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