| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Modifier and Type | Method and Description |
|---|---|
IborFuturePosition |
IborFuturePosition.Builder.build() |
IborFuturePosition |
IborFutureSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
IborFuturePosition |
IborFutureSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
static IborFuturePosition |
IborFuturePosition.ofLongShort(PositionInfo positionInfo,
IborFuture product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static IborFuturePosition |
IborFuturePosition.ofNet(PositionInfo positionInfo,
IborFuture product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
IborFuturePosition |
IborFuturePosition.withInfo(PortfolioItemInfo info) |
IborFuturePosition |
IborFuturePosition.withQuantity(double quantity) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborFuturePosition> |
IborFuturePosition.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
IborFuturePosition |
ImmutableIborFutureContractSpec.createPosition(SecurityId securityId,
YearMonth expiry,
double quantity,
ReferenceData refData) |
IborFuturePosition |
IborFutureContractSpec.createPosition(SecurityId securityId,
YearMonth expiry,
double quantity,
ReferenceData refData)
Creates a position 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.