| Package | Description |
|---|---|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| Modifier and Type | Method and Description |
|---|---|
EtdContractSpec |
EtdContractSpecBuilder.build()
Builds a new specification from the data in this builder.
|
<T> EtdContractSpec |
EtdContractSpec.withAttribute(AttributeType<T> type,
T value) |
EtdContractSpec |
EtdContractSpec.withAttributes(Attributes other) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends EtdContractSpec> |
EtdContractSpec.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends EtdContractSpec> |
EtdContractSpec.Meta.builder() |
Class<EtdContractSpec> |
EtdContractSpecId.getReferenceDataType()
Gets the type of data this identifier refers to.
|
| Modifier and Type | Method and Description |
|---|---|
static EtdFutureSecurity |
EtdFutureSecurity.of(EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant)
Obtains an instance from a contract specification, expiry year-month and variant.
|
static EtdOptionSecurity |
EtdOptionSecurity.of(EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice)
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
|
static EtdOptionSecurity |
EtdOptionSecurity.of(EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant,
int version,
PutCall putCall,
double strikePrice,
YearMonth underlyingExpiryMonth)
Obtains an instance from a contract specification, expiry year-month, variant,
version, put/call, strike price and underlying expiry.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.