| 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.dsf |
Entity objects describing Deliverable Swap Futures (DSFs).
|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Method and Description |
|---|---|
PositionInfo |
PositionInfoBuilder.build()
Builds the position information.
|
PositionInfo |
PositionInfo.combinedWith(PortfolioItemInfo other) |
static PositionInfo |
PositionInfo.empty()
Obtains an empty instance, with no identifier or attributes.
|
static PositionInfo |
PositionInfo.from(PortfolioItemInfo info)
Obtains an instance based on the supplied info.
|
PositionInfo |
Position.getInfo()
Gets the standard position information.
|
PositionInfo |
GenericSecurityPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
SecurityPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
static PositionInfo |
PositionInfo.of(StandardId positionId)
Obtains an instance with the specified position identifier.
|
PositionInfo |
PositionInfo.overrideWith(PortfolioItemInfo other) |
<T> PositionInfo |
PositionInfo.withAttribute(AttributeType<T> type,
T value) |
PositionInfo |
PositionInfo.withAttributes(Attributes other) |
PositionInfo |
PositionInfo.withId(StandardId identifier) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends PositionInfo> |
PositionInfo.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends PositionInfo> |
PositionInfo.Meta.builder() |
org.joda.beans.MetaProperty<PositionInfo> |
GenericSecurityPosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
SecurityPosition.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
GenericSecurityPosition |
GenericSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
Position |
Security.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData)
Creates a position based on this security from a long and short quantity.
|
GenericSecurityPosition |
GenericSecurity.createPosition(PositionInfo tradeInfo,
double quantity,
ReferenceData refData) |
Position |
Security.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData)
Creates a position based on this security from a net quantity.
|
GenericSecurityPosition.Builder |
GenericSecurityPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
SecurityPosition.Builder |
SecurityPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
static GenericSecurityPosition |
GenericSecurityPosition.ofLongShort(PositionInfo positionInfo,
GenericSecurity security,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, security, long quantity and short quantity.
|
static SecurityPosition |
SecurityPosition.ofLongShort(PositionInfo positionInfo,
SecurityId securityId,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, security identifier, long quantity and short quantity.
|
static GenericSecurityPosition |
GenericSecurityPosition.ofNet(PositionInfo positionInfo,
GenericSecurity security,
double netQuantity)
Obtains an instance from position information, security and net quantity.
|
static SecurityPosition |
SecurityPosition.ofNet(PositionInfo positionInfo,
SecurityId securityId,
double netQuantity)
Obtains an instance from position information, security identifier and net quantity.
|
| Modifier and Type | Method and Description |
|---|---|
PositionInfo |
CapitalIndexedBondPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
BondFuturePosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
BondFutureOptionPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
BillPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
FixedCouponBondPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PositionInfo> |
CapitalIndexedBondPosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
BondFuturePosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
BondFutureOptionPosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
BillPosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
FixedCouponBondPosition.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
CapitalIndexedBondPosition |
CapitalIndexedBondSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
BondFuturePosition |
BondFutureSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
BondFutureOptionPosition |
BondFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
BillPosition |
BillSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
FixedCouponBondPosition |
FixedCouponBondSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
CapitalIndexedBondPosition |
CapitalIndexedBondSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
BondFuturePosition |
BondFutureSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
BondFutureOptionPosition |
BondFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
BillPosition |
BillSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
FixedCouponBondPosition |
FixedCouponBondSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
CapitalIndexedBondPosition.Builder |
CapitalIndexedBondPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
BondFuturePosition.Builder |
BondFuturePosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
BondFutureOptionPosition.Builder |
BondFutureOptionPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
BillPosition.Builder |
BillPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
FixedCouponBondPosition.Builder |
FixedCouponBondPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
static BillPosition |
BillPosition.ofLongShort(PositionInfo positionInfo,
Bill product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static BondFuturePosition |
BondFuturePosition.ofLongShort(PositionInfo positionInfo,
BondFuture product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static BondFutureOptionPosition |
BondFutureOptionPosition.ofLongShort(PositionInfo positionInfo,
BondFutureOption product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static CapitalIndexedBondPosition |
CapitalIndexedBondPosition.ofLongShort(PositionInfo positionInfo,
CapitalIndexedBond product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static FixedCouponBondPosition |
FixedCouponBondPosition.ofLongShort(PositionInfo positionInfo,
FixedCouponBond product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static BillPosition |
BillPosition.ofNet(PositionInfo positionInfo,
Bill product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
static BondFuturePosition |
BondFuturePosition.ofNet(PositionInfo positionInfo,
BondFuture product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
static BondFutureOptionPosition |
BondFutureOptionPosition.ofNet(PositionInfo positionInfo,
BondFutureOption product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
static CapitalIndexedBondPosition |
CapitalIndexedBondPosition.ofNet(PositionInfo positionInfo,
CapitalIndexedBond product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
static FixedCouponBondPosition |
FixedCouponBondPosition.ofNet(PositionInfo positionInfo,
FixedCouponBond product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
| Modifier and Type | Method and Description |
|---|---|
PositionInfo |
DsfPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PositionInfo> |
DsfPosition.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
DsfPosition |
DsfSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
DsfPosition |
DsfSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
DsfPosition.Builder |
DsfPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
static DsfPosition |
DsfPosition.ofLongShort(PositionInfo positionInfo,
Dsf product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static DsfPosition |
DsfPosition.ofNet(PositionInfo positionInfo,
Dsf product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
| Modifier and Type | Method and Description |
|---|---|
PositionInfo |
EtdOptionPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
EtdFuturePosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PositionInfo> |
EtdOptionPosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
EtdFuturePosition.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
EtdOptionPosition |
EtdOptionSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
EtdFuturePosition |
EtdFutureSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
EtdOptionPosition |
EtdOptionSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
EtdFuturePosition |
EtdFutureSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
EtdOptionPosition.Builder |
EtdOptionPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
EtdFuturePosition.Builder |
EtdFuturePosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
static EtdFuturePosition |
EtdFuturePosition.ofLongShort(PositionInfo positionInfo,
EtdFutureSecurity security,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, security, long quantity and short quantity.
|
static EtdOptionPosition |
EtdOptionPosition.ofLongShort(PositionInfo positionInfo,
EtdOptionSecurity security,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, security, long quantity and short quantity.
|
static EtdFuturePosition |
EtdFuturePosition.ofNet(PositionInfo positionInfo,
EtdFutureSecurity security,
double netQuantity)
Obtains an instance from position information, security and net quantity.
|
static EtdOptionPosition |
EtdOptionPosition.ofNet(PositionInfo positionInfo,
EtdOptionSecurity security,
double netQuantity)
Obtains an instance from position information, security and net quantity.
|
| Modifier and Type | Method and Description |
|---|---|
PositionInfo |
OvernightFuturePosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
OvernightFutureOptionPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
IborFuturePosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
PositionInfo |
IborFutureOptionPosition.getInfo()
Gets the additional position information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PositionInfo> |
OvernightFuturePosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
OvernightFutureOptionPosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
IborFuturePosition.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<PositionInfo> |
IborFutureOptionPosition.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
OvernightFuturePosition |
OvernightFutureSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
OvernightFutureOptionPosition |
OvernightFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
IborFuturePosition |
IborFutureSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
IborFutureOptionPosition |
IborFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
OvernightFuturePosition |
OvernightFutureSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
OvernightFutureOptionPosition |
OvernightFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
IborFuturePosition |
IborFutureSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
IborFutureOptionPosition |
IborFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
OvernightFuturePosition.Builder |
OvernightFuturePosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
OvernightFutureOptionPosition.Builder |
OvernightFutureOptionPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
IborFuturePosition.Builder |
IborFuturePosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
IborFutureOptionPosition.Builder |
IborFutureOptionPosition.Builder.info(PositionInfo info)
Sets the additional position information, defaulted to an empty instance.
|
static IborFuturePosition |
IborFuturePosition.ofLongShort(PositionInfo positionInfo,
IborFuture product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static IborFutureOptionPosition |
IborFutureOptionPosition.ofLongShort(PositionInfo positionInfo,
IborFutureOption product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static OvernightFuturePosition |
OvernightFuturePosition.ofLongShort(PositionInfo positionInfo,
OvernightFuture product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static OvernightFutureOptionPosition |
OvernightFutureOptionPosition.ofLongShort(PositionInfo positionInfo,
OvernightFutureOption product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static IborFuturePosition |
IborFuturePosition.ofNet(PositionInfo positionInfo,
IborFuture product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
static IborFutureOptionPosition |
IborFutureOptionPosition.ofNet(PositionInfo positionInfo,
IborFutureOption product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
static OvernightFuturePosition |
OvernightFuturePosition.ofNet(PositionInfo positionInfo,
OvernightFuture product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
static OvernightFutureOptionPosition |
OvernightFutureOptionPosition.ofNet(PositionInfo positionInfo,
OvernightFutureOption product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.