Uses of Interface
com.opengamma.strata.product.index.type.OvernightFutureContractSpec

Packages that use OvernightFutureContractSpec

Package	Description
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.

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

Classes in com.opengamma.strata.product.index.type that implement OvernightFutureContractSpec

Modifier and Type	Class and Description
class	ImmutableOvernightFutureContractSpec A contract specification for exchange traded Overnight Futures.

Fields in com.opengamma.strata.product.index.type declared as OvernightFutureContractSpec

Modifier and Type	Field and Description
static OvernightFutureContractSpec	OvernightFutureContractSpecs.CHF_SARON_3M_IMM_EUREX The 'GBP-CHF-SARON-3M-IMM-EUREX' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.CHF_SARON_3M_IMM_ICE The 'CHF-SARON-3M-IMM-CME' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.EUR_ESTR_1M_IMM_ICE The 'EUR_ESTR_1M_IMM_ICE' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.GBP_SONIA_1M_ICE The 'GBP-SONIA-1M-ICE' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.GBP_SONIA_1M_IMM_LCH The 'GBP-SONIA-1M-IMM-LCH' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.GBP_SONIA_3M_IMM_CME The 'GBP-SONIA-3M-IMM-CME' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.GBP_SONIA_3M_IMM_ICE The 'GBP-SONIA-3M-IMM-ICE' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.GBP_SONIA_3M_IMM_LCH The 'GBP-SONIA-3M-IMM-LCH' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.USD_FED_FUND_1M_CME The 'USD-FED-FUND-1M-CME' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.USD_SOFR_1M_CME The 'USD-SOFR-1M-CME' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.USD_SOFR_1M_ICE The 'USD-SOFR-1M-ICE' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.USD_SOFR_1M_IMM_CME The 'USD-SOFR-1M-IMM-CME' convention.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.USD_SOFR_3M_IMM_CME The 'USD-SOFR-3M-IMM-CME' contract.
static OvernightFutureContractSpec	OvernightFutureContractSpecs.USD_SOFR_3M_IMM_ICE The 'USD-SOFR-3M-IMM-ICE' contract.

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

Modifier and Type	Method and Description
OvernightFutureContractSpec	OvernightFutureTemplate.getContractSpec() Gets the underlying contract specification.
static OvernightFutureContractSpec	OvernightFutureContractSpec.of(String uniqueName) Obtains an instance from the specified unique name.

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

Modifier and Type	Method and Description
static ExtendedEnum<OvernightFutureContractSpec>	OvernightFutureContractSpec.extendedEnum() Gets the extended enum helper.

Methods in com.opengamma.strata.product.index.type with parameters of type OvernightFutureContractSpec

Modifier and Type	Method and Description
static OvernightFutureTemplate	OvernightFutureTemplate.of(SequenceDate sequenceDate, OvernightFutureContractSpec contractSpec) Obtains a template based on the specified contract specification and sequence date.