| Package | Description |
|---|---|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Class and Description |
|---|
| IborFutureContractSpec
A contract specification for exchange traded Ibor Futures.
|
| IborFutureConvention
Deprecated.
|
| IborFutureTemplate
A template for creating an Ibor Future trade.
|
| ImmutableIborFutureContractSpec
A contract specification for exchange traded Ibor Futures.
|
| ImmutableIborFutureContractSpec.Builder
The bean-builder for
ImmutableIborFutureContractSpec. |
| ImmutableIborFutureConvention
Deprecated.
|
| ImmutableIborFutureConvention.Builder
Deprecated.
The bean-builder for
ImmutableIborFutureConvention. |
| ImmutableIborFutureConvention.Meta
Deprecated.
The meta-bean for
ImmutableIborFutureConvention. |
| ImmutableOvernightFutureContractSpec
A contract specification for exchange traded Overnight Futures.
|
| ImmutableOvernightFutureContractSpec.Builder
The bean-builder for
ImmutableOvernightFutureContractSpec. |
| OvernightFutureContractSpec
A contract specification for exchange traded Overnight Futures.
|
| OvernightFutureTemplate
A template for creating an Overnight Future trade.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.