| Package | Description |
|---|---|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Modifier and Type | Method and Description |
|---|---|
static ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the reference date.
|
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.Builder.dateSequence(DateSequence dateSequence)
Sets the sequence of dates that the future is based on.
|
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.Builder.index(IborIndex index)
Sets the Ibor index.
|
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.Builder.name(String name)
Sets the name, such as 'USD-LIBOR-3M-IMM-CME'.
|
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.Builder.notional(double notional)
Sets the notional deposit that the contract models.
|
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.Builder.set(String propertyName,
Object newValue) |
ImmutableIborFutureContractSpec.Builder |
ImmutableIborFutureContractSpec.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.