| 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.
|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Modifier and Type | Method and Description |
|---|---|
SecurityId |
SecurityInfo.getId()
Gets the security identifier.
|
SecurityId |
Position.getSecurityId()
Gets the identifier of the underlying security.
|
SecurityId |
GenericSecurityTrade.getSecurityId() |
SecurityId |
GenericSecurityPosition.getSecurityId() |
SecurityId |
GenericSecurity.getSecurityId() |
SecurityId |
SecurityTrade.getSecurityId()
Gets the identifier of the security that was traded.
|
SecurityId |
SecurityQuantity.getSecurityId()
Gets the security identifier.
|
SecurityId |
SecurityPosition.getSecurityId()
Gets the identifier of the underlying security.
|
default SecurityId |
Security.getSecurityId()
Gets the security identifier.
|
default SecurityId |
SecuritizedProductPosition.getSecurityId() |
default SecurityId |
SecuritizedProductPortfolioItem.getSecurityId() |
SecurityId |
SecuritizedProduct.getSecurityId()
Gets the security identifier.
|
static SecurityId |
SecurityId.of(StandardId standardId)
Creates an instance from a standard two-part identifier.
|
static SecurityId |
SecurityId.of(String scheme,
String value)
Obtains an instance from a scheme and value.
|
static SecurityId |
SecurityId.parse(String str)
Parses an
StandardId from a formatted scheme and value. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableSet<SecurityId> |
GenericSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
Security.getUnderlyingIds()
Gets the set of underlying security identifiers.
|
org.joda.beans.MetaProperty<SecurityId> |
SecurityInfo.Meta.id()
The meta-property for the
id property. |
org.joda.beans.MetaProperty<SecurityId> |
SecurityTrade.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
SecurityPosition.Meta.securityId()
The meta-property for the
securityId property. |
| Modifier and Type | Method and Description |
|---|---|
SecurityInfoBuilder |
SecurityInfoBuilder.id(SecurityId id)
Sets the security identifier.
|
static SecurityInfo |
SecurityInfo.of(SecurityId id,
double tickSize,
CurrencyAmount tickValue)
Obtains an instance from the identifier, tick size and tick value.
|
static SecurityInfo |
SecurityInfo.of(SecurityId id,
SecurityPriceInfo priceInfo)
Obtains an instance from the identifier and pricing info.
|
static SecurityTrade |
SecurityTrade.of(TradeInfo tradeInfo,
SecurityId securityId,
double quantity,
double price)
Obtains an instance from trade information, identifier, quantity and price.
|
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 SecurityPosition |
SecurityPosition.ofLongShort(SecurityId securityId,
double longQuantity,
double shortQuantity)
Obtains an instance from the security identifier, long quantity and short quantity.
|
static SecurityPosition |
SecurityPosition.ofNet(PositionInfo positionInfo,
SecurityId securityId,
double netQuantity)
Obtains an instance from position information, security identifier and net quantity.
|
static SecurityPosition |
SecurityPosition.ofNet(SecurityId securityId,
double netQuantity)
Obtains an instance from the security identifier and net quantity.
|
SecurityTrade.Builder |
SecurityTrade.Builder.securityId(SecurityId securityId)
Sets the identifier of the security that was traded.
|
SecurityPosition.Builder |
SecurityPosition.Builder.securityId(SecurityId securityId)
Sets the identifier of the underlying security.
|
| Modifier and Type | Method and Description |
|---|---|
SecurityId |
FixedCouponBond.getSecurityId()
Gets the security identifier.
|
SecurityId |
CapitalIndexedBondPosition.getSecurityId() |
SecurityId |
CapitalIndexedBond.getSecurityId()
Gets the security identifier.
|
SecurityId |
BondFuturePosition.getSecurityId() |
SecurityId |
BondFutureOptionPosition.getSecurityId() |
SecurityId |
BondFutureOption.getSecurityId()
Gets the security identifier.
|
SecurityId |
BondFuture.getSecurityId()
Gets the security identifier.
|
SecurityId |
BillPosition.getSecurityId() |
SecurityId |
Bill.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedFixedCouponBond.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedCapitalIndexedBond.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedBondFutureOption.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedBondFuture.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedBill.getSecurityId()
Gets the security identifier.
|
SecurityId |
FixedCouponBondPosition.getSecurityId() |
SecurityId |
BondFutureOptionSecurity.getUnderlyingFutureId()
Gets the identifier of the underlying future.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ImmutableList<SecurityId>> |
BondFutureSecurity.Meta.deliveryBasketIds()
The meta-property for the
deliveryBasketIds property. |
ImmutableList<SecurityId> |
BondFutureSecurity.getDeliveryBasketIds()
Gets the basket of deliverable bonds.
|
ImmutableSet<SecurityId> |
CapitalIndexedBondSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
BondFutureSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
BondFutureOptionSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
BillSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
FixedCouponBondSecurity.getUnderlyingIds() |
org.joda.beans.MetaProperty<SecurityId> |
FixedCouponBond.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
CapitalIndexedBond.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
BondFutureOption.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
BondFuture.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
Bill.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedFixedCouponBond.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedCapitalIndexedBond.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedBondFutureOption.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedBondFuture.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedBill.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
BondFutureOptionSecurity.Meta.underlyingFutureId()
The meta-property for the
underlyingFutureId property. |
| Modifier and Type | Method and Description |
|---|---|
BondFutureSecurity.Builder |
BondFutureSecurity.Builder.deliveryBasketIds(SecurityId... deliveryBasketIds)
Sets the
deliveryBasketIds property in the builder
from an array of objects. |
FixedCouponBond.Builder |
FixedCouponBond.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
CapitalIndexedBond.Builder |
CapitalIndexedBond.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
BondFutureOption.Builder |
BondFutureOption.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
BondFuture.Builder |
BondFuture.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
Bill.Builder |
Bill.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedFixedCouponBond.Builder |
ResolvedFixedCouponBond.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedCapitalIndexedBond.Builder |
ResolvedCapitalIndexedBond.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedBondFutureOption.Builder |
ResolvedBondFutureOption.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedBondFuture.Builder |
ResolvedBondFuture.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedBill.Builder |
ResolvedBill.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
BondFutureOptionSecurity.Builder |
BondFutureOptionSecurity.Builder.underlyingFutureId(SecurityId underlyingFutureId)
Sets the identifier of the underlying future.
|
| Modifier and Type | Method and Description |
|---|---|
BondFutureSecurity.Builder |
BondFutureSecurity.Builder.deliveryBasketIds(List<SecurityId> deliveryBasketIds)
Sets the basket of deliverable bonds.
|
| Modifier and Type | Method and Description |
|---|---|
SecurityId |
ResolvedDsf.getSecurityId()
Gets the security identifier.
|
SecurityId |
DsfPosition.getSecurityId() |
SecurityId |
Dsf.getSecurityId()
Gets the security identifier.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableSet<SecurityId> |
DsfSecurity.getUnderlyingIds() |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedDsf.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
Dsf.Meta.securityId()
The meta-property for the
securityId property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedDsf.Builder |
ResolvedDsf.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
Dsf.Builder |
Dsf.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
| Modifier and Type | Method and Description |
|---|---|
static SecurityId |
EtdIdUtils.futureId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant)
Creates an identifier for an ETD future instrument.
|
SecurityId |
SplitEtdId.getSecurityId()
Gets the security ID that was split.
|
default SecurityId |
EtdTrade.getSecurityId()
Gets the security identifier of the trade.
|
default SecurityId |
EtdSecurity.getSecurityId() |
default SecurityId |
EtdPosition.getSecurityId()
Gets the security identifier.
|
SecurityId |
EtdOptionPosition.getSecurityId() |
SecurityId |
EtdFuturePosition.getSecurityId() |
static SecurityId |
EtdIdUtils.optionId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice)
Creates an identifier for an ETD option instrument.
|
static SecurityId |
EtdIdUtils.optionId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth)
Creates an identifier for an ETD option instrument.
|
| Modifier and Type | Method and Description |
|---|---|
default ImmutableSet<SecurityId> |
EtdSecurity.getUnderlyingIds() |
org.joda.beans.MetaProperty<SecurityId> |
EtdOptionPosition.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
EtdFuturePosition.Meta.securityId()
The meta-property for the
securityId property. |
| Modifier and Type | Method and Description |
|---|---|
static EtdContractSpecId |
EtdIdUtils.contractSpecId(SecurityId securityId)
Creates an identifier for a contract specification.
|
static SplitEtdId |
SplitEtdId.from(SecurityId securityId)
Obtains an instance from a security identifier.
|
SplitEtdId.Builder |
SplitEtdId.Builder.securityId(SecurityId securityId)
Sets the security ID that was split.
|
static SplitEtdId |
EtdIdUtils.splitId(SecurityId securityId)
Splits an OG-ETD identifier.
|
static ExchangeId |
EtdIdUtils.splitIdToExchangeId(SecurityId securityId)
Splits an OG-ETD identifier to obtain the exchange ID.
|
| Modifier and Type | Method and Description |
|---|---|
SecurityId |
ResolvedOvernightFutureOption.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedOvernightFuture.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedIborFutureOption.getSecurityId()
Gets the security identifier.
|
SecurityId |
ResolvedIborFuture.getSecurityId()
Gets the security identifier.
|
SecurityId |
OvernightFuturePosition.getSecurityId() |
SecurityId |
OvernightFutureOptionPosition.getSecurityId() |
SecurityId |
OvernightFutureOption.getSecurityId()
Gets the security identifier.
|
SecurityId |
OvernightFuture.getSecurityId()
Gets the security identifier.
|
SecurityId |
IborFuturePosition.getSecurityId() |
SecurityId |
IborFutureOptionPosition.getSecurityId() |
SecurityId |
IborFutureOption.getSecurityId()
Gets the security identifier.
|
SecurityId |
IborFuture.getSecurityId()
Gets the security identifier.
|
SecurityId |
OvernightFutureOptionSecurity.getUnderlyingFutureId()
Gets the identifier of the underlying future.
|
SecurityId |
IborFutureOptionSecurity.getUnderlyingFutureId()
Gets the identifier of the underlying future.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableSet<SecurityId> |
OvernightFutureSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
OvernightFutureOptionSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
IborFutureSecurity.getUnderlyingIds() |
ImmutableSet<SecurityId> |
IborFutureOptionSecurity.getUnderlyingIds() |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedOvernightFutureOption.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedOvernightFuture.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedIborFutureOption.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
ResolvedIborFuture.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
OvernightFutureOption.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
OvernightFuture.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
IborFutureOption.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
IborFuture.Meta.securityId()
The meta-property for the
securityId property. |
org.joda.beans.MetaProperty<SecurityId> |
OvernightFutureOptionSecurity.Meta.underlyingFutureId()
The meta-property for the
underlyingFutureId property. |
org.joda.beans.MetaProperty<SecurityId> |
IborFutureOptionSecurity.Meta.underlyingFutureId()
The meta-property for the
underlyingFutureId property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedOvernightFutureOption.Builder |
ResolvedOvernightFutureOption.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedOvernightFuture.Builder |
ResolvedOvernightFuture.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedIborFutureOption.Builder |
ResolvedIborFutureOption.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
ResolvedIborFuture.Builder |
ResolvedIborFuture.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
OvernightFutureOption.Builder |
OvernightFutureOption.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
OvernightFuture.Builder |
OvernightFuture.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
IborFutureOption.Builder |
IborFutureOption.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
IborFuture.Builder |
IborFuture.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
OvernightFutureOptionSecurity.Builder |
OvernightFutureOptionSecurity.Builder.underlyingFutureId(SecurityId underlyingFutureId)
Sets the identifier of the underlying future.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.underlyingFutureId(SecurityId underlyingFutureId)
Sets the identifier of the underlying future.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightFuturePosition |
OvernightFutureContractSpec.createPosition(SecurityId securityId,
YearMonth expiry,
double quantity,
ReferenceData refData)
Creates a position based on this convention.
|
OvernightFuturePosition |
ImmutableOvernightFutureContractSpec.createPosition(SecurityId securityId,
YearMonth expiry,
double quantity,
ReferenceData refData) |
IborFuturePosition |
ImmutableIborFutureContractSpec.createPosition(SecurityId securityId,
YearMonth expiry,
double quantity,
ReferenceData refData) |
IborFuturePosition |
IborFutureContractSpec.createPosition(SecurityId securityId,
YearMonth expiry,
double quantity,
ReferenceData refData)
Creates a position based on this convention.
|
IborFutureTrade |
IborFutureTemplate.createTrade(LocalDate tradeDate,
SecurityId securityId,
double quantity,
double notional,
double price,
ReferenceData refData)
|
OvernightFutureTrade |
OvernightFutureTemplate.createTrade(LocalDate tradeDate,
SecurityId securityId,
double quantity,
double price,
ReferenceData refData)
Creates a trade based on this template.
|
IborFutureTrade |
IborFutureTemplate.createTrade(LocalDate tradeDate,
SecurityId securityId,
double quantity,
double price,
ReferenceData refData)
Creates a trade based on this template.
|
IborFutureTrade |
ImmutableIborFutureConvention.createTrade(LocalDate tradeDate,
SecurityId securityId,
Period minimumPeriod,
int sequenceNumber,
double quantity,
double notional,
double price,
ReferenceData refData)
Deprecated.
|
IborFutureTrade |
IborFutureConvention.createTrade(LocalDate tradeDate,
SecurityId securityId,
Period minimumPeriod,
int sequenceNumber,
double quantity,
double notional,
double price,
ReferenceData refData)
Deprecated.
Creates a trade based on this convention.
|
OvernightFutureTrade |
OvernightFutureContractSpec.createTrade(LocalDate tradeDate,
SecurityId securityId,
SequenceDate sequenceDate,
double quantity,
double price,
ReferenceData refData)
Creates a trade based on this convention.
|
OvernightFutureTrade |
ImmutableOvernightFutureContractSpec.createTrade(LocalDate tradeDate,
SecurityId securityId,
SequenceDate sequenceDate,
double quantity,
double price,
ReferenceData refData) |
IborFutureTrade |
ImmutableIborFutureContractSpec.createTrade(LocalDate tradeDate,
SecurityId securityId,
SequenceDate sequenceDate,
double quantity,
double price,
ReferenceData refData) |
IborFutureTrade |
IborFutureContractSpec.createTrade(LocalDate tradeDate,
SecurityId securityId,
SequenceDate sequenceDate,
double quantity,
double price,
ReferenceData refData)
Creates a trade based on this convention.
|
IborFutureTrade |
ImmutableIborFutureConvention.createTrade(LocalDate tradeDate,
SecurityId securityId,
YearMonth yearMonth,
double quantity,
double notional,
double price,
ReferenceData refData)
Deprecated.
|
IborFutureTrade |
IborFutureConvention.createTrade(LocalDate tradeDate,
SecurityId securityId,
YearMonth yearMonth,
double quantity,
double notional,
double price,
ReferenceData refData)
Deprecated.
Creates a trade based on this convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.