| Package | Description |
|---|---|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| Modifier and Type | Method and Description |
|---|---|
FraTrade |
FraTrade.Builder.build() |
static FraTrade |
FraTrade.of(TradeInfo info,
Fra product)
Obtains an instance of a FRA trade.
|
FraTrade |
FraTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FraTrade> |
FraTrade.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
FraTrade |
FraTemplate.createTrade(LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData)
Creates a trade based on this template.
|
default FraTrade |
FraConvention.createTrade(LocalDate tradeDate,
Period periodToStart,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData)
Creates a trade based on this convention, using the index tenor to define the end of the FRA.
|
FraTrade |
ImmutableFraConvention.createTrade(LocalDate tradeDate,
Period periodToStart,
Period periodToEnd,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) |
FraTrade |
FraConvention.createTrade(LocalDate tradeDate,
Period periodToStart,
Period periodToEnd,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData)
Creates a trade based on this convention, specifying the end of the FRA.
|
default FraTrade |
FraConvention.toTrade(LocalDate tradeDate,
LocalDate startDate,
LocalDate endDate,
LocalDate paymentDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a trade based on this convention.
|
FraTrade |
ImmutableFraConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
LocalDate paymentDate,
BuySell buySell,
double notional,
double fixedRate) |
FraTrade |
FraConvention.toTrade(TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
LocalDate paymentDate,
BuySell buySell,
double notional,
double fixedRate)
Creates a trade based on this convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.