| 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 |
|---|---|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest.
|
static ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.dateSequence(DateSequence dateSequence)
Sets the sequence of dates that the future is based on.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.endDateAdjustment(DaysAdjustment endDateAdjustment)
Sets the days adjustment to apply to get the end date.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.index(OvernightIndex index)
Sets the Overnight index.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.lastTradeDateAdjustment(DaysAdjustment lastTradeDateAdjustment)
Sets the days adjustment to apply to get the last trade date.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.name(String name)
Sets the name, such as 'GBP-SONIA-3M-IMM-ICE'.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.notional(double notional)
Sets the notional deposit that the contract models.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.set(String propertyName,
Object newValue) |
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.startDateAdjustment(BusinessDayAdjustment startDateAdjustment)
Sets the business day adjustment to apply to get the start date.
|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.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.