| 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.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| com.opengamma.strata.product.deposit |
Entity objects describing financial instruments representing a simple deposit with interest.
|
| com.opengamma.strata.product.deposit.type |
Conventions and templates to aid the construction of deposits.
|
| 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.fra |
Entity objects describing a forward rate agreement (FRA).
|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| com.opengamma.strata.product.fx |
Entity objects describing financial instruments in the foreign exchange market.
|
| com.opengamma.strata.product.fx.type |
Conventions and templates to aid the construction of foreign exchange products.
|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| com.opengamma.strata.product.payment |
Entity objects describing simple payment financial instruments.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
TradeInfoBuilder.build()
Builds the trade information.
|
TradeInfo |
TradeInfo.combinedWith(PortfolioItemInfo other) |
static TradeInfo |
TradeInfo.empty()
Obtains an empty instance, with no values or attributes.
|
static TradeInfo |
TradeInfo.from(PortfolioItemInfo info)
Obtains an instance based on the supplied info.
|
TradeInfo |
GenericSecurityTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
Trade.getInfo()
Gets the standard trade information.
|
TradeInfo |
SecurityTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
static TradeInfo |
TradeInfo.of(LocalDate tradeDate)
Obtains an instance with the specified trade date.
|
TradeInfo |
TradeInfo.overrideWith(PortfolioItemInfo other) |
<T> TradeInfo |
TradeInfo.withAttribute(AttributeType<T> type,
T value) |
TradeInfo |
TradeInfo.withAttributes(Attributes other) |
TradeInfo |
TradeInfo.withId(StandardId identifier) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends TradeInfo> |
TradeInfo.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends TradeInfo> |
TradeInfo.Meta.builder() |
org.joda.beans.MetaProperty<TradeInfo> |
GenericSecurityTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
SecurityTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
GenericSecurityTrade |
GenericSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
SecurityQuantityTrade |
Security.createTrade(TradeInfo tradeInfo,
double quantity,
double tradePrice,
ReferenceData refData)
Creates a trade based on this security.
|
GenericSecurityTrade.Builder |
GenericSecurityTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
SecurityTrade.Builder |
SecurityTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static GenericSecurityTrade |
GenericSecurityTrade.of(TradeInfo tradeInfo,
GenericSecurity security,
double quantity,
double price)
Obtains an instance from trade information, security, quantity and price.
|
static SecurityTrade |
SecurityTrade.of(TradeInfo tradeInfo,
SecurityId securityId,
double quantity,
double price)
Obtains an instance from trade information, identifier, quantity and price.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
CapitalIndexedBondTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
BondFutureTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
BondFutureOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
BillTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
FixedCouponBondTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
CapitalIndexedBondTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
BondFutureTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
BondFutureOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
BillTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
FixedCouponBondTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
CapitalIndexedBondTrade |
CapitalIndexedBondSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
BondFutureTrade |
BondFutureSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
BondFutureOptionTrade |
BondFutureOptionSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
BillTrade |
BillSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
FixedCouponBondTrade |
FixedCouponBondSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
CapitalIndexedBondTrade.Builder |
CapitalIndexedBondTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
BondFutureTrade.Builder |
BondFutureTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
BondFutureOptionTrade.Builder |
BondFutureOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
BillTrade.Builder |
BillTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
FixedCouponBondTrade.Builder |
FixedCouponBondTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static BillTrade |
BillTrade.ofPrice(TradeInfo info,
Bill product,
double quantity,
double price)
Generates a Bill trade instance from the price.
|
static BillTrade |
BillTrade.ofYield(TradeInfo info,
Bill product,
double quantity,
double yield)
Generates a Bill trade instance where the price is computed from the traded yield.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
ResolvedIborCapFloorTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
IborCapFloorTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedIborCapFloorTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
IborCapFloorTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborCapFloorTrade.Builder |
ResolvedIborCapFloorTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
IborCapFloorTrade.Builder |
IborCapFloorTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
ResolvedCmsTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
CmsTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedCmsTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
CmsTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCmsTrade.Builder |
ResolvedCmsTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
CmsTrade.Builder |
CmsTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
ResolvedCdsTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedCdsIndexTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
CdsTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
CdsIndexTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
CdsIndexCalibrationTrade.getInfo() |
TradeInfo |
CdsCalibrationTrade.getInfo() |
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedCdsTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedCdsIndexTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
CdsTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
CdsIndexTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCdsTrade.Builder |
ResolvedCdsTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedCdsIndexTrade.Builder |
ResolvedCdsIndexTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
CdsTrade.Builder |
CdsTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
CdsIndexTrade.Builder |
CdsIndexTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
CdsTrade |
ImmutableCdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate) |
CdsTrade |
CdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a CDS trade with
TradeInfo. |
CdsTrade |
ImmutableCdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upfrontFee) |
CdsTrade |
CdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee)
Creates a CDS trade with upfront fee and
TradeInfo. |
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
TermDepositTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedTermDepositTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedIborFixingDepositTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
IborFixingDepositTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
TermDepositTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedTermDepositTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedIborFixingDepositTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
IborFixingDepositTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
TermDepositTrade.Builder |
TermDepositTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedTermDepositTrade.Builder |
ResolvedTermDepositTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedIborFixingDepositTrade.Builder |
ResolvedIborFixingDepositTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
IborFixingDepositTrade.Builder |
IborFixingDepositTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static IborFixingDepositTrade |
IborFixingDepositTrade.of(TradeInfo info,
IborFixingDeposit product)
Obtains an instance of an Ibor Fixing Deposit trade.
|
static ResolvedIborFixingDepositTrade |
ResolvedIborFixingDepositTrade.of(TradeInfo info,
ResolvedIborFixingDeposit product)
Obtains an instance of a resolved Ibor Fixing Deposit trade.
|
static ResolvedTermDepositTrade |
ResolvedTermDepositTrade.of(TradeInfo info,
ResolvedTermDeposit product)
Obtains an instance of a resolved Term Deposit trade.
|
static TermDepositTrade |
TermDepositTrade.of(TradeInfo info,
TermDeposit product)
Obtains an instance of a Term Deposit trade.
|
| Modifier and Type | Method and Description |
|---|---|
TermDepositTrade |
TermDepositConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double rate)
Creates a trade based on this convention.
|
TermDepositTrade |
ImmutableTermDepositConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double rate) |
IborFixingDepositTrade |
ImmutableIborFixingDepositConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate) |
IborFixingDepositTrade |
IborFixingDepositConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a trade based on this convention.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
DsfTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
DsfTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
DsfTrade |
DsfSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
DsfTrade.Builder |
DsfTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
EtdOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
EtdFutureTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
EtdOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
EtdFutureTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
EtdOptionTrade |
EtdOptionSecurity.createTrade(TradeInfo tradeInfo,
double quantity,
double tradePrice,
ReferenceData refData) |
EtdFutureTrade |
EtdFutureSecurity.createTrade(TradeInfo tradeInfo,
double quantity,
double tradePrice,
ReferenceData refData) |
EtdOptionTrade.Builder |
EtdOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
EtdFutureTrade.Builder |
EtdFutureTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static EtdFutureTrade |
EtdFutureTrade.of(TradeInfo tradeInfo,
EtdFutureSecurity security,
double quantity,
double price)
Obtains an instance from trade information, security, quantity and price.
|
static EtdOptionTrade |
EtdOptionTrade.of(TradeInfo tradeInfo,
EtdOptionSecurity security,
double quantity,
double price)
Obtains an instance from trade information, security, quantity and price.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
ResolvedFraTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
FraTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedFraTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
FraTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFraTrade.Builder |
ResolvedFraTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
FraTrade.Builder |
FraTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static FraTrade |
FraTrade.of(TradeInfo info,
Fra product)
Obtains an instance of a FRA trade.
|
static ResolvedFraTrade |
ResolvedFraTrade.of(TradeInfo info,
ResolvedFra product)
Obtains an instance of a resolved FRA trade.
|
| Modifier and Type | Method and Description |
|---|---|
FraTrade |
ImmutableFraConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
LocalDate paymentDate,
BuySell buySell,
double notional,
double fixedRate) |
FraTrade |
FraConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
LocalDate paymentDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a trade based on this convention.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
ResolvedFxSwapTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedFxSingleTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedFxNdfTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
FxSwapTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
FxSingleTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
FxNdfTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedFxSwapTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedFxSingleTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedFxNdfTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
FxSwapTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
FxSingleTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
FxNdfTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFxSwapTrade.Builder |
ResolvedFxSwapTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedFxSingleTrade.Builder |
ResolvedFxSingleTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedFxNdfTrade.Builder |
ResolvedFxNdfTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
FxSwapTrade.Builder |
FxSwapTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
FxSingleTrade.Builder |
FxSingleTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
FxNdfTrade.Builder |
FxNdfTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static FxNdfTrade |
FxNdfTrade.of(TradeInfo info,
FxNdf product)
Obtains an instance of a Non-Deliverable Forward (NDF) trade.
|
static FxSingleTrade |
FxSingleTrade.of(TradeInfo info,
FxSingle product)
Obtains an instance of a foreign exchange trade.
|
static FxSwapTrade |
FxSwapTrade.of(TradeInfo info,
FxSwap product)
Obtains an instance of an FX swap trade.
|
static ResolvedFxNdfTrade |
ResolvedFxNdfTrade.of(TradeInfo info,
ResolvedFxNdf product)
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
|
static ResolvedFxSingleTrade |
ResolvedFxSingleTrade.of(TradeInfo info,
ResolvedFxSingle product)
Obtains an instance of a resolved single FX trade.
|
static ResolvedFxSwapTrade |
ResolvedFxSwapTrade.of(TradeInfo info,
ResolvedFxSwap product)
Obtains an instance of a resolved FX swap trade.
|
| Modifier and Type | Method and Description |
|---|---|
FxSwapTrade |
ImmutableFxSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
Currency buySellCurrency,
double notional,
double nearFxRate,
double farLegForwardPoints) |
FxSwapTrade |
FxSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
Currency buySellCurrency,
double buySellNotional,
double nearFxRate,
double farLegForwardPoints)
Creates a trade based on this convention.
|
default FxSwapTrade |
FxSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double nearFxRate,
double farLegForwardPoints)
Creates a trade based on this convention.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
ResolvedFxVanillaOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedFxSingleBarrierOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
FxVanillaOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
FxSingleBarrierOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedFxVanillaOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedFxSingleBarrierOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
FxVanillaOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
FxSingleBarrierOptionTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFxVanillaOptionTrade.Builder |
ResolvedFxVanillaOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedFxSingleBarrierOptionTrade.Builder |
ResolvedFxSingleBarrierOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
FxVanillaOptionTrade.Builder |
FxVanillaOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
FxSingleBarrierOptionTrade.Builder |
FxSingleBarrierOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
OvernightFutureTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
OvernightFutureOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
IborFutureTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
IborFutureOptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
OvernightFutureTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
OvernightFutureOptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
IborFutureTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
IborFutureOptionTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
OvernightFutureTrade |
OvernightFutureSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
OvernightFutureOptionTrade |
OvernightFutureOptionSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
IborFutureTrade |
IborFutureSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
IborFutureOptionTrade |
IborFutureOptionSecurity.createTrade(TradeInfo info,
double quantity,
double tradePrice,
ReferenceData refData) |
OvernightFutureTrade.Builder |
OvernightFutureTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
OvernightFutureOptionTrade.Builder |
OvernightFutureOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
IborFutureTrade.Builder |
IborFutureTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
IborFutureOptionTrade.Builder |
IborFutureOptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
ResolvedBulletPaymentTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
BulletPaymentTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedBulletPaymentTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
BulletPaymentTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedBulletPaymentTrade.Builder |
ResolvedBulletPaymentTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
BulletPaymentTrade.Builder |
BulletPaymentTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static BulletPaymentTrade |
BulletPaymentTrade.of(TradeInfo info,
BulletPayment product)
Obtains an instance of a Bullet Payment trade.
|
static ResolvedBulletPaymentTrade |
ResolvedBulletPaymentTrade.of(TradeInfo info,
ResolvedBulletPayment product)
Obtains an instance of a resolved Bullet Payment trade.
|
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
SwapTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedSwapTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
SwapTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedSwapTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
SwapTrade.Builder |
SwapTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedSwapTrade.Builder |
ResolvedSwapTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static ResolvedSwapTrade |
ResolvedSwapTrade.of(TradeInfo info,
ResolvedSwap product)
Obtains an instance of a resolved Swap trade.
|
static SwapTrade |
SwapTrade.of(TradeInfo info,
Swap product)
Obtains an instance of a Swap trade.
|
| Modifier and Type | Method and Description |
|---|---|
SwapTrade |
FixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a trade based on this convention.
|
SwapTrade |
FixedInflationSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a trade based on this convention.
|
SwapTrade |
FixedIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a trade based on this convention.
|
SwapTrade |
ThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double spread)
Creates a trade based on this convention.
|
SwapTrade |
SingleCurrencySwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRateOrSpread)
Creates a trade based on this convention.
|
SwapTrade |
OvernightIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double spread)
Creates a trade based on this convention.
|
SwapTrade |
ImmutableThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double spread) |
SwapTrade |
ImmutableOvernightIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double spread) |
SwapTrade |
ImmutableIborIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double spread) |
SwapTrade |
ImmutableFixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate) |
SwapTrade |
ImmutableFixedInflationSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate) |
SwapTrade |
ImmutableFixedIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate) |
SwapTrade |
IborIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double spread)
Creates a trade based on this convention.
|
SwapTrade |
XCcyOvernightOvernightSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notionalSpreadLeg,
double notionalFlatLeg,
double spread)
Creates a trade based on this convention.
|
SwapTrade |
XCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notionalSpreadLeg,
double notionalFlatLeg,
double spread)
Creates a trade based on this convention.
|
SwapTrade |
ImmutableXCcyOvernightOvernightSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notionalSpreadLeg,
double notionalFlatLeg,
double spread) |
SwapTrade |
ImmutableXCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notionalSpreadLeg,
double notionalFlatLeg,
double spread) |
| Modifier and Type | Method and Description |
|---|---|
TradeInfo |
SwaptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
TradeInfo |
ResolvedSwaptionTrade.getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TradeInfo> |
SwaptionTrade.Meta.info()
The meta-property for the
info property. |
org.joda.beans.MetaProperty<TradeInfo> |
ResolvedSwaptionTrade.Meta.info()
The meta-property for the
info property. |
| Modifier and Type | Method and Description |
|---|---|
SwaptionTrade.Builder |
SwaptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
ResolvedSwaptionTrade.Builder |
ResolvedSwaptionTrade.Builder.info(TradeInfo info)
Sets the additional trade information, defaulted to an empty instance.
|
static ResolvedSwaptionTrade |
ResolvedSwaptionTrade.of(TradeInfo info,
ResolvedSwaption product,
Payment premium)
Obtains an instance of a resolved Swaption trade.
|
static SwaptionTrade |
SwaptionTrade.of(TradeInfo info,
Swaption product,
AdjustablePayment premium)
Obtains an instance of a Swaption trade with an adjustable payment.
|
static SwaptionTrade |
SwaptionTrade.of(TradeInfo info,
Swaption product,
Payment premium)
Obtains an instance of a Swaption trade with a fixed payment.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.