| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightFuture.Builder |
OvernightFuture.Builder.accrualFactor(double accrualFactor)
Sets the accrual factor, defaulted from the index if not set.
|
OvernightFuture.Builder |
OvernightFuture.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest.
|
static OvernightFuture.Builder |
OvernightFuture.builder()
Returns a builder used to create an instance of the bean.
|
OvernightFuture.Builder |
OvernightFuture.Meta.builder() |
OvernightFuture.Builder |
OvernightFuture.Builder.currency(Currency currency)
Sets the currency that the future is traded in, defaulted from the index if not set.
|
OvernightFuture.Builder |
OvernightFuture.Builder.endDate(LocalDate endDate)
Sets the last date of the rate calculation period.
|
OvernightFuture.Builder |
OvernightFuture.Builder.index(OvernightIndex index)
Sets the underlying Overnight index.
|
OvernightFuture.Builder |
OvernightFuture.Builder.lastTradeDate(LocalDate lastTradeDate)
Sets the last date of trading.
|
OvernightFuture.Builder |
OvernightFuture.Builder.notional(double notional)
Sets the notional amount.
|
OvernightFuture.Builder |
OvernightFuture.Builder.rounding(Rounding rounding)
Sets the definition of how to round the futures price, defaulted to no rounding.
|
OvernightFuture.Builder |
OvernightFuture.Builder.securityId(SecurityId securityId)
Sets the security identifier.
|
OvernightFuture.Builder |
OvernightFuture.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
OvernightFuture.Builder |
OvernightFuture.Builder.set(String propertyName,
Object newValue) |
OvernightFuture.Builder |
OvernightFuture.Builder.startDate(LocalDate startDate)
Sets the first date of the rate calculation period.
|
OvernightFuture.Builder |
OvernightFuture.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.