| Package | Description |
|---|---|
| com.opengamma.strata.product.bond |
Entity objects describing bonds.
|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.common |
Entity objects shared between other packages.
|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| 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.
|
| Modifier and Type | Method and Description |
|---|---|
PutCall |
BondFutureOptionSecurity.getPutCall()
Gets whether the option is put or call.
|
PutCall |
BondFutureOption.getPutCall()
Gets whether the option is put or call.
|
PutCall |
ResolvedBondFutureOption.getPutCall()
Gets whether the option is put or call.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PutCall> |
BondFutureOptionSecurity.Meta.putCall()
The meta-property for the
putCall property. |
org.joda.beans.MetaProperty<PutCall> |
BondFutureOption.Meta.putCall()
The meta-property for the
putCall property. |
org.joda.beans.MetaProperty<PutCall> |
ResolvedBondFutureOption.Meta.putCall()
The meta-property for the
putCall property. |
| Modifier and Type | Method and Description |
|---|---|
BondFutureOptionSecurity.Builder |
BondFutureOptionSecurity.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
BondFutureOption.Builder |
BondFutureOption.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
ResolvedBondFutureOption.Builder |
ResolvedBondFutureOption.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
| Modifier and Type | Method and Description |
|---|---|
PutCall |
OvernightInArrearsCapletFloorletPeriod.getPutCall()
Gets put or call.
|
PutCall |
OvernightInArrearsCapletFloorletBinaryPeriod.getPutCall()
Gets put or call.
|
PutCall |
IborCapletFloorletPeriod.getPutCall()
Gets put or call.
|
PutCall |
IborCapletFloorletBinaryPeriod.getPutCall()
Gets put or call.
|
| Modifier and Type | Method and Description |
|---|---|
static PutCall |
PutCall.of(String name)
Obtains an instance from the specified name.
|
static PutCall |
PutCall.ofPut(boolean isPut)
Converts a boolean "is put" flag to the enum value.
|
PutCall |
PutCall.opposite()
Supplies the opposite of this value.
|
static PutCall |
PutCall.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static PutCall[] |
PutCall.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
PutCall |
SplitEtdOption.getPutCall()
Gets whether the option is a put or call.
|
PutCall |
EtdOptionSecurity.getPutCall()
Gets whether the option is a put or call.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PutCall> |
EtdOptionSecurity.Meta.putCall()
The meta-property for the
putCall property. |
| Modifier and Type | Method and Description |
|---|---|
EtdOptionSecurity |
EtdContractSpec.createOption(YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice)
Creates an option security based on this contract specification.
|
EtdOptionSecurity |
EtdContractSpec.createOption(YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth)
Creates an option security based on this contract specification.
|
static EtdOptionSecurity |
EtdOptionSecurity.of(EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice)
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
|
static EtdOptionSecurity |
EtdOptionSecurity.of(EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth)
Obtains an instance from a contract specification, expiry year-month, variant,
version, put/call, strike price and underlying expiry.
|
static SplitEtdOption |
SplitEtdOption.of(int version,
PutCall putCall,
double strikePrice)
Obtains an instance.
|
static SplitEtdOption |
SplitEtdOption.of(int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth)
Obtains an instance.
|
static SecurityId |
EtdIdUtils.optionId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice)
Creates an identifier for an ETD option instrument.
|
static SecurityId |
EtdIdUtils.optionId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth)
Creates an identifier for an ETD option instrument.
|
EtdOptionSecurity.Builder |
EtdOptionSecurity.Builder.putCall(PutCall putCall)
Sets whether the option is a put or call.
|
| Modifier and Type | Method and Description |
|---|---|
PutCall |
ResolvedFxVanillaOption.getPutCall()
Returns the put/call flag.
|
| Modifier and Type | Method and Description |
|---|---|
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 |
|---|---|
PutCall |
ResolvedOvernightFutureOption.getPutCall()
Gets whether the option is put or call.
|
PutCall |
ResolvedIborFutureOption.getPutCall()
Gets whether the option is put or call.
|
PutCall |
OvernightFutureOptionSecurity.getPutCall()
Gets whether the option is put or call.
|
PutCall |
OvernightFutureOption.getPutCall()
Gets whether the option is put or call.
|
PutCall |
IborFutureOptionSecurity.getPutCall()
Gets whether the option is put or call.
|
PutCall |
IborFutureOption.getPutCall()
Gets whether the option is put or call.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PutCall> |
ResolvedOvernightFutureOption.Meta.putCall()
The meta-property for the
putCall property. |
org.joda.beans.MetaProperty<PutCall> |
ResolvedIborFutureOption.Meta.putCall()
The meta-property for the
putCall property. |
org.joda.beans.MetaProperty<PutCall> |
OvernightFutureOptionSecurity.Meta.putCall()
The meta-property for the
putCall property. |
org.joda.beans.MetaProperty<PutCall> |
OvernightFutureOption.Meta.putCall()
The meta-property for the
putCall property. |
org.joda.beans.MetaProperty<PutCall> |
IborFutureOptionSecurity.Meta.putCall()
The meta-property for the
putCall property. |
org.joda.beans.MetaProperty<PutCall> |
IborFutureOption.Meta.putCall()
The meta-property for the
putCall property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedOvernightFutureOption.Builder |
ResolvedOvernightFutureOption.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
ResolvedIborFutureOption.Builder |
ResolvedIborFutureOption.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
OvernightFutureOptionSecurity.Builder |
OvernightFutureOptionSecurity.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
OvernightFutureOption.Builder |
OvernightFutureOption.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
IborFutureOptionSecurity.Builder |
IborFutureOptionSecurity.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
IborFutureOption.Builder |
IborFutureOption.Builder.putCall(PutCall putCall)
Sets whether the option is put or call.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.