| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFutureSecurity
A security representing a futures contract based on an Ibor index.
|
class |
OvernightFutureSecurity
A security representing a futures contract based on an Overnight rate index.
|
| Modifier and Type | Method and Description |
|---|---|
RateIndexSecurity |
RateIndexSecurity.withInfo(SecurityInfo info) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.