| Package | Description |
|---|---|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| Class and Description |
|---|
| Fra
A forward rate agreement (FRA).
|
| Fra.Builder
The bean-builder for
Fra. |
| Fra.Meta
The meta-bean for
Fra. |
| FraDiscountingMethod
A convention defining how to discount Forward Rate Agreements (FRAs).
|
| 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. |
| Class and Description |
|---|
| FraDiscountingMethod
A convention defining how to discount Forward Rate Agreements (FRAs).
|
| FraTrade
A trade in a forward rate agreement (FRA).
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.