| 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 |
ResolvableSecurityTrade
A trade that has a security identifier that can be resolved using reference data.
|
interface |
SecuritizedProductTrade<P extends SecuritizedProduct>
A trade that is directly based on a securitized product.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GenericSecurityTrade
A trade representing the purchase or sale of a security,
where the security is embedded ready for mark-to-market pricing.
|
class |
SecurityTrade
A trade representing the purchase or sale of a security,
where the security is referenced by identifier.
|
| Modifier and Type | Method and Description |
|---|---|
SecurityQuantityTrade |
Security.createTrade(TradeInfo tradeInfo,
double quantity,
double tradePrice,
ReferenceData refData)
Creates a trade based on this security.
|
SecurityQuantityTrade |
SecurityQuantityTrade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
SecurityQuantityTrade |
SecurityQuantityTrade.withPrice(double price)
Returns an instance with the specified price.
|
SecurityQuantityTrade |
SecurityQuantityTrade.withQuantity(double quantity)
Returns an instance with the specified quantity.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BillTrade
A trade representing a bill.
|
class |
BondFutureOptionTrade
A trade representing an option on a futures contract based on bonds.
|
class |
BondFutureTrade
A trade representing a futures contract based on a fixed coupon bond.
|
class |
CapitalIndexedBondTrade
A trade representing a capital indexed bond.
|
class |
FixedCouponBondTrade
A trade representing a fixed coupon bond.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DsfTrade
A trade representing a futures contract based on an interest rate swap.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
EtdTrade
A trade in an exchange traded derivative (ETD).
|
| Modifier and Type | Class and Description |
|---|---|
class |
EtdFutureTrade
A trade representing an ETD future.
|
class |
EtdOptionTrade
A trade representing an ETD option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFutureOptionTrade
A trade representing an option on a futures contract based on an Ibor index.
|
class |
IborFutureTrade
A trade representing a futures contract based on an Ibor index.
|
class |
OvernightFutureOptionTrade
A trade representing an option on 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.