| 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 |
Position
A position in a security.
|
interface |
ResolvableSecurityPosition
A position that has a security identifier that can be resolved using reference data.
|
interface |
ResolvableSecurityTrade
A trade that has a security identifier that can be resolved using reference data.
|
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.
|
interface |
SecurityQuantityTrade
A trade that is based on security, quantity and price.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GenericSecurityPosition
A position in a security, where the security is embedded ready for mark-to-market pricing.
|
class |
GenericSecurityTrade
A trade representing the purchase or sale of a security,
where the security is embedded ready for mark-to-market pricing.
|
class |
SecurityPosition
A position in a security, where the security is referenced by identifier.
|
class |
SecurityTrade
A trade representing the purchase or sale of a security,
where the security is referenced by identifier.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BillPosition
A position in a bill.
|
class |
BillTrade
A trade representing a bill.
|
class |
BondFutureOptionPosition
A position in a bond future option.
|
class |
BondFutureOptionTrade
A trade representing an option on a futures contract based on bonds.
|
class |
BondFuturePosition
A position in a bond future.
|
class |
BondFutureTrade
A trade representing a futures contract based on a fixed coupon bond.
|
class |
CapitalIndexedBondPosition
A position in a capital indexed bond.
|
class |
CapitalIndexedBondTrade
A trade representing a capital indexed bond.
|
class |
FixedCouponBondPosition
A position in a fixed coupon bond.
|
class |
FixedCouponBondTrade
A trade representing a fixed coupon bond.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DsfPosition
A position in a DSF.
|
class |
DsfTrade
A trade representing a futures contract based on an interest rate swap.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
EtdPosition
A position in an ETD, where the security is embedded ready for mark-to-market pricing.
|
interface |
EtdTrade
A trade in an exchange traded derivative (ETD).
|
| Modifier and Type | Class and Description |
|---|---|
class |
EtdFuturePosition
A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
|
class |
EtdFutureTrade
A trade representing an ETD future.
|
class |
EtdOptionPosition
A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
|
class |
EtdOptionTrade
A trade representing an ETD option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFutureOptionPosition
A position in an option on a futures contract based on an Ibor index.
|
class |
IborFutureOptionTrade
A trade representing an option on a futures contract based on an Ibor index.
|
class |
IborFuturePosition
A position in a futures contract based on an Ibor index.
|
class |
IborFutureTrade
A trade representing a futures contract based on an Ibor index.
|
class |
OvernightFutureOptionPosition
A position in an option on a futures contract based on an Overnight index.
|
class |
OvernightFutureOptionTrade
A trade representing an option on a futures contract based on an Overnight index.
|
class |
OvernightFuturePosition
A futures contract based on an Overnight index.
|
class |
OvernightFutureTrade
A trade representing a futures 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.