| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightFutureOption |
OvernightFutureOption.Builder.build() |
OvernightFutureOption |
OvernightFutureOptionSecurity.createProduct(ReferenceData refData) |
OvernightFutureOption |
OvernightFutureOptionTrade.getProduct()
Gets the option that was traded.
|
OvernightFutureOption |
OvernightFutureOptionPosition.getProduct()
Gets the option that was traded.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightFutureOption> |
OvernightFutureOption.Meta.beanType() |
org.joda.beans.MetaProperty<OvernightFutureOption> |
OvernightFutureOptionTrade.Meta.product()
The meta-property for the
product property. |
org.joda.beans.MetaProperty<OvernightFutureOption> |
OvernightFutureOptionPosition.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static OvernightFutureOptionPosition |
OvernightFutureOptionPosition.ofLongShort(PositionInfo positionInfo,
OvernightFutureOption product,
double longQuantity,
double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.
|
static OvernightFutureOptionPosition |
OvernightFutureOptionPosition.ofNet(PositionInfo positionInfo,
OvernightFutureOption product,
double netQuantity)
Obtains an instance from position information, product and net quantity.
|
OvernightFutureOptionTrade.Builder |
OvernightFutureOptionTrade.Builder.product(OvernightFutureOption product)
Sets the option that was traded.
|
OvernightFutureOptionPosition.Builder |
OvernightFutureOptionPosition.Builder.product(OvernightFutureOption product)
Sets the option that was traded.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.