| Package | Description |
|---|---|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| Modifier and Type | Field and Description |
|---|---|
static EtdVariant |
EtdVariant.MONTHLY
The standard Monthly type.
|
| Modifier and Type | Method and Description |
|---|---|
EtdVariant |
SplitEtdId.getVariant()
Gets the variant of ETD.
|
EtdVariant |
EtdSecurity.getVariant()
Gets the variant of ETD.
|
EtdVariant |
EtdOptionSecurity.getVariant()
Gets the variant of ETD.
|
EtdVariant |
EtdFutureSecurity.getVariant()
Gets the variant of ETD.
|
static EtdVariant |
EtdVariant.ofDaily(int dayOfMonth)
The standard daily ETD.
|
static EtdVariant |
EtdVariant.ofFlexFuture(int dayOfMonth,
EtdSettlementType settlementType)
The flex future.
|
static EtdVariant |
EtdVariant.ofFlexOption(int dayOfMonth,
EtdSettlementType settlementType,
EtdOptionType optionType)
The flex option.
|
static EtdVariant |
EtdVariant.ofMonthly()
The standard monthly ETD.
|
static EtdVariant |
EtdVariant.ofWeekly(int week)
The standard weekly ETD.
|
static EtdVariant |
EtdVariant.parse(String code)
Parses the variant short code.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<EtdVariant> |
EtdOptionSecurity.Meta.variant()
The meta-property for the
variant property. |
org.joda.beans.MetaProperty<EtdVariant> |
EtdFutureSecurity.Meta.variant()
The meta-property for the
variant property. |
| Modifier and Type | Method and Description |
|---|---|
EtdFutureSecurity |
EtdContractSpec.createFuture(YearMonth expiryMonth,
EtdVariant variant)
Creates a future security based on this contract specification.
|
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 SecurityId |
EtdIdUtils.futureId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant)
Creates an identifier for an ETD future instrument.
|
static EtdFutureSecurity |
EtdFutureSecurity.of(EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant)
Obtains an instance from a contract specification, expiry year-month and variant.
|
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 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.
|
SplitEtdId.Builder |
SplitEtdId.Builder.variant(EtdVariant variant)
Sets the variant of ETD.
|
EtdOptionSecurity.Builder |
EtdOptionSecurity.Builder.variant(EtdVariant variant)
Sets the variant of ETD.
|
EtdFutureSecurity.Builder |
EtdFutureSecurity.Builder.variant(EtdVariant variant)
Sets the variant of ETD.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.