| Package | Description |
|---|---|
| com.opengamma.strata.product.bond |
Entity objects describing bonds.
|
| com.opengamma.strata.product.common |
Entity objects shared between other packages.
|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| com.opengamma.strata.product.option |
Entity objects describing common option concepts.
|
| Class and Description |
|---|
| FutureOptionPremiumStyle
The style of premium for an option on a futures contract.
|
| Class and Description |
|---|
| Barrier
Definition of barrier event of option instruments.
|
| Class and Description |
|---|
| Barrier
Definition of barrier event of option instruments.
|
| Class and Description |
|---|
| FutureOptionPremiumStyle
The style of premium for an option on a futures contract.
|
| Class and Description |
|---|
| Barrier
Definition of barrier event of option instruments.
|
| BarrierType
The barrier type of barrier event.
|
| FutureOptionPremiumStyle
The style of premium for an option on a futures contract.
|
| KnockType
The knock type of barrier event.
|
| SimpleConstantContinuousBarrier
Continuous barrier with constant barrier level.
|
| SimpleConstantContinuousBarrier.Meta
The meta-bean for
SimpleConstantContinuousBarrier. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.