Package com.opengamma.strata.product.index.type

Conventions and templates to aid the construction of rate index products.

See: Description

Interface Summary

Interface	Description
IborFutureContractSpec	A contract specification for exchange traded Ibor Futures.
IborFutureConvention	Deprecated Use IborFutureContractSpec
OvernightFutureContractSpec	A contract specification for exchange traded Overnight Futures.

Class Summary

Class	Description
IborFutureContractSpecs	Market standard Ibor future conventions.
IborFutureConventions	Deprecated Use IborFutureContractSpecs
IborFutureTemplate	A template for creating an Ibor Future trade.
ImmutableIborFutureContractSpec	A contract specification for exchange traded Ibor Futures.
ImmutableIborFutureContractSpec.Builder	The bean-builder for ImmutableIborFutureContractSpec.
ImmutableIborFutureConvention	Deprecated Use ImmutableIborFutureContractSpec
ImmutableIborFutureConvention.Builder	The bean-builder for ImmutableIborFutureConvention.
ImmutableIborFutureConvention.Meta	The meta-bean for ImmutableIborFutureConvention.
ImmutableOvernightFutureContractSpec	A contract specification for exchange traded Overnight Futures.
ImmutableOvernightFutureContractSpec.Builder	The bean-builder for ImmutableOvernightFutureContractSpec.
OvernightFutureContractSpecs	Commonly traded Overnight future contract specifications.
OvernightFutureTemplate	A template for creating an Overnight Future trade.

Package com.opengamma.strata.product.index.type Description

Conventions and templates to aid the construction of rate index products.