| 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.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| com.opengamma.strata.product.deposit |
Entity objects describing financial instruments representing a simple deposit with interest.
|
| 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.fx |
Entity objects describing financial instruments in the foreign exchange market.
|
| 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.payment |
Entity objects describing simple payment financial instruments.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
SecuritizedProduct
The product details of a financial instrument that is traded as a security.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GenericSecurity
A generic security, defined in terms of the value of each tick.
|
| Modifier and Type | Method and Description |
|---|---|
Product |
ProductTrade.getProduct()
Gets the underlying product that was agreed when the trade occurred.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Bill
A bill.
|
class |
BondFuture
A futures contract, based on a basket of fixed coupon bonds.
|
class |
BondFutureOption
A futures option contract, based on bonds.
|
class |
CapitalIndexedBond
A capital indexed bond.
|
class |
FixedCouponBond
A fixed coupon bond.
|
class |
FixedCouponBondOption
An option on a
FixedCouponBond. |
| Modifier and Type | Class and Description |
|---|---|
class |
IborCapFloor
An Ibor cap/floor product.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Cms
A constant maturity swap (CMS) or CMS cap/floor.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Cds
A single-name credit default swap (CDS).
|
class |
CdsIndex
A CDS (portfolio) index product.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFixingDeposit
An Ibor fixing deposit.
|
class |
TermDeposit
A term deposit.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Dsf
A deliverable swap futures contract.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
EtdSecurity
An instrument representing an exchange traded derivative (ETD).
|
| Modifier and Type | Class and Description |
|---|---|
class |
EtdFutureSecurity
An instrument representing an exchange traded derivative (ETD) future.
|
class |
EtdOptionSecurity
An instrument representing an exchange traded derivative (ETD) option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Fra
A forward rate agreement (FRA).
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FxOptionProduct
A foreign exchange product that is an option.
|
interface |
FxProduct
A foreign exchange product, such as an FX forward, FX spot or FX option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxNdf
A Non-Deliverable Forward (NDF).
|
class |
FxSingle
A single foreign exchange, such as an FX forward or FX spot.
|
class |
FxSwap
An FX swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxSingleBarrierOption
FX (European) single barrier option.
|
class |
FxVanillaOption
A vanilla FX option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFuture
A futures contract based on an Ibor index.
|
class |
IborFutureOption
A futures option contract, based on an Ibor index.
|
class |
OvernightFuture
A futures contract based on an Overnight index.
|
class |
OvernightFutureOption
A futures option contract, based on an Overnight index.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BulletPayment
A bullet payment.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Swap
A rate swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
Swaption
An option on an underlying swap.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.