| Package | Description |
|---|---|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| Modifier and Type | Method and Description |
|---|---|
EtdContractCode |
SplitEtdId.getContractCode()
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
|
EtdContractCode |
SplitEtdContractSpecId.getContractCode()
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
|
EtdContractCode |
EtdContractSpec.getContractCode()
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
|
static EtdContractCode |
EtdContractCode.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<EtdContractCode> |
EtdContractSpec.Meta.contractCode()
The meta-property for the
contractCode property. |
| Modifier and Type | Method and Description |
|---|---|
SplitEtdId.Builder |
SplitEtdId.Builder.contractCode(EtdContractCode contractCode)
Sets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
|
SplitEtdContractSpecId.Builder |
SplitEtdContractSpecId.Builder.contractCode(EtdContractCode contractCode)
Sets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
|
EtdContractSpecBuilder |
EtdContractSpecBuilder.contractCode(EtdContractCode contractCode)
Sets the code of the contract specification as given by the exchange in clearing and margining.
|
static EtdContractSpecId |
EtdIdUtils.contractSpecId(EtdType type,
ExchangeId exchangeId,
EtdContractCode contractCode)
Creates an identifier for a contract specification.
|
static SecurityId |
EtdIdUtils.futureId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant)
Creates an identifier for an ETD future instrument.
|
static SecurityId |
EtdIdUtils.optionId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice)
Creates an identifier for an ETD option instrument.
|
static SecurityId |
EtdIdUtils.optionId(ExchangeId exchangeId,
EtdContractCode contractCode,
YearMonth expiryMonth,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth)
Creates an identifier for an ETD option instrument.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.