| Package | Description |
|---|---|
| com.opengamma.strata.product.bond |
Entity objects describing bonds.
|
| com.opengamma.strata.product.common |
Entity objects shared between other packages.
|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
LongShort |
FixedCouponBondOption.getLongShort()
Gets whether the option is long or short.
|
LongShort |
ResolvedFixedCouponBondOption.getLongShort()
Gets whether the option is long or short.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<LongShort> |
FixedCouponBondOption.Meta.longShort()
The meta-property for the
longShort property. |
org.joda.beans.MetaProperty<LongShort> |
ResolvedFixedCouponBondOption.Meta.longShort()
The meta-property for the
longShort property. |
| Modifier and Type | Method and Description |
|---|---|
FixedCouponBondOption.Builder |
FixedCouponBondOption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
ResolvedFixedCouponBondOption.Builder |
ResolvedFixedCouponBondOption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
| Modifier and Type | Method and Description |
|---|---|
static LongShort |
LongShort.of(String name)
Obtains an instance from the specified name.
|
static LongShort |
LongShort.ofLong(boolean isLong)
Converts a boolean "is long" flag to the enum value.
|
LongShort |
LongShort.opposite()
Supplies the opposite of this value.
|
static LongShort |
LongShort.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static LongShort[] |
LongShort.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
LongShort |
ResolvedFxVanillaOption.getLongShort()
Gets whether the option is long or short.
|
LongShort |
FxVanillaOption.getLongShort()
Gets whether the option is long or short.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<LongShort> |
ResolvedFxVanillaOption.Meta.longShort()
The meta-property for the
longShort property. |
org.joda.beans.MetaProperty<LongShort> |
FxVanillaOption.Meta.longShort()
The meta-property for the
longShort property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFxVanillaOption.Builder |
ResolvedFxVanillaOption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
FxVanillaOption.Builder |
FxVanillaOption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
static FxVanillaOption |
FxVanillaOption.of(LongShort longShort,
ZonedDateTime expiry,
CurrencyPair currencyPair,
PutCall putCall,
double strike,
double baseNotional,
LocalDate paymentDate)
Creates an equivalent
FxVanillaOption using currency pair, option expiry, call/put flag, strike, base
currency notional, and underlying payment date. |
| Modifier and Type | Method and Description |
|---|---|
LongShort |
Swaption.getLongShort()
Gets whether the option is long or short.
|
LongShort |
ResolvedSwaption.getLongShort()
Gets whether the option is long or short.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<LongShort> |
Swaption.Meta.longShort()
The meta-property for the
longShort property. |
org.joda.beans.MetaProperty<LongShort> |
ResolvedSwaption.Meta.longShort()
The meta-property for the
longShort property. |
| Modifier and Type | Method and Description |
|---|---|
Swaption.Builder |
Swaption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.