| Package | Description |
|---|---|
| com.opengamma.strata.product.dsf |
Entity objects describing Deliverable Swap Futures (DSFs).
|
| Class and Description |
|---|
| Dsf
A deliverable swap futures contract.
|
| Dsf.Builder
The bean-builder for
Dsf. |
| Dsf.Meta
The meta-bean for
Dsf. |
| DsfPosition
A position in a DSF.
|
| DsfPosition.Builder
The bean-builder for
DsfPosition. |
| DsfPosition.Meta
The meta-bean for
DsfPosition. |
| DsfSecurity
A security representing a deliverable swap futures security.
|
| DsfSecurity.Builder
The bean-builder for
DsfSecurity. |
| DsfSecurity.Meta
The meta-bean for
DsfSecurity. |
| DsfTrade
A trade representing a futures contract based on an interest rate swap.
|
| DsfTrade.Builder
The bean-builder for
DsfTrade. |
| DsfTrade.Meta
The meta-bean for
DsfTrade. |
| ResolvedDsf
A Deliverable Swap Future, resolved for pricing.
|
| ResolvedDsf.Builder
The bean-builder for
ResolvedDsf. |
| ResolvedDsf.Meta
The meta-bean for
ResolvedDsf. |
| ResolvedDsfTrade
A trade in a Deliverable Swap Future, resolved for pricing.
|
| ResolvedDsfTrade.Builder
The bean-builder for
ResolvedDsfTrade. |
| ResolvedDsfTrade.Meta
The meta-bean for
ResolvedDsfTrade. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.