| Package | Description |
|---|---|
| com.opengamma.strata.product |
Entity objects describing trades and products in financial markets.
|
| com.opengamma.strata.product.bond |
Entity objects describing bonds.
|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| com.opengamma.strata.product.common |
Entity objects shared between other packages.
|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| com.opengamma.strata.product.deposit |
Entity objects describing financial instruments representing a simple deposit with interest.
|
| com.opengamma.strata.product.deposit.type |
Conventions and templates to aid the construction of deposits.
|
| com.opengamma.strata.product.dsf |
Entity objects describing Deliverable Swap Futures (DSFs).
|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| com.opengamma.strata.product.fx |
Entity objects describing financial instruments in the foreign exchange market.
|
| com.opengamma.strata.product.fx.type |
Conventions and templates to aid the construction of foreign exchange products.
|
| 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.index.type |
Conventions and templates to aid the construction of rate index products.
|
| com.opengamma.strata.product.payment |
Entity objects describing simple payment financial instruments.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Class and Description |
|---|
| Attributes
Additional attributes that can be associated with a model object.
|
| AttributeType
The type that provides meaning to an attribute.
|
| GenericSecurity
A generic security, defined in terms of the value of each tick.
|
| GenericSecurity.Meta
The meta-bean for
GenericSecurity. |
| GenericSecurityPosition
A position in a security, where the security is embedded ready for mark-to-market pricing.
|
| GenericSecurityPosition.Builder
The bean-builder for
GenericSecurityPosition. |
| GenericSecurityPosition.Meta
The meta-bean for
GenericSecurityPosition. |
| GenericSecurityTrade
A trade representing the purchase or sale of a security,
where the security is embedded ready for mark-to-market pricing.
|
| GenericSecurityTrade.Builder
The bean-builder for
GenericSecurityTrade. |
| GenericSecurityTrade.Meta
The meta-bean for
GenericSecurityTrade. |
| LegalEntity
A legal entity.
|
| LegalEntityId
An identifier for a legal entity.
|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemInfoBuilder
Interface across the various info builder classes.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| PortfolioItemSummary.Builder
The bean-builder for
PortfolioItemSummary. |
| PortfolioItemType
The type of a portfolio item.
|
| Position
A position in a security.
|
| PositionInfo
Additional information about a position.
|
| PositionInfo.Meta
The meta-bean for
PositionInfo. |
| PositionInfoBuilder
Builder to create
PositionInfo. |
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ProductType
The type of a portfolio item.
|
| ResolvableSecurityPosition
A position that has a security identifier that can be resolved using reference data.
|
| ResolvableSecurityTrade
A trade that has a security identifier that can be resolved using reference data.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| SecuritizedProduct
The product details of a financial instrument that is traded as a security.
|
| SecuritizedProductPortfolioItem
A trade that is directly based on a securitized product.
|
| SecuritizedProductPosition
A position that is directly based on a securitized product.
|
| SecuritizedProductTrade
A trade that is directly based on a securitized product.
|
| Security
A security that can be traded.
|
| SecurityId
An identifier for a security.
|
| SecurityInfo
Information about a security.
|
| SecurityInfo.Meta
The meta-bean for
SecurityInfo. |
| SecurityInfoBuilder
Builder to create
SecurityInfo. |
| SecurityPosition
A position in a security, where the security is referenced by identifier.
|
| SecurityPosition.Builder
The bean-builder for
SecurityPosition. |
| SecurityPosition.Meta
The meta-bean for
SecurityPosition. |
| SecurityPriceInfo
Defines the meaning of the security price.
|
| SecurityPriceInfo.Meta
The meta-bean for
SecurityPriceInfo. |
| SecurityQuantity
A quantity of a security.
|
| SecurityQuantityTrade
A trade that is based on security, quantity and price.
|
| SecurityTrade
A trade representing the purchase or sale of a security,
where the security is referenced by identifier.
|
| SecurityTrade.Builder
The bean-builder for
SecurityTrade. |
| SecurityTrade.Meta
The meta-bean for
SecurityTrade. |
| SimpleAttributes
A simple implementation of attributes.
|
| SimpleLegalEntity
A simple legal entity implementation.
|
| Trade
A trade with additional structured information.
|
| TradedPrice
The traded price of a security-based trade.
|
| TradeInfo
Additional information about a trade.
|
| TradeInfo.Meta
The meta-bean for
TradeInfo. |
| TradeInfoBuilder
Builder to create
TradeInfo. |
| Class and Description |
|---|
| LegalEntityId
An identifier for a legal entity.
|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Position
A position in a security.
|
| PositionInfo
Additional information about a position.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| SecuritizedProduct
The product details of a financial instrument that is traded as a security.
|
| SecuritizedProductPortfolioItem
A trade that is directly based on a securitized product.
|
| SecuritizedProductPosition
A position that is directly based on a securitized product.
|
| SecuritizedProductTrade
A trade that is directly based on a securitized product.
|
| Security
A security that can be traded.
|
| SecurityId
An identifier for a security.
|
| SecurityInfo
Information about a security.
|
| SecurityQuantity
A quantity of a security.
|
| SecurityQuantityTrade
A trade that is based on security, quantity and price.
|
| Trade
A trade with additional structured information.
|
| TradedPrice
The traded price of a security-based trade.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Position
A position in a security.
|
| ProductType
The type of a portfolio item.
|
| Trade
A trade with additional structured information.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| TradeConvention
A market convention for trades.
|
| TradeInfo
Additional information about a trade.
|
| TradeTemplate
A template used to create a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| TradeConvention
A market convention for trades.
|
| TradeInfo
Additional information about a trade.
|
| TradeTemplate
A template used to create a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Position
A position in a security.
|
| PositionInfo
Additional information about a position.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| SecuritizedProduct
The product details of a financial instrument that is traded as a security.
|
| SecuritizedProductPortfolioItem
A trade that is directly based on a securitized product.
|
| SecuritizedProductPosition
A position that is directly based on a securitized product.
|
| SecuritizedProductTrade
A trade that is directly based on a securitized product.
|
| Security
A security that can be traded.
|
| SecurityId
An identifier for a security.
|
| SecurityInfo
Information about a security.
|
| SecurityQuantity
A quantity of a security.
|
| SecurityQuantityTrade
A trade that is based on security, quantity and price.
|
| Trade
A trade with additional structured information.
|
| TradedPrice
The traded price of a security-based trade.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| Attributes
Additional attributes that can be associated with a model object.
|
| AttributeType
The type that provides meaning to an attribute.
|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Position
A position in a security.
|
| PositionInfo
Additional information about a position.
|
| Product
The product details of a financial instrument.
|
| ResolvableSecurityPosition
A position that has a security identifier that can be resolved using reference data.
|
| ResolvableSecurityTrade
A trade that has a security identifier that can be resolved using reference data.
|
| SecuritizedProduct
The product details of a financial instrument that is traded as a security.
|
| SecuritizedProductPortfolioItem
A trade that is directly based on a securitized product.
|
| SecuritizedProductPosition
A position that is directly based on a securitized product.
|
| Security
A security that can be traded.
|
| SecurityId
An identifier for a security.
|
| SecurityInfo
Information about a security.
|
| SecurityPriceInfo
Defines the meaning of the security price.
|
| SecurityQuantity
A quantity of a security.
|
| SecurityQuantityTrade
A trade that is based on security, quantity and price.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| TradeConvention
A market convention for trades.
|
| TradeInfo
Additional information about a trade.
|
| TradeTemplate
A template used to create a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| TradeConvention
A market convention for trades.
|
| TradeInfo
Additional information about a trade.
|
| TradeTemplate
A template used to create a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Position
A position in a security.
|
| PositionInfo
Additional information about a position.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| SecuritizedProduct
The product details of a financial instrument that is traded as a security.
|
| SecuritizedProductPortfolioItem
A trade that is directly based on a securitized product.
|
| SecuritizedProductPosition
A position that is directly based on a securitized product.
|
| SecuritizedProductTrade
A trade that is directly based on a securitized product.
|
| Security
A security that can be traded.
|
| SecurityId
An identifier for a security.
|
| SecurityInfo
Information about a security.
|
| SecurityQuantity
A quantity of a security.
|
| SecurityQuantityTrade
A trade that is based on security, quantity and price.
|
| Trade
A trade with additional structured information.
|
| TradedPrice
The traded price of a security-based trade.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| SecurityId
An identifier for a security.
|
| TradeConvention
A market convention for trades.
|
| TradeTemplate
A template used to create a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
| Class and Description |
|---|
| TradeConvention
A market convention for trades.
|
| TradeInfo
Additional information about a trade.
|
| TradeTemplate
A template used to create a trade.
|
| Class and Description |
|---|
| PortfolioItem
An item in a portfolio.
|
| PortfolioItemInfo
Additional information about a portfolio item.
|
| PortfolioItemSummary
A summary of a portfolio item.
|
| Product
The product details of a financial instrument.
|
| ProductTrade
A trade that is directly based on a product.
|
| ResolvableTrade
A trade that can to be resolved using reference data.
|
| ResolvedProduct
A product that has been resolved for pricing.
|
| ResolvedTrade
A trade that has been resolved for pricing.
|
| Trade
A trade with additional structured information.
|
| TradeInfo
Additional information about a trade.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.