| 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 |
ResolvableTrade<T extends ResolvedTrade>
A trade that can to be resolved using reference data.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedBillTrade
A trade in a bill, resolved for pricing.
|
class |
ResolvedBondFutureOptionTrade
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
|
class |
ResolvedBondFutureTrade
A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
|
class |
ResolvedCapitalIndexedBondTrade
A trade in a capital indexed bond, resolved for pricing.
|
class |
ResolvedFixedCouponBondTrade
A trade in a fixed coupon bond, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedIborCapFloorTrade
A trade in an Ibor cap/floor, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedCmsTrade
A trade in a constant maturity swap (CMS), resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedCdsIndexTrade
A trade in a CDS index, resolved for pricing.
|
class |
ResolvedCdsTrade
A trade in a single-name credit default swap (CDS), resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedIborFixingDepositTrade
A trade in an Ibor fixing deposit, resolved for pricing.
|
class |
ResolvedTermDepositTrade
A trade in a term deposit, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedDsfTrade
A trade in a Deliverable Swap Future, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedFraTrade
A trade in a forward rate agreement (FRA), resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedFxNdfTrade
A trade in a Non-Deliverable Forward (NDF), resolved for pricing.
|
class |
ResolvedFxSingleTrade
A trade in a single FX transaction, resolved for pricing.
|
class |
ResolvedFxSwapTrade
A trade in an FX swap, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedFxSingleBarrierOptionTrade
A trade in an FX single barrier option, resolved for pricing.
|
class |
ResolvedFxVanillaOptionTrade
A trade in a vanilla FX option, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedIborFutureOptionTrade
A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
|
class |
ResolvedIborFutureTrade
A trade in a futures contract based on an Ibor index, resolved for pricing.
|
class |
ResolvedOvernightFutureOptionTrade
A trade in an option on a futures contract based on an overnight index, resolved for pricing.
|
class |
ResolvedOvernightFutureTrade
A trade in a futures contract based on an Overnight index, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedBulletPaymentTrade
A bullet payment trade, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedSwapTrade
A trade in a rate swap, resolved for pricing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ResolvedSwaptionTrade
A trade in 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.