| 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 | Interface and Description |
|---|---|
interface |
SecuritizedProductPortfolioItem<P extends SecuritizedProduct>
A trade that is directly based on a securitized product.
|
interface |
SecuritizedProductPosition<P extends SecuritizedProduct>
A position that is directly based on a securitized product.
|
interface |
SecuritizedProductTrade<P extends SecuritizedProduct>
A trade that is directly based on a securitized product.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GenericSecurity
A generic security, defined in terms of the value of each tick.
|
| Modifier and Type | Method and Description |
|---|---|
SecuritizedProduct |
Security.createProduct(ReferenceData refData)
Creates the product associated with this security.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Bill
A bill.
|
class |
BondFuture
A futures contract, based on a basket of fixed coupon bonds.
|
class |
BondFutureOption
A futures option contract, based on bonds.
|
class |
CapitalIndexedBond
A capital indexed bond.
|
class |
FixedCouponBond
A fixed coupon bond.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Dsf
A deliverable swap futures contract.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
EtdSecurity
An instrument representing an exchange traded derivative (ETD).
|
| Modifier and Type | Class and Description |
|---|---|
class |
EtdFutureSecurity
An instrument representing an exchange traded derivative (ETD) future.
|
class |
EtdOptionSecurity
An instrument representing an exchange traded derivative (ETD) option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFuture
A futures contract based on an Ibor index.
|
class |
IborFutureOption
A futures option contract, based on an Ibor index.
|
class |
OvernightFuture
A futures contract based on an Overnight index.
|
class |
OvernightFutureOption
A futures option contract, based on an Overnight index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.