public interface RateIndexSecurity extends Security
Examples include Ibor or Overnight rate futures.
| Modifier and Type | Method and Description |
|---|---|
RateIndex |
getIndex()
Get the rate index.
|
RateIndexSecurity |
withInfo(SecurityInfo info)
Returns an instance with the specified info.
|
createPosition, createPosition, createProduct, createTrade, getCurrency, getInfo, getSecurityId, getUnderlyingIdsRateIndex getIndex()
The index of the rate to be observed.
RateIndexSecurity withInfo(SecurityInfo info)
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.