| 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.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 |
SecuritizedProductTrade<P extends SecuritizedProduct>
A trade that is directly based on a securitized product.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GenericSecurityTrade
A trade representing the purchase or sale of a security,
where the security is embedded ready for mark-to-market pricing.
|
| Modifier and Type | Method and Description |
|---|---|
ProductTrade |
ProductTrade.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BillTrade
A trade representing a bill.
|
class |
BondFutureOptionTrade
A trade representing an option on a futures contract based on bonds.
|
class |
BondFutureTrade
A trade representing a futures contract based on a fixed coupon bond.
|
class |
CapitalIndexedBondTrade
A trade representing a capital indexed bond.
|
class |
FixedCouponBondTrade
A trade representing a fixed coupon bond.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborCapFloorTrade
A trade in an Ibor cap/floor.
|
| Modifier and Type | Class and Description |
|---|---|
class |
CmsTrade
A trade in a constant maturity swap (CMS).
|
| Modifier and Type | Class and Description |
|---|---|
class |
CdsIndexTrade
A trade in a CDS index.
|
class |
CdsTrade
A trade in a single-name credit default swap (CDS).
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFixingDepositTrade
A trade in an Ibor fixing deposit.
|
class |
TermDepositTrade
A trade in a term deposit.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DsfTrade
A trade representing a futures contract based on an interest rate swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FraTrade
A trade in a forward rate agreement (FRA).
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FxOptionTrade
A foreign exchange option trade such as a FxVanillaOptionTrade.
|
interface |
FxTrade
A foreign exchange trade, such as an FX forward, FX spot or FX option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxNdfTrade
A trade in a Non-Deliverable Forward (NDF).
|
class |
FxSingleTrade
A foreign exchange trade, such as an FX forward or FX spot.
|
class |
FxSwapTrade
A trade in an FX swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxSingleBarrierOptionTrade
A trade in an FX single barrier option.
|
class |
FxVanillaOptionTrade
A trade in a vanilla FX option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IborFutureOptionTrade
A trade representing an option on a futures contract based on an Ibor index.
|
class |
IborFutureTrade
A trade representing a futures contract based on an Ibor index.
|
class |
OvernightFutureOptionTrade
A trade representing an option on a futures contract based on an Overnight index.
|
class |
OvernightFutureTrade
A trade representing a futures contract based on an Overnight index.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BulletPaymentTrade
A bullet payment trade.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SwapTrade
A trade in a rate swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SwaptionTrade
A trade in 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.