| Package | Description |
|---|---|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| com.opengamma.strata.product.deposit.type |
Conventions and templates to aid the construction of deposits.
|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| com.opengamma.strata.product.fx.type |
Conventions and templates to aid the construction of foreign exchange products.
|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
CdsConvention
A market convention for credit default swap trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableCdsConvention
A market convention for credit default swap trades.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
IborFixingDepositConvention
A convention for Ibor fixing deposit trades.
|
interface |
TermDepositConvention
A market convention for term deposit trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableIborFixingDepositConvention
A convention for Ibor fixing deposit trades.
|
class |
ImmutableTermDepositConvention
A market convention for term deposit trades.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FraConvention
A market convention for forward rate agreement (FRA) trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFraConvention
A market convention for forward rate agreement (FRA) trades.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FxSwapConvention
A market convention for FX Swap trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFxSwapConvention
A market convention for FX swap trades
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
IborFutureConvention
Deprecated.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableIborFutureConvention
Deprecated.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FixedFloatSwapConvention
A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.
|
interface |
FixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.
|
interface |
FixedInflationSwapConvention
A market convention for Inflation swap trades.
|
interface |
FixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.
|
interface |
IborIborSwapConvention
A market convention for Ibor-Ibor swap trades.
|
interface |
OvernightIborSwapConvention
A market convention for Overnight-Ibor swap trades.
|
interface |
SingleCurrencySwapConvention
A market convention for swap trades.
|
interface |
ThreeLegBasisSwapConvention
A market convention for three leg basis swap trades.
|
interface |
XCcyIborIborSwapConvention
A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
|
interface |
XCcyOvernightOvernightSwapConvention
A market convention for cross-currency overnight-overnight swap trades without FX reset.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.
|
class |
ImmutableFixedInflationSwapConvention
A market convention for Fixed-Inflation swap trades.
|
class |
ImmutableFixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.
|
class |
ImmutableIborIborSwapConvention
A market convention for Ibor-Ibor swap trades.
|
class |
ImmutableOvernightIborSwapConvention
A market convention for Fixed-Overnight swap trades.
|
class |
ImmutableThreeLegBasisSwapConvention
A market convention for three leg basis swap trades.
|
class |
ImmutableXCcyIborIborSwapConvention
A market convention for cross-currency Ibor-Ibor swap trades.
|
class |
ImmutableXCcyOvernightOvernightSwapConvention
A market convention for cross-currency overnight-overnight swap trades.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.