| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightFutureOptionPosition |
OvernightFutureOptionPosition.Builder.build() |
OvernightFutureOptionPosition |
OvernightFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double longQuantity,
double shortQuantity,
ReferenceData refData) |
OvernightFutureOptionPosition |
OvernightFutureOptionSecurity.createPosition(PositionInfo positionInfo,
double quantity,
ReferenceData refData) |
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.
|
OvernightFutureOptionPosition |
OvernightFutureOptionPosition.withInfo(PortfolioItemInfo info) |
OvernightFutureOptionPosition |
OvernightFutureOptionPosition.withQuantity(double quantity) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightFutureOptionPosition> |
OvernightFutureOptionPosition.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.