Uses of Class
com.opengamma.strata.product.index.IborFutureTrade

Packages that use IborFutureTrade

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.

Uses of IborFutureTrade in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return IborFutureTrade

Modifier and Type	Method and Description
IborFutureTrade	IborFutureTrade.Builder.build()
IborFutureTrade	IborFutureSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
IborFutureTrade	IborFutureTrade.withInfo(PortfolioItemInfo info)
IborFutureTrade	IborFutureTrade.withPrice(double price)
IborFutureTrade	IborFutureTrade.withQuantity(double quantity)

Methods in com.opengamma.strata.product.index that return types with arguments of type IborFutureTrade

Modifier and Type	Method and Description
Class<? extends IborFutureTrade>	IborFutureTrade.Meta.beanType()

Uses of IborFutureTrade in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type that return IborFutureTrade

Modifier and Type	Method and Description
IborFutureTrade	IborFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double notional, double price, ReferenceData refData) Deprecated. Use IborFutureTemplate.createTrade(LocalDate, SecurityId, double, double, ReferenceData)
IborFutureTrade	IborFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData) Creates a trade based on this template.
IborFutureTrade	ImmutableIborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData) Deprecated.
IborFutureTrade	IborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData) Deprecated. Creates a trade based on this convention.
IborFutureTrade	ImmutableIborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
IborFutureTrade	IborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData) Creates a trade based on this convention.
IborFutureTrade	ImmutableIborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData) Deprecated.
IborFutureTrade	IborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData) Deprecated. Creates a trade based on this convention.