| Package | Description |
|---|---|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| Modifier and Type | Method and Description |
|---|---|
EtdOptionSecurity |
EtdOptionSecurity.Builder.build() |
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.
|
EtdOptionSecurity |
EtdOptionSecurity.createProduct(ReferenceData refData) |
EtdOptionSecurity |
EtdOptionPosition.getProduct() |
EtdOptionSecurity |
EtdOptionTrade.getSecurity()
Gets the security that was traded.
|
EtdOptionSecurity |
EtdOptionPosition.getSecurity()
Gets the underlying security.
|
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.
|
EtdOptionSecurity |
EtdOptionSecurity.withInfo(SecurityInfo info) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends EtdOptionSecurity> |
EtdOptionSecurity.Meta.beanType() |
org.joda.beans.MetaProperty<EtdOptionSecurity> |
EtdOptionTrade.Meta.security()
The meta-property for the
security property. |
org.joda.beans.MetaProperty<EtdOptionSecurity> |
EtdOptionPosition.Meta.security()
The meta-property for the
security property. |
| Modifier and Type | Method and Description |
|---|---|
static EtdOptionTrade |
EtdOptionTrade.of(TradeInfo tradeInfo,
EtdOptionSecurity security,
double quantity,
double price)
Obtains an instance from trade information, security, quantity and price.
|
static EtdOptionPosition |
EtdOptionPosition.ofLongShort(EtdOptionSecurity security,
double longQuantity,
double shortQuantity)
Obtains an instance from the security, long quantity and short quantity.
|
static EtdOptionPosition |
EtdOptionPosition.ofLongShort(PositionInfo positionInfo,
EtdOptionSecurity security,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, security, long quantity and short quantity.
|
static EtdOptionPosition |
EtdOptionPosition.ofNet(EtdOptionSecurity security,
double netQuantity)
Obtains an instance from the security and net quantity.
|
static EtdOptionPosition |
EtdOptionPosition.ofNet(PositionInfo positionInfo,
EtdOptionSecurity security,
double netQuantity)
Obtains an instance from position information, security and net quantity.
|
EtdOptionTrade.Builder |
EtdOptionTrade.Builder.security(EtdOptionSecurity security)
Sets the security that was traded.
|
EtdOptionPosition.Builder |
EtdOptionPosition.Builder.security(EtdOptionSecurity security)
Sets the underlying security.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.