Package com.opengamma.strata.product.fra

Entity objects describing a forward rate agreement (FRA).

See: Description

Class Summary

Class	Description
Fra	A forward rate agreement (FRA).
Fra.Builder	The bean-builder for Fra.
Fra.Meta	The meta-bean for Fra.
FraTrade	A trade in a forward rate agreement (FRA).
FraTrade.Builder	The bean-builder for FraTrade.
FraTrade.Meta	The meta-bean for FraTrade.
ResolvedFra	A forward rate agreement (FRA), resolved for pricing.
ResolvedFra.Builder	The bean-builder for ResolvedFra.
ResolvedFra.Meta	The meta-bean for ResolvedFra.
ResolvedFraTrade	A trade in a forward rate agreement (FRA), resolved for pricing.
ResolvedFraTrade.Builder	The bean-builder for ResolvedFraTrade.
ResolvedFraTrade.Meta	The meta-bean for ResolvedFraTrade.

Enum Summary

Enum	Description
FraDiscountingMethod	A convention defining how to discount Forward Rate Agreements (FRAs).

Package com.opengamma.strata.product.fra Description

Entity objects describing a forward rate agreement (FRA).

A FRA takes place between two counterparties who agree to exchange the difference between a fixed and floating rate of interest at a future date.