| Package | Description |
|---|---|
| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
|
| Modifier and Type | Method and Description |
|---|---|
EtdFutureSecurity |
EtdFutureSecurity.Builder.build() |
EtdFutureSecurity |
EtdContractSpec.createFuture(YearMonth expiryMonth,
EtdVariant variant)
Creates a future security based on this contract specification.
|
EtdFutureSecurity |
EtdFutureSecurity.createProduct(ReferenceData refData) |
EtdFutureSecurity |
EtdFuturePosition.getProduct() |
EtdFutureSecurity |
EtdFutureTrade.getSecurity()
Gets the security that was traded.
|
EtdFutureSecurity |
EtdFuturePosition.getSecurity()
Gets the underlying security.
|
static EtdFutureSecurity |
EtdFutureSecurity.of(EtdContractSpec spec,
YearMonth expiry,
EtdVariant variant)
Obtains an instance from a contract specification, expiry year-month and variant.
|
EtdFutureSecurity |
EtdFutureSecurity.withInfo(SecurityInfo info) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends EtdFutureSecurity> |
EtdFutureSecurity.Meta.beanType() |
org.joda.beans.MetaProperty<EtdFutureSecurity> |
EtdFutureTrade.Meta.security()
The meta-property for the
security property. |
org.joda.beans.MetaProperty<EtdFutureSecurity> |
EtdFuturePosition.Meta.security()
The meta-property for the
security property. |
| Modifier and Type | Method and Description |
|---|---|
static EtdFutureTrade |
EtdFutureTrade.of(TradeInfo tradeInfo,
EtdFutureSecurity security,
double quantity,
double price)
Obtains an instance from trade information, security, quantity and price.
|
static EtdFuturePosition |
EtdFuturePosition.ofLongShort(EtdFutureSecurity security,
double longQuantity,
double shortQuantity)
Obtains an instance from the security, long quantity and short quantity.
|
static EtdFuturePosition |
EtdFuturePosition.ofLongShort(PositionInfo positionInfo,
EtdFutureSecurity security,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, security, long quantity and short quantity.
|
static EtdFuturePosition |
EtdFuturePosition.ofNet(EtdFutureSecurity security,
double netQuantity)
Obtains an instance from the security and net quantity.
|
static EtdFuturePosition |
EtdFuturePosition.ofNet(PositionInfo positionInfo,
EtdFutureSecurity security,
double netQuantity)
Obtains an instance from position information, security and net quantity.
|
EtdFutureTrade.Builder |
EtdFutureTrade.Builder.security(EtdFutureSecurity security)
Sets the security that was traded.
|
EtdFuturePosition.Builder |
EtdFuturePosition.Builder.security(EtdFutureSecurity security)
Sets the underlying security.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.