| Package | Description |
|---|---|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| Class and Description |
|---|
| EtdContractCode
The contract code for an Exchange Traded Derivative (ETD).
|
| EtdContractGroupCode
The code for a group of ETD contracts, as defined an exchange.
|
| EtdContractGroupId
An identifier for a group of ETD contracts.
|
| EtdContractSpec
The contract specification defining an Exchange Traded Derivative (ETD) product.
|
| EtdContractSpec.Meta
The meta-bean for
EtdContractSpec. |
| EtdContractSpecBuilder
A builder for building instances of
EtdContractSpec. |
| EtdContractSpecId
An identifier for an ETD product.
|
| EtdExpiryType
The expiry type of an Exchange Traded Derivative (ETD) product.
|
| EtdFuturePosition
A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
|
| EtdFuturePosition.Builder
The bean-builder for
EtdFuturePosition. |
| EtdFuturePosition.Meta
The meta-bean for
EtdFuturePosition. |
| EtdFutureSecurity
An instrument representing an exchange traded derivative (ETD) future.
|
| EtdFutureSecurity.Builder
The bean-builder for
EtdFutureSecurity. |
| EtdFutureSecurity.Meta
The meta-bean for
EtdFutureSecurity. |
| EtdFutureTrade
A trade representing an ETD future.
|
| EtdFutureTrade.Builder
The bean-builder for
EtdFutureTrade. |
| EtdFutureTrade.Meta
The meta-bean for
EtdFutureTrade. |
| EtdOptionPosition
A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
|
| EtdOptionPosition.Builder
The bean-builder for
EtdOptionPosition. |
| EtdOptionPosition.Meta
The meta-bean for
EtdOptionPosition. |
| EtdOptionSecurity
An instrument representing an exchange traded derivative (ETD) option.
|
| EtdOptionSecurity.Builder
The bean-builder for
EtdOptionSecurity. |
| EtdOptionSecurity.Meta
The meta-bean for
EtdOptionSecurity. |
| EtdOptionTrade
A trade representing an ETD option.
|
| EtdOptionTrade.Builder
The bean-builder for
EtdOptionTrade. |
| EtdOptionTrade.Meta
The meta-bean for
EtdOptionTrade. |
| EtdOptionType
The option expiry type, 'American', 'European' or 'Asian'.
|
| EtdPosition
A position in an ETD, where the security is embedded ready for mark-to-market pricing.
|
| EtdSecurity
An instrument representing an exchange traded derivative (ETD).
|
| EtdSettlementType
The type of an Exchange Traded Derivative (ETD) settlement.
|
| EtdTrade
A trade in an exchange traded derivative (ETD).
|
| EtdType
The type of an Exchange Traded Derivative (ETD) product, either a future or an option.
|
| EtdVariant
The variant of an exchange traded derivative (ETD).
|
| SplitEtdContractSpecId
An OG-ETD identifier that has been split into its constituent parts.
|
| SplitEtdContractSpecId.Builder
The bean-builder for
SplitEtdContractSpecId. |
| SplitEtdId
An OG-ETD identifier that has been split into its constituent parts.
|
| SplitEtdId.Builder
The bean-builder for
SplitEtdId. |
| SplitEtdOption
The option fields of a split OG-ETD identifier.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.