| 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 | Method and Description |
|---|---|
ResolvedProduct |
ResolvedTrade.getProduct()
Gets the underlying product that was agreed when the trade occurred.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedBill
A bill, resolved for pricing.
|
class |
ResolvedBondFuture
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
|
class |
ResolvedBondFutureOption
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
|
class |
ResolvedCapitalIndexedBond
A capital indexed bond.
|
class |
ResolvedFixedCouponBond
A fixed coupon bond, resolved for pricing.
|
class |
ResolvedFixedCouponBondOption
An option on a
FixedCouponBond resolved for pricing. |
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedIborCapFloor
An Ibor cap/floor, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedCms
A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedCds
A single-name credit default swap (CDS), resolved for pricing.
|
class |
ResolvedCdsIndex
A CDS (portfolio) index, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedIborFixingDeposit
An Ibor fixing deposit, resolved for pricing.
|
class |
ResolvedTermDeposit
A term deposit, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedDsf
A Deliverable Swap Future, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedFra
A forward rate agreement (FRA), resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedFxNdf
A Non-Deliverable Forward (NDF), resolved for pricing.
|
class |
ResolvedFxSingle
A single FX transaction, resolved for pricing.
|
class |
ResolvedFxSwap
An FX Swap, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedFxSingleBarrierOption
Resolved FX (European) single barrier option.
|
class |
ResolvedFxVanillaOption
A vanilla FX option, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedIborFuture
A futures contract based on an Ibor index, resolved for pricing.
|
class |
ResolvedIborFutureOption
A futures option contract based on an Ibor index, resolved for pricing.
|
class |
ResolvedOvernightFuture
A futures contract based on an Overnight index, resolved for pricing.
|
class |
ResolvedOvernightFutureOption
A futures option contract based on an Overnight index, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedBulletPayment
A bullet payment, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedSwap
A rate swap, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedSwaption
A swaption, resolved for pricing.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.