Package com.opengamma.strata.product.index

Entity objects describing contracts based on rate indices.

See: Description

Interface Summary

Interface	Description
RateIndexSecurity	An instrument representing a security associated with a rate index.

Class Summary

Class	Description
IborFuture	A futures contract based on an Ibor index.
IborFuture.Builder	The bean-builder for IborFuture.
IborFuture.Meta	The meta-bean for IborFuture.
IborFutureOption	A futures option contract, based on an Ibor index.
IborFutureOption.Builder	The bean-builder for IborFutureOption.
IborFutureOption.Meta	The meta-bean for IborFutureOption.
IborFutureOptionPosition	A position in an option on a futures contract based on an Ibor index.
IborFutureOptionPosition.Builder	The bean-builder for IborFutureOptionPosition.
IborFutureOptionPosition.Meta	The meta-bean for IborFutureOptionPosition.
IborFutureOptionSecurity	A security representing a futures option contract, based on an Ibor index.
IborFutureOptionSecurity.Builder	The bean-builder for IborFutureOptionSecurity.
IborFutureOptionSecurity.Meta	The meta-bean for IborFutureOptionSecurity.
IborFutureOptionTrade	A trade representing an option on a futures contract based on an Ibor index.
IborFutureOptionTrade.Builder	The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta	The meta-bean for IborFutureOptionTrade.
IborFuturePosition	A position in a futures contract based on an Ibor index.
IborFuturePosition.Builder	The bean-builder for IborFuturePosition.
IborFuturePosition.Meta	The meta-bean for IborFuturePosition.
IborFutureSecurity	A security representing a futures contract based on an Ibor index.
IborFutureSecurity.Builder	The bean-builder for IborFutureSecurity.
IborFutureSecurity.Meta	The meta-bean for IborFutureSecurity.
IborFutureTrade	A trade representing a futures contract based on an Ibor index.
IborFutureTrade.Builder	The bean-builder for IborFutureTrade.
IborFutureTrade.Meta	The meta-bean for IborFutureTrade.
OvernightFuture	A futures contract based on an Overnight index.
OvernightFuture.Builder	The bean-builder for OvernightFuture.
OvernightFuture.Meta	The meta-bean for OvernightFuture.
OvernightFutureOption	A futures option contract, based on an Overnight index.
OvernightFutureOption.Builder	The bean-builder for OvernightFutureOption.
OvernightFutureOption.Meta	The meta-bean for OvernightFutureOption.
OvernightFutureOptionPosition	A position in an option on a futures contract based on an Overnight index.
OvernightFutureOptionPosition.Builder	The bean-builder for OvernightFutureOptionPosition.
OvernightFutureOptionPosition.Meta	The meta-bean for OvernightFutureOptionPosition.
OvernightFutureOptionSecurity	A security representing a futures option contract, based on an Overnight index.
OvernightFutureOptionSecurity.Builder	The bean-builder for OvernightFutureOptionSecurity.
OvernightFutureOptionSecurity.Meta	The meta-bean for OvernightFutureOptionSecurity.
OvernightFutureOptionTrade	A trade representing an option on a futures contract based on an Overnight index.
OvernightFutureOptionTrade.Builder	The bean-builder for OvernightFutureOptionTrade.
OvernightFutureOptionTrade.Meta	The meta-bean for OvernightFutureOptionTrade.
OvernightFuturePosition	A futures contract based on an Overnight index.
OvernightFuturePosition.Builder	The bean-builder for OvernightFuturePosition.
OvernightFuturePosition.Meta	The meta-bean for OvernightFuturePosition.
OvernightFutureSecurity	A security representing a futures contract based on an Overnight rate index.
OvernightFutureSecurity.Builder	The bean-builder for OvernightFutureSecurity.
OvernightFutureSecurity.Meta	The meta-bean for OvernightFutureSecurity.
OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.
OvernightFutureTrade.Builder	The bean-builder for OvernightFutureTrade.
OvernightFutureTrade.Meta	The meta-bean for OvernightFutureTrade.
ResolvedIborFuture	A futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFuture.Builder	The bean-builder for ResolvedIborFuture.
ResolvedIborFuture.Meta	The meta-bean for ResolvedIborFuture.
ResolvedIborFutureOption	A futures option contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOption.Builder	The bean-builder for ResolvedIborFutureOption.
ResolvedIborFutureOption.Meta	The meta-bean for ResolvedIborFutureOption.
ResolvedIborFutureOptionTrade	A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOptionTrade.Builder	The bean-builder for ResolvedIborFutureOptionTrade.
ResolvedIborFutureOptionTrade.Meta	The meta-bean for ResolvedIborFutureOptionTrade.
ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade.Builder	The bean-builder for ResolvedIborFutureTrade.
ResolvedIborFutureTrade.Meta	The meta-bean for ResolvedIborFutureTrade.
ResolvedOvernightFuture	A futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFuture.Builder	The bean-builder for ResolvedOvernightFuture.
ResolvedOvernightFuture.Meta	The meta-bean for ResolvedOvernightFuture.
ResolvedOvernightFutureOption	A futures option contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureOption.Builder	The bean-builder for ResolvedOvernightFutureOption.
ResolvedOvernightFutureOption.Meta	The meta-bean for ResolvedOvernightFutureOption.
ResolvedOvernightFutureOptionTrade	A trade in an option on a futures contract based on an overnight index, resolved for pricing.
ResolvedOvernightFutureOptionTrade.Builder	The bean-builder for ResolvedOvernightFutureOptionTrade.
ResolvedOvernightFutureOptionTrade.Meta	The meta-bean for ResolvedOvernightFutureOptionTrade.
ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureTrade.Builder	The bean-builder for ResolvedOvernightFutureTrade.
ResolvedOvernightFutureTrade.Meta	The meta-bean for ResolvedOvernightFutureTrade.

Package com.opengamma.strata.product.index Description

Entity objects describing contracts based on rate indices.

A future is an exchange traded contract that involves buying an underlying asset at a price agreed today for delivery at a date in the future.