| 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 | Class and Description |
|---|---|
class |
GenericSecurity
A generic security, defined in terms of the value of each tick.
|
| Modifier and Type | Method and Description |
|---|---|
Security |
Security.withInfo(SecurityInfo info)
Returns an instance with the specified info.
|
| Modifier and Type | Method and Description |
|---|---|
Class<Security> |
SecurityId.getReferenceDataType()
Gets the type of data this identifier refers to.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
LegalEntitySecurity
An instrument representing a security associated with a legal entity.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BillSecurity
A security representing a bill.
|
class |
BondFutureOptionSecurity
A security representing a futures contract, based on a basket of fixed coupon bonds.
|
class |
BondFutureSecurity
A security representing a futures contract, based on a basket of fixed coupon bonds.
|
class |
CapitalIndexedBondSecurity
A security representing a capital indexed bond.
|
class |
FixedCouponBondSecurity
A security representing a fixed coupon bond.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DsfSecurity
A security representing a deliverable swap futures security.
|
| 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 | Interface and Description |
|---|---|
interface |
RateIndexSecurity
An instrument representing a security associated with a rate index.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFutureOptionSecurity
A security representing a futures option contract, based on an Ibor index.
|
class |
IborFutureSecurity
A security representing a futures contract based on an Ibor index.
|
class |
OvernightFutureOptionSecurity
A security representing a futures option contract, based on an Overnight index.
|
class |
OvernightFutureSecurity
A security representing a futures contract based on an Overnight rate index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.