| Package | Description |
|---|---|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableIborFutureContractSpec
A contract specification for exchange traded Ibor Futures.
|
| Modifier and Type | Field and Description |
|---|---|
static IborFutureContractSpec |
IborFutureContractSpecs.EUR_EURIBOR_3M_IMM_EUREX
The 'EUR-EURIBOR-3M-IMM-EUREX' contract.
|
static IborFutureContractSpec |
IborFutureContractSpecs.EUR_EURIBOR_3M_IMM_ICE
The 'EUR-EURIBOR-3M-IMM-ICE' contract.
|
static IborFutureContractSpec |
IborFutureContractSpecs.GBP_LIBOR_3M_IMM_ICE
The 'GBP-LIBOR-3M-IMM-ICE' contract.
|
static IborFutureContractSpec |
IborFutureContractSpecs.USD_LIBOR_1M_IMM_CME
The 'USD-LIBOR-3M-IMM-CME' contract.
|
static IborFutureContractSpec |
IborFutureContractSpecs.USD_LIBOR_3M_IMM_CME
The 'USD-LIBOR-3M-IMM-CME' contract.
|
| Modifier and Type | Method and Description |
|---|---|
IborFutureContractSpec |
IborFutureTemplate.getContractSpec()
Gets the underlying contract specification.
|
static IborFutureContractSpec |
IborFutureContractSpec.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<IborFutureContractSpec> |
IborFutureContractSpec.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
static IborFutureTemplate |
IborFutureTemplate.of(SequenceDate sequenceDate,
IborFutureContractSpec contractSpec)
Obtains a template based on the specified contract specification and sequence date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.