Uses of Class
com.opengamma.strata.product.index.OvernightFutureTrade

Packages that use OvernightFutureTrade

Package	Description
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.

Uses of OvernightFutureTrade in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return OvernightFutureTrade

Modifier and Type	Method and Description
OvernightFutureTrade	OvernightFutureTrade.Builder.build()
OvernightFutureTrade	OvernightFutureSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
OvernightFutureTrade	OvernightFutureTrade.withInfo(PortfolioItemInfo info)
OvernightFutureTrade	OvernightFutureTrade.withPrice(double price)
OvernightFutureTrade	OvernightFutureTrade.withQuantity(double quantity)

Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightFutureTrade

Modifier and Type	Method and Description
Class<? extends OvernightFutureTrade>	OvernightFutureTrade.Meta.beanType()

Uses of OvernightFutureTrade in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type that return OvernightFutureTrade

Modifier and Type	Method and Description
OvernightFutureTrade	OvernightFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData) Creates a trade based on this template.
OvernightFutureTrade	OvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData) Creates a trade based on this convention.
OvernightFutureTrade	ImmutableOvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)