| Package | Description |
|---|---|
| com.opengamma.strata.product.bond |
Entity objects describing bonds.
|
| Class and Description |
|---|
| Bill
A bill.
|
| Bill.Builder
The bean-builder for
Bill. |
| Bill.Meta
The meta-bean for
Bill. |
| BillPosition
A position in a bill.
|
| BillPosition.Builder
The bean-builder for
BillPosition. |
| BillPosition.Meta
The meta-bean for
BillPosition. |
| BillSecurity
A security representing a bill.
|
| BillSecurity.Builder
The bean-builder for
BillSecurity. |
| BillSecurity.Meta
The meta-bean for
BillSecurity. |
| BillTrade
A trade representing a bill.
|
| BillTrade.Builder
The bean-builder for
BillTrade. |
| BillTrade.Meta
The meta-bean for
BillTrade. |
| BillYieldConvention
A convention defining how yield is computed for a bill.
|
| BondFuture
A futures contract, based on a basket of fixed coupon bonds.
|
| BondFuture.Builder
The bean-builder for
BondFuture. |
| BondFuture.Meta
The meta-bean for
BondFuture. |
| BondFutureOption
A futures option contract, based on bonds.
|
| BondFutureOption.Builder
The bean-builder for
BondFutureOption. |
| BondFutureOption.Meta
The meta-bean for
BondFutureOption. |
| BondFutureOptionPosition
A position in a bond future option.
|
| BondFutureOptionPosition.Builder
The bean-builder for
BondFutureOptionPosition. |
| BondFutureOptionPosition.Meta
The meta-bean for
BondFutureOptionPosition. |
| BondFutureOptionSecurity
A security representing a futures contract, based on a basket of fixed coupon bonds.
|
| BondFutureOptionSecurity.Builder
The bean-builder for
BondFutureOptionSecurity. |
| BondFutureOptionSecurity.Meta
The meta-bean for
BondFutureOptionSecurity. |
| BondFutureOptionTrade
A trade representing an option on a futures contract based on bonds.
|
| BondFutureOptionTrade.Builder
The bean-builder for
BondFutureOptionTrade. |
| BondFutureOptionTrade.Meta
The meta-bean for
BondFutureOptionTrade. |
| BondFuturePosition
A position in a bond future.
|
| BondFuturePosition.Builder
The bean-builder for
BondFuturePosition. |
| BondFuturePosition.Meta
The meta-bean for
BondFuturePosition. |
| BondFutureSecurity
A security representing a futures contract, based on a basket of fixed coupon bonds.
|
| BondFutureSecurity.Builder
The bean-builder for
BondFutureSecurity. |
| BondFutureSecurity.Meta
The meta-bean for
BondFutureSecurity. |
| BondFutureTrade
A trade representing a futures contract based on a fixed coupon bond.
|
| BondFutureTrade.Builder
The bean-builder for
BondFutureTrade. |
| BondFutureTrade.Meta
The meta-bean for
BondFutureTrade. |
| BondPaymentPeriod
A period over which interest is accrued with a single payment.
|
| CapitalIndexedBond
A capital indexed bond.
|
| CapitalIndexedBond.Builder
The bean-builder for
CapitalIndexedBond. |
| CapitalIndexedBond.Meta
The meta-bean for
CapitalIndexedBond. |
| CapitalIndexedBondPaymentPeriod
A coupon or nominal payment of capital indexed bonds.
|
| CapitalIndexedBondPaymentPeriod.Builder
The bean-builder for
CapitalIndexedBondPaymentPeriod. |
| CapitalIndexedBondPaymentPeriod.Meta
The meta-bean for
CapitalIndexedBondPaymentPeriod. |
| CapitalIndexedBondPosition
A position in a capital indexed bond.
|
| CapitalIndexedBondPosition.Builder
The bean-builder for
CapitalIndexedBondPosition. |
| CapitalIndexedBondPosition.Meta
The meta-bean for
CapitalIndexedBondPosition. |
| CapitalIndexedBondSecurity
A security representing a capital indexed bond.
|
| CapitalIndexedBondSecurity.Builder
The bean-builder for
CapitalIndexedBondSecurity. |
| CapitalIndexedBondSecurity.Meta
The meta-bean for
CapitalIndexedBondSecurity. |
| CapitalIndexedBondTrade
A trade representing a capital indexed bond.
|
| CapitalIndexedBondTrade.Builder
The bean-builder for
CapitalIndexedBondTrade. |
| CapitalIndexedBondTrade.Meta
The meta-bean for
CapitalIndexedBondTrade. |
| CapitalIndexedBondYieldConvention
A convention defining accrued interest calculation type for inflation bond securities.
|
| FixedCouponBond
A fixed coupon bond.
|
| FixedCouponBond.Builder
The bean-builder for
FixedCouponBond. |
| FixedCouponBond.Meta
The meta-bean for
FixedCouponBond. |
| FixedCouponBondOption
An option on a
FixedCouponBond. |
| FixedCouponBondOption.Builder
The bean-builder for
FixedCouponBondOption. |
| FixedCouponBondOption.Meta
The meta-bean for
FixedCouponBondOption. |
| FixedCouponBondPaymentPeriod
A period over which a fixed coupon is paid.
|
| FixedCouponBondPaymentPeriod.Builder
The bean-builder for
FixedCouponBondPaymentPeriod. |
| FixedCouponBondPaymentPeriod.Meta
The meta-bean for
FixedCouponBondPaymentPeriod. |
| FixedCouponBondPosition
A position in a fixed coupon bond.
|
| FixedCouponBondPosition.Builder
The bean-builder for
FixedCouponBondPosition. |
| FixedCouponBondPosition.Meta
The meta-bean for
FixedCouponBondPosition. |
| FixedCouponBondSecurity
A security representing a fixed coupon bond.
|
| FixedCouponBondSecurity.Builder
The bean-builder for
FixedCouponBondSecurity. |
| FixedCouponBondSecurity.Meta
The meta-bean for
FixedCouponBondSecurity. |
| FixedCouponBondTrade
A trade representing a fixed coupon bond.
|
| FixedCouponBondTrade.Builder
The bean-builder for
FixedCouponBondTrade. |
| FixedCouponBondTrade.Meta
The meta-bean for
FixedCouponBondTrade. |
| FixedCouponBondYieldConvention
A convention defining accrued interest calculation type for a bond security.
|
| KnownAmountBondPaymentPeriod
A period within a swap that results in a known amount.
|
| KnownAmountBondPaymentPeriod.Builder
The bean-builder for
KnownAmountBondPaymentPeriod. |
| KnownAmountBondPaymentPeriod.Meta
The meta-bean for
KnownAmountBondPaymentPeriod. |
| LegalEntitySecurity
An instrument representing a security associated with a legal entity.
|
| ResolvedBill
A bill, resolved for pricing.
|
| ResolvedBill.Builder
The bean-builder for
ResolvedBill. |
| ResolvedBill.Meta
The meta-bean for
ResolvedBill. |
| ResolvedBillTrade
A trade in a bill, resolved for pricing.
|
| ResolvedBillTrade.Builder
The bean-builder for
ResolvedBillTrade. |
| ResolvedBillTrade.Meta
The meta-bean for
ResolvedBillTrade. |
| ResolvedBondFuture
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
|
| ResolvedBondFuture.Builder
The bean-builder for
ResolvedBondFuture. |
| ResolvedBondFuture.Meta
The meta-bean for
ResolvedBondFuture. |
| ResolvedBondFutureOption
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
|
| ResolvedBondFutureOption.Builder
The bean-builder for
ResolvedBondFutureOption. |
| ResolvedBondFutureOption.Meta
The meta-bean for
ResolvedBondFutureOption. |
| ResolvedBondFutureOptionTrade
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
|
| ResolvedBondFutureOptionTrade.Builder
The bean-builder for
ResolvedBondFutureOptionTrade. |
| ResolvedBondFutureOptionTrade.Meta
The meta-bean for
ResolvedBondFutureOptionTrade. |
| ResolvedBondFutureTrade
A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
|
| ResolvedBondFutureTrade.Builder
The bean-builder for
ResolvedBondFutureTrade. |
| ResolvedBondFutureTrade.Meta
The meta-bean for
ResolvedBondFutureTrade. |
| ResolvedCapitalIndexedBond
A capital indexed bond.
|
| ResolvedCapitalIndexedBond.Builder
The bean-builder for
ResolvedCapitalIndexedBond. |
| ResolvedCapitalIndexedBond.Meta
The meta-bean for
ResolvedCapitalIndexedBond. |
| ResolvedCapitalIndexedBondSettlement
The settlement details of a capital indexed bond trade.
|
| ResolvedCapitalIndexedBondTrade
A trade in a capital indexed bond, resolved for pricing.
|
| ResolvedCapitalIndexedBondTrade.Builder
The bean-builder for
ResolvedCapitalIndexedBondTrade. |
| ResolvedCapitalIndexedBondTrade.Meta
The meta-bean for
ResolvedCapitalIndexedBondTrade. |
| ResolvedFixedCouponBond
A fixed coupon bond, resolved for pricing.
|
| ResolvedFixedCouponBond.Builder
The bean-builder for
ResolvedFixedCouponBond. |
| ResolvedFixedCouponBond.Meta
The meta-bean for
ResolvedFixedCouponBond. |
| ResolvedFixedCouponBondOption
An option on a
FixedCouponBond resolved for pricing. |
| ResolvedFixedCouponBondOption.Builder
The bean-builder for
ResolvedFixedCouponBondOption. |
| ResolvedFixedCouponBondOption.Meta
The meta-bean for
ResolvedFixedCouponBondOption. |
| ResolvedFixedCouponBondSettlement
The settlement details of a fixed coupon bond trade.
|
| ResolvedFixedCouponBondTrade
A trade in a fixed coupon bond, resolved for pricing.
|
| ResolvedFixedCouponBondTrade.Builder
The bean-builder for
ResolvedFixedCouponBondTrade. |
| ResolvedFixedCouponBondTrade.Meta
The meta-bean for
ResolvedFixedCouponBondTrade. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.