize() |
PortfolioItemSummary |
BillTrade.summarize() |
PortfolioItemSummary |
BillPosition.summarize() |
PortfolioItemSummary |
FixedCouponBondTrade.summarize() |
PortfolioItemSummary |
FixedCouponBondPosition.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
IborCapFloorTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
CmsTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
static PortfolioItemSummary |
SummarizerUtils.summary(Position position,
ProductType type,
String description,
Currency... currencies)
Creates a summary instance for a position.
|
static PortfolioItemSummary |
SummarizerUtils.summary(Trade trade,
ProductType type,
String description,
Currency... currencies)
Creates a summary instance for a trade.
|
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
CdsTrade.summarize() |
PortfolioItemSummary |
CdsIndexTrade.summarize() |
PortfolioItemSummary |
CdsIndexCalibrationTrade.summarize() |
PortfolioItemSummary |
CdsCalibrationTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
TermDepositTrade.summarize() |
PortfolioItemSummary |
IborFixingDepositTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
DsfTrade.summarize() |
PortfolioItemSummary |
DsfPosition.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
EtdOptionTrade.summarize() |
PortfolioItemSummary |
EtdOptionPosition.summarize() |
PortfolioItemSummary |
EtdFutureTrade.summarize() |
PortfolioItemSummary |
EtdFuturePosition.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
FraTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
FxSwapTrade.summarize() |
PortfolioItemSummary |
FxSingleTrade.summarize() |
PortfolioItemSummary |
FxNdfTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
FxVanillaOptionTrade.summarize() |
PortfolioItemSummary |
FxSingleBarrierOptionTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
OvernightFutureTrade.summarize() |
PortfolioItemSummary |
OvernightFuturePosition.summarize() |
PortfolioItemSummary |
OvernightFutureOptionTrade.summarize() |
PortfolioItemSummary |
OvernightFutureOptionPosition.summarize() |
PortfolioItemSummary |
IborFutureTrade.summarize() |
PortfolioItemSummary |
IborFuturePosition.summarize() |
PortfolioItemSummary |
IborFutureOptionTrade.summarize() |
PortfolioItemSummary |
IborFutureOptionPosition.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
BulletPaymentTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
SwapTrade.summarize() |
| Modifier and Type | Method and Description |
|---|---|
PortfolioItemSummary |
SwaptionTrade.summarize() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.