| 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.common |
Entity objects shared between other packages.
|
| 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.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.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.
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| CcpId
An identifier for a Central Counterparty Clearing House (CCP).
|
| Class and Description |
|---|
| LongShort
Flag indicating whether a trade is "long" or "short".
|
| PutCall
Flag indicating whether a trade is "put" or "call".
|
| Class and Description |
|---|
| PayReceive
Flag indicating whether a financial instrument is "pay" or "receive".
|
| PutCall
Flag indicating whether a trade is "put" or "call".
|
| Class and Description |
|---|
| PayReceive
Flag indicating whether a financial instrument is "pay" or "receive".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| CapFloor
Flag indicating whether a financial instrument is "cap" or a "floor".
|
| CcpId
An identifier for a Central Counterparty Clearing House (CCP).
|
| ExchangeId
An identifier for an exchange based on the ISO Market Identifier Code (MIC).
|
| LongShort
Flag indicating whether a trade is "long" or "short".
|
| PayReceive
Flag indicating whether a financial instrument is "pay" or "receive".
|
| PutCall
Flag indicating whether a trade is "put" or "call".
|
| SettlementType
Flag indicating how a financial instrument is to be settled.
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| Class and Description |
|---|
| ExchangeId
An identifier for an exchange based on the ISO Market Identifier Code (MIC).
|
| PutCall
Flag indicating whether a trade is "put" or "call".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| Class and Description |
|---|
| LongShort
Flag indicating whether a trade is "long" or "short".
|
| PutCall
Flag indicating whether a trade is "put" or "call".
|
| Class and Description |
|---|
| PutCall
Flag indicating whether a trade is "put" or "call".
|
| Class and Description |
|---|
| PayReceive
Flag indicating whether a financial instrument is "pay" or "receive".
|
| Class and Description |
|---|
| PayReceive
Flag indicating whether a financial instrument is "pay" or "receive".
|
| Class and Description |
|---|
| BuySell
Flag indicating whether a trade is "buy" or "sell".
|
| PayReceive
Flag indicating whether a financial instrument is "pay" or "receive".
|
| Class and Description |
|---|
| LongShort
Flag indicating whether a trade is "long" or "short".
|
| SettlementType
Flag indicating how a financial instrument is to be settled.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.