| 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 |
CdsTemplate
A template for creating credit default swap trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DatesCdsTemplate
A template for creating credit default swap trades.
|
class |
TenorCdsTemplate
A template for creating credit default swap trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFixingDepositTemplate
A template for creating an Ibor fixing deposit trade.
|
class |
TermDepositTemplate
A template for creating a term deposit trade.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FraTemplate
A template for creating a forward rate agreement (FRA) trade.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxSwapTemplate
A template for creating an FX swap trade.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFutureTemplate
A template for creating an Ibor Future trade.
|
class |
OvernightFutureTemplate
A template for creating an Overnight Future trade.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FixedFloatSwapTemplate
A template for creating Fixed-Float swap trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FixedIborSwapTemplate
A template for creating Fixed-Ibor swap trades.
|
class |
FixedInflationSwapTemplate
An template for creating inflation swap trades.
|
class |
FixedOvernightSwapTemplate
A template for creating Fixed-Overnight swap trades.
|
class |
IborIborSwapTemplate
A template for creating Ibor-Ibor swap trades.
|
class |
OvernightIborSwapTemplate
A template for creating Overnight-Ibor swap trades.
|
class |
ThreeLegBasisSwapTemplate
A template for creating Fixed-Ibor-Ibor swap trades.
|
class |
XCcyIborIborSwapTemplate
A template for creating cross-currency Ibor-Ibor swap trades.
|
class |
XCcyOvernightOvernightSwapTemplate
A template for creating 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.