| 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.dsf |
Entity objects describing Deliverable Swap Futures (DSFs).
|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GenericSecurityPosition
A position in a security, where the security is embedded ready for mark-to-market pricing.
|
| Modifier and Type | Method and Description |
|---|---|
SecuritizedProductPosition<?> |
ResolvableSecurityPosition.resolveTarget(ReferenceData refData)
Resolves the security identifier using the specified reference data.
|
SecuritizedProductPosition<?> |
SecurityPosition.resolveTarget(ReferenceData refData) |
SecuritizedProductPosition<P> |
SecuritizedProductPosition.withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.
|
SecuritizedProductPosition<P> |
SecuritizedProductPosition.withQuantity(double quantity)
Returns an instance with the specified quantity.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BillPosition
A position in a bill.
|
class |
BondFutureOptionPosition
A position in a bond future option.
|
class |
BondFuturePosition
A position in a bond future.
|
class |
CapitalIndexedBondPosition
A position in a capital indexed bond.
|
class |
FixedCouponBondPosition
A position in a fixed coupon bond.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DsfPosition
A position in a DSF.
|
| Modifier and Type | Class and Description |
|---|---|
class |
EtdFuturePosition
A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
|
class |
EtdOptionPosition
A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
|
| Modifier and Type | Method and Description |
|---|---|
SecuritizedProductPosition<?> |
EtdOptionPosition.resolveTarget(ReferenceData refData) |
SecuritizedProductPosition<?> |
EtdFuturePosition.resolveTarget(ReferenceData refData) |
| Modifier and Type | Class and Description |
|---|---|
class |
IborFutureOptionPosition
A position in an option on a futures contract based on an Ibor index.
|
class |
IborFuturePosition
A position in a futures contract based on an Ibor index.
|
class |
OvernightFutureOptionPosition
A position in an option on a futures contract based on an Overnight index.
|
class |
OvernightFuturePosition
A futures contract based on an Overnight index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.