| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightFuture |
OvernightFuture.Builder.build() |
OvernightFuture |
OvernightFutureSecurity.createProduct(ReferenceData refData) |
OvernightFuture |
OvernightFutureTrade.getProduct()
Gets the future that was traded.
|
OvernightFuture |
OvernightFuturePosition.getProduct()
Gets the future that was traded.
|
OvernightFuture |
OvernightFutureOption.getUnderlyingFuture()
Gets the underlying future.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightFuture> |
OvernightFuture.Meta.beanType() |
org.joda.beans.MetaProperty<OvernightFuture> |
OvernightFutureTrade.Meta.product()
The meta-property for the
product property. |
org.joda.beans.MetaProperty<OvernightFuture> |
OvernightFuturePosition.Meta.product()
The meta-property for the
product property. |
org.joda.beans.MetaProperty<OvernightFuture> |
OvernightFutureOption.Meta.underlyingFuture()
The meta-property for the
underlyingFuture property. |
| Modifier and Type | Method and Description |
|---|---|
static OvernightFuturePosition |
OvernightFuturePosition.ofLongShort(PositionInfo positionInfo,
OvernightFuture product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static OvernightFuturePosition |
OvernightFuturePosition.ofNet(PositionInfo positionInfo,
OvernightFuture product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
OvernightFutureTrade.Builder |
OvernightFutureTrade.Builder.product(OvernightFuture product)
Sets the future that was traded.
|
OvernightFuturePosition.Builder |
OvernightFuturePosition.Builder.product(OvernightFuture product)
Sets the future that was traded.
|
OvernightFutureOption.Builder |
OvernightFutureOption.Builder.underlyingFuture(OvernightFuture 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.