| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Method and Description |
|---|---|
IborFuture |
IborFuture.Builder.build() |
IborFuture |
IborFutureSecurity.createProduct(ReferenceData refData) |
IborFuture |
IborFutureTrade.getProduct()
Gets the future that was traded.
|
IborFuture |
IborFuturePosition.getProduct()
Gets the future that was traded.
|
IborFuture |
IborFutureOption.getUnderlyingFuture()
Gets the underlying future.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborFuture> |
IborFuture.Meta.beanType() |
org.joda.beans.MetaProperty<IborFuture> |
IborFutureTrade.Meta.product()
The meta-property for the
product property. |
org.joda.beans.MetaProperty<IborFuture> |
IborFuturePosition.Meta.product()
The meta-property for the
product property. |
org.joda.beans.MetaProperty<IborFuture> |
IborFutureOption.Meta.underlyingFuture()
The meta-property for the
underlyingFuture property. |
| Modifier and Type | Method and Description |
|---|---|
static IborFuturePosition |
IborFuturePosition.ofLongShort(PositionInfo positionInfo,
IborFuture product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static IborFuturePosition |
IborFuturePosition.ofNet(PositionInfo positionInfo,
IborFuture product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
IborFutureTrade.Builder |
IborFutureTrade.Builder.product(IborFuture product)
Sets the future that was traded.
|
IborFuturePosition.Builder |
IborFuturePosition.Builder.product(IborFuture product)
Sets the future that was traded.
|
IborFutureOption.Builder |
IborFutureOption.Builder.underlyingFuture(IborFuture underlyingFuture)
Sets the underlying future.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.