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A

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
The meta-property for the accrualFactor property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the method of accruing Overnight interest.
accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the method of accruing Overnight interest.
accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the method of accruing Overnight interest.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the accrualMethod property.
accrualMethod(FixedAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the accrual method using the fixed rate, defaulted to 'None'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualMethod property.
accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrual periods that combine to form the payment period.
accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrualPeriods property in the builder from an array of objects.
accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the accrualPeriods property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the accrual period schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the accrualSchedule property.
AccrualStart - Enum in com.opengamma.strata.product.credit.type
The accrual start for credit default swaps.
accrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
The meta-property for the accrualStart property.
accruedInterest(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the accrued interest of the bond with the specified date.
accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Calculates the accrued premium per fractional spread for unit notional.
accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Calculates the accrued premium per fractional spread for unit notional.
active(boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets whether the index is active, defaulted to true.
active() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the active property.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Adds an attribute to the builder.
addAttribute(AttributeType<V>, V) - Method in interface com.opengamma.strata.product.PortfolioItemInfoBuilder
Adds a position attribute to the map of attributes.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfoBuilder
Adds a position attribute to the map of attributes.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Adds a security attribute to the map of attributes.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Adds a trade attribute to the map of attributes.
adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Adjusts the specified rate according to the rate method rule.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the agreedFxRate property.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the agreedFxRate property.
allCurrencies() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
 
allCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
allCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
 
allCurrencies() - Method in class com.opengamma.strata.product.credit.Cds
 
allCurrencies() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
allCurrencies() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
allCurrencies() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
allCurrencies() - Method in class com.opengamma.strata.product.fra.Fra
 
allCurrencies() - Method in interface com.opengamma.strata.product.fx.FxProduct
 
allCurrencies() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
allCurrencies() - Method in interface com.opengamma.strata.product.Product
Returns the set of currencies the product refers to.
allCurrencies() - Method in interface com.opengamma.strata.product.SecuritizedProduct
 
allCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of currencies referred to by the swap.
allCurrencies() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of currencies referred to by the leg.
allCurrencies() - Method in class com.opengamma.strata.product.swaption.Swaption
 
allDates(boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
Sets whether all dates are valid dates for swaption exercise between the first and last date.
allDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
The meta-property for the allDates property.
allIndices() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Returns the set of indices referred to by the cap/floor.
allIndices() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Returns the set of indices referred to by the cap/floor.
allIndices() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Returns the set of indices referred to by the FRA.
allIndices() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of indices referred to by the swap.
allIndices() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of indices referred to by the swap.
allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of indices referred to by the leg.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Returns the set of payment currencies referred to by the cap/floor.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
 
allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Returns the set of currencies referred to by the CMS.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.fx.FxNdf
 
allPaymentCurrencies() - Method in interface com.opengamma.strata.product.Product
Returns the set of currencies that the product pays in.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of payment currencies referred to by the swap.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of payment currencies referred to by the swap.
allRateIndices() - Method in class com.opengamma.strata.product.cms.Cms
Returns the set of rate indices referred to by the CMS.
amount(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
amount() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the amount property.
amount(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
amount() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the amount property.
amount(CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an amount to a string.
amount(Currency, double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an amount to a string.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the known amount schedule.
amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the amount property.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the notional amount.
amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the amount property.
ASX - Static variable in class com.opengamma.strata.product.common.CcpIds
Australian Securities Exchange.
Attributes - Interface in com.opengamma.strata.product
Additional attributes that can be associated with a model object.
attributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.PositionInfo.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the attributes property.
AttributeType<T> - Class in com.opengamma.strata.product
The type that provides meaning to an attribute.
autoCalculate() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
Obtains an empty instance, that causes the future value notional to be automatically calculated using the standard formula.

B

barrier(Barrier, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Provide a summary description of the given barrier.
barrier(Barrier) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
Sets the barrier description.
barrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
The meta-property for the barrier property.
barrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
The meta-property for the barrier property.
Barrier - Interface in com.opengamma.strata.product.option
Definition of barrier event of option instruments.
barrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the barrierLevel property.
BarrierType - Enum in com.opengamma.strata.product.option
The barrier type of barrier event.
barrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the barrierType property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the baseCurrencyPayment property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
The meta-property for the baseCurrencyPayment property.
beanType() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
 
beanType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
Bill - Class in com.opengamma.strata.product.bond
A bill.
BILL - Static variable in class com.opengamma.strata.product.ProductType
A Bill.
Bill.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for Bill.
Bill.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for Bill.
BillPosition - Class in com.opengamma.strata.product.bond
A position in a bill.
BillPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillPosition.
BillPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillPosition.
BillSecurity - Class in com.opengamma.strata.product.bond
A security representing a bill.
BillSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillSecurity.
BillSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillSecurity.
BillTrade - Class in com.opengamma.strata.product.bond
A trade representing a bill.
BillTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillTrade.
BillTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillTrade.
BillYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining how yield is computed for a bill.
BMD - Static variable in class com.opengamma.strata.product.common.CcpIds
Bursa Malaysia Derivatives.
BOND - Static variable in class com.opengamma.strata.product.ProductType
BOND_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
BOND_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
BondFuture - Class in com.opengamma.strata.product.bond
A futures contract, based on a basket of fixed coupon bonds.
BondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuture.
BondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuture.
BondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract, based on bonds.
BondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOption.
BondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOption.
BondFutureOptionPosition - Class in com.opengamma.strata.product.bond
A position in a bond future option.
BondFutureOptionPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionPosition.
BondFutureOptionPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionPosition.
BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionSecurity.
BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionSecurity.
BondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade representing an option on a futures contract based on bonds.
BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionTrade.
BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionTrade.
BondFuturePosition - Class in com.opengamma.strata.product.bond
A position in a bond future.
BondFuturePosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuturePosition.
BondFuturePosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuturePosition.
BondFutureSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureSecurity.
BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureSecurity.
BondFutureTrade - Class in com.opengamma.strata.product.bond
A trade representing a futures contract based on a fixed coupon bond.
BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureTrade.
BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureTrade.
BondPaymentPeriod - Interface in com.opengamma.strata.product.bond
A period over which interest is accrued with a single payment.
build() - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Builds a new specification from the data in this builder.
build() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
 
build() - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
 
build() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
 
build() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
build() - Method in interface com.opengamma.strata.product.PortfolioItemInfoBuilder
Builds the position information.
build() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
build() - Method in class com.opengamma.strata.product.PositionInfoBuilder
Builds the position information.
build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Builds the security information.
build() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.TradeInfoBuilder
Builds the trade information.
builder() - Static method in class com.opengamma.strata.product.bond.Bill
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBill
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.Cds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.Dsf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
Returns a builder for building instances of EtdContractSpec.
builder() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.etd.SplitEtdId
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.fra.Fra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
 
builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
builder() - Static method in interface com.opengamma.strata.product.PortfolioItemInfo
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.PortfolioItemSummary
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.PositionInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean, based on a schedule period.
builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.Swap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.TradeInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
BULLET_PAYMENT - Static variable in class com.opengamma.strata.product.ProductType
BulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment.
BulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPayment.
BulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPayment.
BulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade.
BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPaymentTrade.
BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPaymentTrade.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment to apply to payment schedule dates.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
Sets the business day adjustment to apply to the reference date.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
Sets the business day adjustment to apply to the reference date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the business day adjustment to apply, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the business day adjustment to apply to each reset date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the businessDayAdjustment property.
BUY_SELL - Static variable in class com.opengamma.strata.product.AttributeType
Key used to indicate logical Buy/Sell.
BuySell - Enum in com.opengamma.strata.product.common
Flag indicating whether a trade is "buy" or "sell".
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets whether the CDS is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets whether the CDS index is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets whether the CDS is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets whether the CDS index is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets whether the term deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets whether the FRA is buy or sell.
buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the buySell property.

C

calculateDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Gets the calculated list of exercise dates.
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the effective date from the fixing date.
calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the effective start date from the step-in date.
calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the effective start date from the step-in date.
calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex
Calculates the fixing date-time from the fixing date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the fixing date from the effective date.
calculateLastFixingDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
calculateLastFixingDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Calculates the last fixing date from the trade date.
calculateLastFixingDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
Calculates the last fixing date of the trade.
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the maturity date from the effective date.
calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the maturity date from the fixing date.
calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
Calculates the monetary value of the specified quantity and price.
calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
Calculates the monetary value of the specified quantity and price.
calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the publication date from the fixing date.
calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Calculates the reference date from the trade date.
calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
 
calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
calculateReferenceDate(LocalDate, SequenceDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Calculates the reference date of the trade.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
Calculates the reference date of the trade.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the settlement date from the valuation date.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Calculates the settlement date from the valuation date.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Calculates the settlement date from the valuation date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Calculates the spot date from the trade date.
calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the interest rate accrual calculation.
calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the calculation property.
calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the interest rate accrual calculation.
calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the calculation property.
CALIBRATION - Static variable in class com.opengamma.strata.product.ProductType
A product only used for calibration.
CapFloor - Enum in com.opengamma.strata.product.common
Flag indicating whether a financial instrument is "cap" or a "floor".
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
The meta-property for the capFloorLeg property.
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
The meta-property for the capFloorLeg property.
CapitalIndexedBond - Class in com.opengamma.strata.product.bond
A capital indexed bond.
CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBond.
CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBond.
CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A coupon or nominal payment of capital indexed bonds.
CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPosition - Class in com.opengamma.strata.product.bond
A position in a capital indexed bond.
CapitalIndexedBondPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondPosition.
CapitalIndexedBondPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondPosition.
CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond
A security representing a capital indexed bond.
CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondSecurity.
CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondSecurity.
CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a capital indexed bond.
CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondTrade.
CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondTrade.
CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for inflation bond securities.
caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the caplet property.
caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the caplet property.
caplet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the caplet property.
caplet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the caplet property.
caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the caplet property.
capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the periodic payments based on the successive observed values of an Ibor index.
capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the capletFloorletPeriods property in the builder from an array of objects.
capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
The meta-property for the capletFloorletPeriods property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the cap schedule, optional.
capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the capSchedule property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the cap schedule, optional.
capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the capSchedule property.
captureWildcard() - Method in class com.opengamma.strata.product.AttributeType
Captures the wildcard type.
CashSwaptionSettlement - Class in com.opengamma.strata.product.swaption
Defines the cash settlement type for the payoff of a swaption.
CashSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for CashSwaptionSettlement.
CashSwaptionSettlementMethod - Enum in com.opengamma.strata.product.swaption
Cash settlement method of cash settled swaptions.
CCP - Static variable in class com.opengamma.strata.product.AttributeType
Key used to access the CCP.
CcpId - Class in com.opengamma.strata.product.common
An identifier for a Central Counterparty Clearing House (CCP).
CcpIds - Class in com.opengamma.strata.product.common
Identifiers for common CCPs.
CDCC - Static variable in class com.opengamma.strata.product.common.CcpIds
Canadian Derivatives Clearing Corporation.
Cds - Class in com.opengamma.strata.product.credit
A single-name credit default swap (CDS).
CDS - Static variable in class com.opengamma.strata.product.ProductType
A Cds.
Cds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for Cds.
Cds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for Cds.
CDS_INDEX - Static variable in class com.opengamma.strata.product.ProductType
CdsCalibrationTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS) used for credit curve calibration.
CdsCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsCalibrationTrade.
CdsConvention - Interface in com.opengamma.strata.product.credit.type
A market convention for credit default swap trades.
CdsConventions - Class in com.opengamma.strata.product.credit.type
Standardized credit default swap conventions.
CdsIndex - Class in com.opengamma.strata.product.credit
A CDS (portfolio) index product.
CdsIndex.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsIndex.
CdsIndex.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndex.
CdsIndexCalibrationTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index used for credit curve calibration.
CdsIndexCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndexCalibrationTrade.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the CDS index identifier.
cdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the cdsIndexId property.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the CDS index identifier.
cdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the cdsIndexId property.
CdsIndexTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index.
CdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsIndexTrade.
CdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndexTrade.
CdsQuote - Class in com.opengamma.strata.product.credit
Market quote for a single-name credit default swap (CDS).
CdsQuote.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsQuote.
CdsQuoteConvention - Enum in com.opengamma.strata.product.credit.type
Market quote conventions for credit default swaps.
CdsTemplate - Interface in com.opengamma.strata.product.credit.type
A template for creating credit default swap trades.
CdsTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS).
CdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsTrade.
CdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsTrade.
CHF_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.
CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
CHF_FIXED_1Y_SARON_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'CHF-FIXED-1Y-SARON-OIS' swap convention.
CHF_FIXED_TERM_SARON_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'CHF-FIXED-TERM-SARON-OIS' swap convention.
CHF_FIXED_ZC_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
CHF vanilla fixed vs Switzerland CPI swap.
CHF_SARON_3M_IMM_EUREX - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'GBP-CHF-SARON-3M-IMM-EUREX' contract.
CHF_SARON_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'CHF-SARON-3M-IMM-CME' contract.
CHF_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.
CHF_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
CHF_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
cleanStrikePrice(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets the clean price at which the option can be exercised, in decimal form.
cleanStrikePrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the cleanStrikePrice property.
CME - Static variable in class com.opengamma.strata.product.common.CcpIds
Chicago Mercantile Exchange.
Cms - Class in com.opengamma.strata.product.cms
A constant maturity swap (CMS) or CMS cap/floor.
CMS - Static variable in class com.opengamma.strata.product.ProductType
A Cms.
Cms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for Cms.
cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the cmsLeg property.
CmsLeg - Class in com.opengamma.strata.product.cms
A CMS leg of a constant maturity swap (CMS) product.
cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
The meta-property for the cmsLeg property.
CmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsLeg.
CmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsLeg.
CmsPeriod - Class in com.opengamma.strata.product.cms
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
CmsPeriod.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsPeriod.
CmsPeriod.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsPeriod.
cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets the periodic payments based on the successive observed values of a swap index.
cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets the cmsPeriods property in the builder from an array of objects.
cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
The meta-property for the cmsPeriods property.
CmsPeriodType - Enum in com.opengamma.strata.product.cms
A CMS payment period type.
CmsTrade - Class in com.opengamma.strata.product.cms
A trade in a constant maturity swap (CMS).
CmsTrade.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsTrade.
CmsTrade.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsTrade.
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Collects all the currencies referred to by this calculation.
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Collects all the currencies referred to by this leg.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Collects all the indices referred to by this period.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateComputation
Collects all the indices referred to by this computation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Collects all the indices referred to by this calculation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Collects all the indices referred to by this leg.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Collects all the indices referred to by this leg.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Collects all the indices referred to by this period.
com.opengamma.strata.product - package com.opengamma.strata.product
Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
Entity objects describing bonds.
com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor
Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.common - package com.opengamma.strata.product.common
Entity objects shared between other packages.
com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.dsf - package com.opengamma.strata.product.dsf
Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd - package com.opengamma.strata.product.etd
Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.fxopt - package com.opengamma.strata.product.fxopt
Entity objects describing options in the foreign exchange market.
com.opengamma.strata.product.index - package com.opengamma.strata.product.index
Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.option - package com.opengamma.strata.product.option
Entity objects describing common option concepts.
com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
Entity objects describing a swap.
com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
Entity objects describing options on swaps, known as swaptions.
combinedWith(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
Combines this info with another.
combinedWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.PositionInfo
 
combinedWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.TradeInfo
 
compareTo(AttributeType<T>) - Method in class com.opengamma.strata.product.AttributeType
Compares this type to another.
compareTo(SwaptionExerciseDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
 
CompoundingMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to compound interest.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
containsAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
Determines if an attribute associated with the specified type is present.
containsAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.Attributes
Determines if an attribute associated with the specified type is present and its value is equal to the supplied value.
contractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the contractCode property.
contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the code of the contract specification as given by the exchange in clearing and margining.
contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
Sets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
Sets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the contractSize property.
contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the ID of the contract specification from which this security is derived.
contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the contractSpecId property.
contractSpecId(EtdType, ExchangeId, EtdContractCode) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for a contract specification.
contractSpecId(SecurityId) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for a contract specification.
contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the ID of the contract specification from which this security is derived.
contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the contractSpecId property.
convention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
The meta-property for the convention property.
convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the underlying Ibor fixing deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the convention property.
convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the underlying term deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the convention property.
convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the underlying FRA convention.
convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the convention property.
convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the underlying FX Swap convention.
convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedInflationSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the convention property.
convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the convention property.
convention(OvernightIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
The meta-property for the convention property.
convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the convention property.
convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the convention property.
convention(XCcyOvernightOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
The meta-property for the convention property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the conversionFactors property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the conversionFactors property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the conversionFactors property.
counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the counterCurrencyPayment property.
counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
The meta-property for the counterCurrencyPayment property.
counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the counterparty property.
counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the counterparty identifier, optional.
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Creates accrual periods based on the specified schedule.
createFuture(YearMonth, EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Creates a future security based on this contract specification.
createOption(YearMonth, EtdVariant, int, PutCall, double) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Creates an option security based on this contract specification.
createOption(YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Creates an option security based on this contract specification.
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Creates a position based on this convention.
createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
 
createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
createPosition(SecurityId, YearMonth, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Creates a position based on this convention.
createPosition(PositionInfo, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates a position based on this security from a net quantity.
createPosition(PositionInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates a position based on this security from a long and short quantity.
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
Creates the associated product, which simply returns this.
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates the product associated with this security.
createRateComputation(LocalDate) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Creates a rate observation where the start index value is known.
createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Creates the payment schedule based on the accrual schedule.
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade based on the trade date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade based on the trade date, start date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade from trade date, start date and end date.
createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee from trade date, start date and end date.
createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
Creates a trade based on this template.
createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
Creates a trade based on this template.
createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Creates a trade based on this template.
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
createTrade(LocalDate, MarketTenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Creates a trade based on this template.
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention, using the index tenor to define the end of the FRA.
createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention, specifying the end of the FRA.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Creates a trade based on this template.
createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
createTrade(LocalDate, MarketTenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
createTrade(LocalDate, MarketTenor, BuySell, Currency, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
createTrade(LocalDate, Period, Period, BuySell, Currency, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, BuySell, Currency, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Creates a trade based on this template.
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Creates a trade based on this convention.
createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Creates a trade based on this convention.
createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Creates a trade based on this convention.
createTrade(LocalDate, SecurityId, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Creates a trade based on this template.
createTrade(LocalDate, SecurityId, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
 
createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
createTrade(LocalDate, SecurityId, SequenceDate, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Creates a trade based on this convention.
createTrade(LocalDate, SecurityId, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
Creates a trade based on this template.
createTrade(TradeInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates a trade based on this security.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Creates a trade based on this template.
CreditCouponPaymentPeriod - Class in com.opengamma.strata.product.credit
A period over which a fixed coupon is paid.
CreditCouponPaymentPeriod.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CreditCouponPaymentPeriod.
CreditCouponPaymentPeriod.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CreditCouponPaymentPeriod.
currencies(Set<Currency>) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the currencies of the item.
currencies(Currency...) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the currencies property in the builder from an array of objects.
currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the currency of the leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the currency of the leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the currency of the CDS.
currency() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the currency of the CDS index.
currency() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the currency of the CDS.
currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the currency that the future is traded in, defaulted from the index if not set.
currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the currency that the option is traded in.
currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the currency that the future is traded in, defaulted from the index if not set.
currency() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the currency that the option is traded in.
currency() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the currency of the swap leg.
currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the currency of the swap leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the leg currency.
currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the currency property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the currency pair associated with the convention.
currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the currencyPair property.

D

date(LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a date to a string.
date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the date that the payment is made.
date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the date property.
dateDefinition() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
The meta-property for the dateDefinition property.
datePeriod(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a date range to a period string.
dateRange(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a date range to a string.
dates(List<SwaptionExerciseDate>) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
Sets an explicit list of exercise dates.
dates(SwaptionExerciseDate...) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
Sets the dates property in the builder from an array of objects.
dates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
The meta-property for the dates property.
DatesCdsTemplate - Class in com.opengamma.strata.product.credit.type
A template for creating credit default swap trades.
DatesCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for DatesCdsTemplate.
dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
Sets the sequence of dates that the future is based on.
dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
Sets the sequence of dates that the future is based on.
dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
The meta-property for the dateSequence property.
dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the sequence of dates that the future is based on.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the day count of the period.
dayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCountDays(Integer) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
Sets the number of days in the calculation period.
dayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
The meta-property for the dayCountDays property.
DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
Default instance.
deliveryBasket(List<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the basket of deliverable bonds.
deliveryBasket(FixedCouponBond...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the deliveryBasket property in the builder from an array of objects.
deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the deliveryBasket property.
deliveryBasket(List<ResolvedFixedCouponBond>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the basket of deliverable bonds.
deliveryBasket(ResolvedFixedCouponBond...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the deliveryBasket property in the builder from an array of objects.
deliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the deliveryBasket property.
deliveryBasketIds(List<SecurityId>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the basket of deliverable bonds.
deliveryBasketIds(SecurityId...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the deliveryBasketIds property in the builder from an array of objects.
deliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the deliveryBasketIds property.
deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the delivery date.
deliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the deliveryDate property.
deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the delivery date.
deliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the deliveryDate property.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the depositPeriod property.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the depositPeriod property.
DESCRIPTION - Static variable in class com.opengamma.strata.product.AttributeType
Key used to access the description.
description() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the description property.
description(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the description of the contract specification.
description(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the description of the item.
DESERIALIZER - Static variable in class com.opengamma.strata.product.fx.FxSingle
The deserializer, for compatibility.
detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the detachment date.
detachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the detachmentDate property.
detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the detachment date.
detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the detachmentDate property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the method to use for discounting.
discounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the method to use for discounting, optional with defaulting getter.
discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the discounting property.
Dsf - Class in com.opengamma.strata.product.dsf
A deliverable swap futures contract.
DSF - Static variable in class com.opengamma.strata.product.ProductType
A Dsf.
Dsf.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for Dsf.
Dsf.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for Dsf.
DsfPosition - Class in com.opengamma.strata.product.dsf
A position in a DSF.
DsfPosition.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for DsfPosition.
DsfPosition.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for DsfPosition.
DsfSecurity - Class in com.opengamma.strata.product.dsf
A security representing a deliverable swap futures security.
DsfSecurity.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for DsfSecurity.
DsfSecurity.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for DsfSecurity.
DsfTrade - Class in com.opengamma.strata.product.dsf
A trade representing a futures contract based on an interest rate swap.
DsfTrade.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for DsfTrade.
DsfTrade.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for DsfTrade.

E

ECAG - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Eurex Clearing AG.
ECC - Static variable in class com.opengamma.strata.product.common.CcpIds
European Commodity Clearing.
effectiveEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the effective protection end date of the period.
effectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the effectiveEndDate property.
effectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the effective protection start date of the period.
effectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the effectiveStartDate property.
empty() - Static method in interface com.opengamma.strata.product.Attributes
Obtains an empty instance.
empty() - Static method in interface com.opengamma.strata.product.PortfolioItemInfo
Obtains an empty info instance.
empty() - Static method in class com.opengamma.strata.product.PositionInfo
Obtains an empty instance, with no identifier or attributes.
empty() - Static method in class com.opengamma.strata.product.SimpleAttributes
Obtains an empty instance.
empty() - Static method in class com.opengamma.strata.product.TradeInfo
Obtains an empty instance, with no values or attributes.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the last date of the rate calculation period.
endDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the last date of the rate calculation period.
endDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the fixing date associated with the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
Sets the fixing date associated with the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the fixing date associated with the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the endDate property.
endDateAdjustment(DaysAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the days adjustment to apply to get the end date.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
The meta-property for the endObservation property.
endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the endSecondObservation property.
endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the endSecondObservation property.
equals(Object) - Method in class com.opengamma.strata.product.AttributeType
Checks if this type equals another.
equals(Object) - Method in class com.opengamma.strata.product.bond.Bill
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BillPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BillTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.Cms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.common.CcpId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.common.ExchangeId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.credit.Cds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndex
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsQuote
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.Dsf
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdVariant
 
equals(Object) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
 
equals(Object) - Method in class com.opengamma.strata.product.etd.SplitEtdId
 
equals(Object) - Method in class com.opengamma.strata.product.etd.SplitEtdOption
 
equals(Object) - Method in class com.opengamma.strata.product.fra.Fra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.LegalEntityId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
equals(Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
equals(Object) - Method in class com.opengamma.strata.product.PositionInfo
 
equals(Object) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.SecurityInfo
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityPosition
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.SimpleAttributes
 
equals(Object) - Method in class com.opengamma.strata.product.SimpleLegalEntity
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.Swap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.TradedPrice
 
equals(Object) - Method in class com.opengamma.strata.product.TradeInfo
 
ETD_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
ETD_OPTION - Static variable in class com.opengamma.strata.product.ProductType
ETD_SCHEME - Static variable in class com.opengamma.strata.product.etd.EtdIdUtils
Scheme used for ETDs.
EtdContractCode - Class in com.opengamma.strata.product.etd
The contract code for an Exchange Traded Derivative (ETD).
EtdContractGroupCode - Class in com.opengamma.strata.product.etd
The code for a group of ETD contracts, as defined an exchange.
EtdContractGroupId - Class in com.opengamma.strata.product.etd
An identifier for a group of ETD contracts.
EtdContractSpec - Class in com.opengamma.strata.product.etd
The contract specification defining an Exchange Traded Derivative (ETD) product.
EtdContractSpec.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdContractSpec.
EtdContractSpecBuilder - Class in com.opengamma.strata.product.etd
A builder for building instances of EtdContractSpec.
EtdContractSpecId - Class in com.opengamma.strata.product.etd
An identifier for an ETD product.
EtdExpiryType - Enum in com.opengamma.strata.product.etd
The expiry type of an Exchange Traded Derivative (ETD) product.
EtdFuturePosition - Class in com.opengamma.strata.product.etd
A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
EtdFuturePosition.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdFuturePosition.
EtdFuturePosition.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdFuturePosition.
EtdFutureSecurity - Class in com.opengamma.strata.product.etd
An instrument representing an exchange traded derivative (ETD) future.
EtdFutureSecurity.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdFutureSecurity.
EtdFutureSecurity.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdFutureSecurity.
EtdFutureTrade - Class in com.opengamma.strata.product.etd
A trade representing an ETD future.
EtdFutureTrade.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdFutureTrade.
EtdFutureTrade.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdFutureTrade.
EtdIdUtils - Class in com.opengamma.strata.product.etd
A utility for generating ETD identifiers.
EtdOptionPosition - Class in com.opengamma.strata.product.etd
A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
EtdOptionPosition.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdOptionPosition.
EtdOptionPosition.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdOptionPosition.
EtdOptionSecurity - Class in com.opengamma.strata.product.etd
An instrument representing an exchange traded derivative (ETD) option.
EtdOptionSecurity.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdOptionSecurity.
EtdOptionSecurity.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdOptionSecurity.
EtdOptionTrade - Class in com.opengamma.strata.product.etd
A trade representing an ETD option.
EtdOptionTrade.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdOptionTrade.
EtdOptionTrade.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdOptionTrade.
EtdOptionType - Enum in com.opengamma.strata.product.etd
The option expiry type, 'American', 'European' or 'Asian'.
EtdPosition - Interface in com.opengamma.strata.product.etd
A position in an ETD, where the security is embedded ready for mark-to-market pricing.
EtdSecurity - Interface in com.opengamma.strata.product.etd
An instrument representing an exchange traded derivative (ETD).
EtdSettlementType - Enum in com.opengamma.strata.product.etd
The type of an Exchange Traded Derivative (ETD) settlement.
EtdTrade - Interface in com.opengamma.strata.product.etd
A trade in an exchange traded derivative (ETD).
EtdType - Enum in com.opengamma.strata.product.etd
The type of an Exchange Traded Derivative (ETD) product, either a future or an option.
EtdVariant - Class in com.opengamma.strata.product.etd
The variant of an exchange traded derivative (ETD).
EUR_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date.
EUR_ESTR_1M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'EUR_ESTR_1M_IMM_ICE' contract.
EUR_ESTR_3M_USD_SOFR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConventions
The 'EUR-ESTR-3M-USD-SOFR-3M' swap convention.
EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 10 years.
EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 12 years.
EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 15 years.
EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 1 year.
EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 20 years.
EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 25 years.
EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 2 years.
EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 30 years.
EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 3 years.
EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 4 years.
EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 5 years.
EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 6 years.
EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 7 years.
EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 8 years.
EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 9 years.
EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 10 years.
EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 12 years.
EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 15 years.
EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 1 year.
EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 20 years.
EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 25 years.
EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 2 years.
EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 30 years.
EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 3 years.
EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 4 years.
EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 5 years.
EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 6 years.
EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 7 years.
EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 8 years.
EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 9 years.
EUR_EURIBOR_3M_IMM_EUREX - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs
The 'EUR-EURIBOR-3M-IMM-EUREX' contract.
EUR_EURIBOR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs
The 'EUR-EURIBOR-3M-IMM-ICE' contract.
EUR_EURIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
Deprecated.
The 'EUR-EURIBOR-3M-Monthly-IMM' convention.
EUR_EURIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
Deprecated.
The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.
EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.
EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.
EUR_FIXED_1Y_ESTR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.
EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.
EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.
EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.
EUR_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-LIBOR-3M' swap convention.
EUR_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-LIBOR-6M' swap convention.
EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
EUR_FIXED_TERM_ESTR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.
EUR_FIXED_ZC_EU_AI_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
Euro vanilla fixed vs Europe CPI swap.
EUR_FIXED_ZC_EU_EXT_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.
EUR_FIXED_ZC_FR_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
Euro vanilla fixed vs France CPI swap.
EUR_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
EUR-dominated standardized credit default swap.
EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "EUR/GBP" FX Swap convention.
EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
EUR/GBP convention with 2 days spot date.
EUR_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "EUR/JPY" FX Swap convention.
EUR_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
EUR/JPY convention with 2 days spot date.
EUR_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date.
EUR_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
EUR_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
EUR_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
EUR-dominated standardized credit default swap.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "EUR/USD" FX Swap convention.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
EUR/USD convention with 2 days spot date.
EUREX - Static variable in class com.opengamma.strata.product.common.CcpIds
Eurex.
ExchangeId - Class in com.opengamma.strata.product.common
An identifier for an exchange based on the ISO Market Identifier Code (MIC).
exchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the exchangeId property.
exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the ID of the exchange where the instruments derived from the contract specification are traded.
exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
Sets the ID of the exchange where the instruments derived from the product are traded.
exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
Sets the ID of the exchange where the instruments derived from the product are traded.
ExchangeIds - Class in com.opengamma.strata.product.common
Identifiers for common exchanges.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the exCouponPeriod property.
exercise(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption
Exercises the swaption into a swap at one of the optional exercise dates.
exerciseDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
Sets the adjusted exercise date.
exerciseInfo(SwaptionExerciseDates) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets the exercise information.
exerciseInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the exerciseInfo property.
exerciseInfo(SwaptionExercise) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the exercise information, optional.
exerciseInfo() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the exerciseInfo property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the expiry of the option.
expiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
Sets the expiry date-time of the option.
expiry() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
The meta-property for the expiry property.
expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the year-month of the expiry.
expiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the expiry property.
expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the year-month of the expiry.
expiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the expiry property.
expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
Sets the year-month of the expiry.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
Sets the expiry date-time of the option.
expiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the expiry of the option.
expiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
Sets the expiry of the option.
expiry() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets the expiry date-time of the option.
expiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the expiry property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryDate property.
expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the expiryDate property.
expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryDate property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryTime property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryZone property.
extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Gets the extended enum helper.

F

farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the farLeg property.
farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
The meta-property for the farLeg property.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the finalExchange property.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the finalExchange property.
finalStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the final stub, optional.
finalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the finalStub property.
finalStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in final stub, optional.
finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the finalStub property.
findAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
Finds the attribute associated with the specified type.
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
 
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
 
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SimpleAttributes
 
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
 
findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Finds the notional on the specified date.
findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Finds the payment period applicable for the specified accrual date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Finds the period that contains the specified date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Finds the period that contains the specified date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Finds the period that contains the specified date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Finds the period that contains the specified date.
findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Finds the period that contains the specified date.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstDeliveryDate property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the firstDeliveryDate property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the firstDeliveryDate property.
firstFixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the offset of the first fixing date from the first adjusted reset date, optional.
firstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstFixingDateOffset property.
firstIndexValue(Double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the initial value of the index, optional.
firstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the firstIndexValue property.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstNoticeDate property.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the firstNoticeDate property.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the firstNoticeDate property.
firstRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate of the first reset period, which may be a stub, optional.
firstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstRate property.
firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate of the first regular reset period, optional.
firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstRegularRate property.
firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.
firstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the firstRegularStartDate property.
FixedAccrualMethod - Enum in com.opengamma.strata.product.swap
The method of accruing interest on a notional amount using a fixed rate.
FixedCouponBond - Class in com.opengamma.strata.product.bond
A fixed coupon bond.
FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBond.
FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBond.
FixedCouponBondOption - Class in com.opengamma.strata.product.bond
An option on a FixedCouponBond.
FixedCouponBondOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondOption.
FixedCouponBondOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondOption.
FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A period over which a fixed coupon is paid.
FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondPaymentPeriod.
FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondPaymentPeriod.
FixedCouponBondPosition - Class in com.opengamma.strata.product.bond
A position in a fixed coupon bond.
FixedCouponBondPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondPosition.
FixedCouponBondPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondPosition.
FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond
A security representing a fixed coupon bond.
FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondSecurity.
FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondSecurity.
FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a fixed coupon bond.
FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondTrade.
FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondTrade.
FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for a bond security.
FixedFloatSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.
FixedFloatSwapTemplate - Interface in com.opengamma.strata.product.swap.type
A template for creating Fixed-Float swap trades.
FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Ibor swap conventions.
FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedIborSwapTemplate.
FixedInflationSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Inflation swap trades.
FixedInflationSwapConventions - Class in com.opengamma.strata.product.swap.type
Fixed-Inflation swap conventions.
FixedInflationSwapTemplate - Class in com.opengamma.strata.product.swap.type
An template for creating inflation swap trades.
FixedInflationSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedInflationSwapTemplate.
FixedInflationSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedInflationSwapTemplate.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the fixedLeg property.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the fixedLeg property.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the fixedLeg property.
FixedOvernightCompoundedAnnualRateComputation - Class in com.opengamma.strata.product.rate
Defines a known annual fixed rate of interest that follows overnight compounding.
FixedOvernightCompoundedAnnualRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Overnight swap conventions.
FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Overnight swap trades.
FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedOvernightSwapTemplate.
FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedOvernightSwapTemplate.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the fixed interest rate to be paid.
fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the fixed rate for the fixing date, optional.
fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the fixedRate property.
fixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the fixed rate to use in the stub.
fixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the fixedRate property.
FixedRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FixedRateCalculation.
FixedRateComputation - Class in com.opengamma.strata.product.rate
Defines a known fixed rate of interest.
FixedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for FixedRateComputation.
FixedRateStubCalculation - Class in com.opengamma.strata.product.swap
Defines the rate applicable in the initial or final stub of a fixed swap leg.
FixedRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FixedRateStubCalculation.
FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedRateSwapLegConvention.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the fixingCalendar property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the fixingDate property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the offset of the FX reset fixing date from each adjusted accrual date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingDateOffset property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the fixingRelativeTo property.
FixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each rate fixing is made relative to.
fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the base date that each fixing is made relative to, optional with defaulting getter.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingRelativeTo property.
fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
The meta-property for the fixings property.
fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the fixing time.
fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the fixingTime property.
fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the time-zone of the fixing time.
fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the fixingZone property.
flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the flatFloatingLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
The meta-property for the flatLeg property.
floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingLeg(InflationRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingRate(IborRateComputation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the floatingRate property.
floatingRate(RateComputation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the floatingRate property.
FloatRateSwapLegConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.
floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the floorlet property.
floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the floorlet property.
floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the floorlet property.
floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the floorlet property.
floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the floorlet property.
floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the floor schedule, optional.
floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the floorSchedule property.
floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the floor schedule, optional.
floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the floorSchedule property.
Fra - Class in com.opengamma.strata.product.fra
A forward rate agreement (FRA).
FRA - Static variable in class com.opengamma.strata.product.ProductType
A Fra.
Fra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for Fra.
Fra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for Fra.
FraConvention - Interface in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
FraConventions - Class in com.opengamma.strata.product.fra.type
Market standard FRA conventions.
FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
A convention defining how to discount Forward Rate Agreements (FRAs).
FraTemplate - Class in com.opengamma.strata.product.fra.type
A template for creating a forward rate agreement (FRA) trade.
FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for FraTemplate.
FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for FraTemplate.
FraTrade - Class in com.opengamma.strata.product.fra
A trade in a forward rate agreement (FRA).
FraTrade.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for FraTrade.
FraTrade.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for FraTrade.
frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the frequency of the bond payments.
frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the frequency of the bond payments.
frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the frequency property.
frequency() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
The meta-property for the frequency property.
from(EtdContractSpecId) - Static method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
Obtains an instance from a contract spec identifier.
from(SecurityId) - Static method in class com.opengamma.strata.product.etd.SplitEtdId
Obtains an instance from a security identifier.
from(PortfolioItemInfo) - Static method in class com.opengamma.strata.product.PositionInfo
Obtains an instance based on the supplied info.
from(Attributes) - Static method in class com.opengamma.strata.product.SimpleAttributes
Obtains an instance from another instance, copying the attributes.
from(PortfolioItemInfo) - Static method in class com.opengamma.strata.product.TradeInfo
Obtains an instance based on the supplied info.
fromStoredForm(Object) - Method in class com.opengamma.strata.product.AttributeType
Converts from the stored form.
futureId(ExchangeId, EtdContractCode, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for an ETD future instrument.
FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.option
The style of premium for an option on a futures contract.
futureValueNotional(FutureValueNotional) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the future value notional.
futureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the futureValueNotional property.
FutureValueNotional - Class in com.opengamma.strata.product.swap
A future value notional amount for a fixed swap leg.
FutureValueNotional.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FutureValueNotional.
FutureValueNotional.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FutureValueNotional.
fx(CurrencyAmount, CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an FX exchange to a string.
FX_NDF - Static variable in class com.opengamma.strata.product.ProductType
FX_SINGLE - Static variable in class com.opengamma.strata.product.ProductType
FX_SINGLE_BARRIER_OPTION - Static variable in class com.opengamma.strata.product.ProductType
FX_SWAP - Static variable in class com.opengamma.strata.product.ProductType
FX_VANILLA_OPTION - Static variable in class com.opengamma.strata.product.ProductType
FxNdf - Class in com.opengamma.strata.product.fx
A Non-Deliverable Forward (NDF).
FxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdf.
FxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdf.
FxNdfTrade - Class in com.opengamma.strata.product.fx
A trade in a Non-Deliverable Forward (NDF).
FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdfTrade.
FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdfTrade.
FxOptionProduct - Interface in com.opengamma.strata.product.fx
A foreign exchange product that is an option.
FxOptionTrade - Interface in com.opengamma.strata.product.fx
A foreign exchange option trade such as a FxVanillaOptionTrade.
FxProduct - Interface in com.opengamma.strata.product.fx
A foreign exchange product, such as an FX forward, FX spot or FX option.
FxReset - Class in com.opengamma.strata.product.swap
An FX rate conversion for the notional amount of a swap leg.
fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the fxReset property.
fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the fxReset property.
FxReset.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxReset.
FxResetCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxResetCalculation.
FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetNotionalExchange.
fxResetObservation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the FX reset definition, optional.
fxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the fxResetObservation property.
FxSingle - Class in com.opengamma.strata.product.fx
A single foreign exchange, such as an FX forward or FX spot.
FxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingle.
FxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt
FX (European) single barrier option.
FxSingleBarrierOption.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxSingleBarrierOption.
FxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxSingleBarrierOption.
FxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in an FX single barrier option.
FxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxSingleBarrierOptionTrade.
FxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxSingleBarrierOptionTrade.
FxSingleTrade - Class in com.opengamma.strata.product.fx
A foreign exchange trade, such as an FX forward or FX spot.
FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSingleTrade.
FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingleTrade.
FxSwap - Class in com.opengamma.strata.product.fx
An FX swap.
FxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwap.
FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
A market convention for FX Swap trades.
FxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
A template for creating an FX swap trade.
FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for FxSwapTemplate.
FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for FxSwapTemplate.
FxSwapTrade - Class in com.opengamma.strata.product.fx
A trade in an FX swap.
FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSwapTrade.
FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwapTrade.
FxTrade - Interface in com.opengamma.strata.product.fx
A foreign exchange trade, such as an FX forward, FX spot or FX option.
FxVanillaOption - Class in com.opengamma.strata.product.fxopt
A vanilla FX option.
FxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxVanillaOption.
FxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxVanillaOption.
FxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in a vanilla FX option.
FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxVanillaOptionTrade.

G

GBP_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.
GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
GBP_FIXED_3M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-3M-LIBOR-3M' swap convention.
GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
GBP_FIXED_ZC_GB_HCIP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
GBP_FIXED_ZC_GB_HICP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
GBP vanilla fixed vs UK HICP swap.
GBP_FIXED_ZC_GB_RPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
GBP vanilla fixed vs UK RPI swap.
GBP_FIXED_ZC_GB_RPIX - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
GBP vanilla fixed vs UK RPIX swap.
GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "GBP/JPY" FX Swap convention.
GBP_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
GBP/JPY convention with 2 days spot date.
GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 10 years.
GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 12 years.
GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 15 years.
GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 1 year.
GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 20 years.
GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 25 years.
GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 2 years.
GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 30 years.
GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 3 years.
GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 4 years.
GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 5 years.
GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 6 years.
GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 7 years.
GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 8 years.
GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 9 years.
GBP_LIBOR_3M_EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.
GBP_LIBOR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs
The 'GBP-LIBOR-3M-IMM-ICE' contract.
GBP_LIBOR_3M_JPY_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'GBP-LIBOR-3M-JPY-LIBOR-3M' swap convention.
GBP_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
Deprecated.
The 'GBP-LIBOR-3M-Monthly-IMM' convention.
GBP_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
Deprecated.
The 'GBP-LIBOR-3M-Quarterly-IMM' convention.
GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
GBP_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.
GBP_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.
GBP_SONIA_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 10 years.
GBP_SONIA_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 12 years.
GBP_SONIA_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 15 years.
GBP_SONIA_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 1 year.
GBP_SONIA_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 20 years.
GBP_SONIA_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 25 years.
GBP_SONIA_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 2 years.
GBP_SONIA_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 30 years.
GBP_SONIA_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 3 years.
GBP_SONIA_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 4 years.
GBP_SONIA_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 5 years.
GBP_SONIA_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 6 years.
GBP_SONIA_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 7 years.
GBP_SONIA_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 8 years.
GBP_SONIA_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP SONIA Swap Rates 1100 for tenor of 9 years.
GBP_SONIA_1M_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'GBP-SONIA-1M-ICE' contract.
GBP_SONIA_1M_IMM_LCH - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'GBP-SONIA-1M-IMM-LCH' contract.
GBP_SONIA_3M_EUR_ESTR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConventions
The 'GBP-SONIA-3M-EUR-ESTR-3M' swap convention.
GBP_SONIA_3M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'GBP-SONIA-3M-IMM-CME' contract.
GBP_SONIA_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'GBP-SONIA-3M-IMM-ICE' contract.
GBP_SONIA_3M_IMM_LCH - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'GBP-SONIA-3M-IMM-LCH' contract.
GBP_SONIA_3M_USD_SOFR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConventions
The 'GBP-SONIA-3M-USD-SOFR-3M' swap convention.
GBP_SONIA_OIS_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions
The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
GBP_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
GBP-dominated standardized credit default swap.
GBP_US_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
GBP-dominated standardized credit default swap.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "GBP/USD" FX Swap convention.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
GBP/USD convention with 2 days spot date.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the gearing property.
gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the gearing multiplier, defaulted to 1.
gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the gearing property.
GenericSecurity - Class in com.opengamma.strata.product
A generic security, defined in terms of the value of each tick.
GenericSecurity.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurity.
GenericSecurityPosition - Class in com.opengamma.strata.product
A position in a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityPosition.Builder - Class in com.opengamma.strata.product
The bean-builder for GenericSecurityPosition.
GenericSecurityPosition.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurityPosition.
GenericSecurityTrade - Class in com.opengamma.strata.product
A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityTrade.Builder - Class in com.opengamma.strata.product
The bean-builder for GenericSecurityTrade.
GenericSecurityTrade.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurityTrade.
get(String) - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
 
get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
get(String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.
getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the accrual end date.
getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the accrual end date.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
Gets the accrual factor.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the method of accruing Overnight interest.
getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the method of accruing Overnight interest.
getAccrualMethod() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the method of accruing Overnight interest.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the accrual method using the fixed rate, defaulted to 'None'.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual periods that combine to form the payment period.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the accrual period schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the accrual schedule.
getAccrualSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg
Gets the accrual period schedule.
getAccrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Gets the accrual start.
getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the accrual start date.
getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the accrual start date.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAmount() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
getAmount() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the known amount schedule.
getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the notional amount.
getAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
Gets the attribute associated with the specified type.
getAttributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the attributes.
getAttributes() - Method in class com.opengamma.strata.product.PositionInfo
Gets the position attributes.
getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the security attributes.
getAttributes() - Method in class com.opengamma.strata.product.SimpleAttributes
Gets the attributes.
getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade attributes.
getAttributeTypes() - Method in interface com.opengamma.strata.product.Attributes
Gets the attribute types that are available.
getAttributeTypes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
getAttributeTypes() - Method in interface com.opengamma.strata.product.PortfolioItemInfo
 
getAttributeTypes() - Method in class com.opengamma.strata.product.PositionInfo
 
getAttributeTypes() - Method in class com.opengamma.strata.product.SecurityInfo
 
getAttributeTypes() - Method in class com.opengamma.strata.product.SimpleAttributes
 
getAttributeTypes() - Method in class com.opengamma.strata.product.TradeInfo
 
getBarrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets the barrier description.
getBarrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets the barrier description.
getBarrierLevel(LocalDate) - Method in interface com.opengamma.strata.product.option.Barrier
Obtains the barrier level for a given observation date.
getBarrierLevel(LocalDate) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
getBarrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Gets the barrier level.
getBarrierType() - Method in interface com.opengamma.strata.product.option.Barrier
Obtains the barrier type.
getBarrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Gets the barrier type.
getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the base currency, positive if receiving, negative if paying.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the payment in the base currency, positive if receiving, negative if paying.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the payment in the base currency, positive if receiving, negative if paying.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment to apply to payment schedule dates.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the business day adjustment to apply to the start and end date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
Gets the business day adjustment to apply to the reference date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
Gets the business day adjustment to apply to the reference date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the business day adjustment to apply, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the business day adjustment to apply to each reset date.
getBuySell() - Method in class com.opengamma.strata.product.credit.Cds
Gets whether the CDS is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets whether the CDS index is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets whether the CDS is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets whether the CDS index is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets whether the term deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
Gets whether the FRA is buy or sell.
getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the interest rate accrual calculation.
getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the interest rate accrual calculation.
getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Gets the Ibor cap/floor leg of the product.
getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Gets the Ibor cap/floor leg of the product.
getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the optional caplet strike.
getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the optional caplet strike.
getCaplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the optional caplet strike.
getCaplet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the optional caplet strike.
getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional caplet strike.
getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the periodic payments based on the successive observed values of an Ibor index.
getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the cap schedule, optional.
getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the cap schedule, optional.
getCdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the CDS index identifier.
getCdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the CDS index identifier.
getCleanStrikePrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets the clean price at which the option can be exercised, in decimal form.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the CMS leg of the product.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Gets the CMS leg of the product.
getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the periodic payments based on the successive observed values of a swap index.
getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the type of the CMS period.
getCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
Gets the contract group code, as defined by the exchange.
getCode() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
Gets the short code for the type.
getCode() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
Gets the short code for the type.
getCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the short code that describes the variant.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getContractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
getContractCode() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
getContractCode() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the size of each contract.
getContractSpec() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the underlying contract specification.
getContractSpec() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
Gets the underlying contract specification.
getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the ID of the contract specification from which this security is derived.
getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the ID of the contract specification from which this security is derived.
getContractSpecId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the ID of the contract specification from which this security is derived.
getConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
Gets the market convention of the credit default swap.
getConvention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Gets the market convention of the credit default swap.
getConvention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Gets the market convention of the credit default swap.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the underlying Ibor fixing deposit convention.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the underlying term deposit convention.
getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the underlying FRA convention.
getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the underlying FX Swap convention.
getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
getConvention() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate
The market convention of the associated swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Gets the market convention of the swap.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the conversion factor for each bond in the basket.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the conversion factor for each bond in the basket.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the conversion factor for each bond in the basket.
getCounterCurrency() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Get the counter currency of the underlying FX transaction.
getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
Gets the counterparty identifier, optional.
getCountry() - Method in interface com.opengamma.strata.product.LegalEntity
Gets the country that the legal entity is based in.
getCountry() - Method in class com.opengamma.strata.product.SimpleLegalEntity
Gets the country that the legal entity is based in.
getCurrencies() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the currencies of the item.
getCurrency() - Method in class com.opengamma.strata.product.bond.Bill
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BillPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the currency of the underlying fixed coupon bonds.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the currency that the future is traded in.
getCurrency() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
The currency of the underlying bond.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Returns the currency of the bill.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Obtains the currency of the underlying fixed coupon bonds.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Returns the bond option currency.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the currency of the leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the currency of the leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.credit.Cds
Gets the currency of the CDS.
getCurrency() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the currency of the CDS index.
getCurrency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the currency.
getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the currency.
getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Get the currency of the CDS.
getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the currency of the CDS.
getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the primary currency.
getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the currency of the underlying swap.
getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the currency of the underlying swap.
getCurrency() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
getCurrency() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the currency of the position.
getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdTrade
Gets the currency of the trade.
getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.GenericSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the currency of the trade.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the currency that the future is traded in, defaulted from the index if not set.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the currency that the option is traded in.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the currency that the future is traded in, defaulted from the index if not set.
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
 
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the currency that the option is traded in.
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the currency of this payment.
getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Gets the currency of this payment.
getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the currency of the Ibor index.
getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct
Gets the currency that the security is traded in.
getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
Gets the currency of the position.
getCurrency() - Method in interface com.opengamma.strata.product.Security
Gets the currency that the security is traded in.
getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the currency that the security is traded in.
getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the payment currency.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the currency of the event.
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the currency of the swap leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the primary currency of the swap leg.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the payment currency of the leg.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Gets the currency of the payment resulting from the event.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the leg currency.
getCurrency() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
Gets the currency of the convention.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the currency of the leg from the index.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the currency of the swaption.
getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the currency of the swaption.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxNdf
 
getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.FxProduct
Gets the currency pair that the FX trade is based on, in conventional order.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the currency pair in conventional order.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the currency pair of the template.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the currency pair associated with the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the currency pair of the template.
getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Gets the currency pair of the template.
getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the date that the payment is made.
getDateCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the optional date code, populated for Weekly and Daily.
getDateDefinition() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Gets an explicit list of exercise dates.
getDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Gets an explicit list of exercise dates.
getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
Gets the sequence of dates that the future is based on.
getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
Gets the sequence of dates that the future is based on.
getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the sequence of dates that the future is based on.
getDayCount() - Method in class com.opengamma.strata.product.bond.Bill
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the day count of the period.
getDayCount() - Method in class com.opengamma.strata.product.credit.Cds
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the day count convention applicable.
getDayCount() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
Gets the day count of the convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCountDays() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
Gets the number of days in the calculation period.
getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the basket of deliverable bonds.
getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the basket of deliverable bonds.
getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the basket of deliverable bonds.
getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the delivery date.
getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the delivery date.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the period between the start date and the end date.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the period between the start date and the end date.
getDescription() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the human readable description of the product.
getDescription() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the description of the item.
getDescription() - Method in class com.opengamma.strata.product.ProductType
Gets the human-readable description of the type.
getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the detachment date.
getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the detachment date.
getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the method to use for discounting.
getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the method to use for discounting, providing a default result if no override specified.
getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the effective date.
getEffectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the effective protection end date of the period.
getEffectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the effective protection start date of the period.
getEndDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the end date of the product.
getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the end date of the product.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Gets the end date.
getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the last date of the rate calculation period.
getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the last date of the rate calculation period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the fixing date associated with the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
Gets the fixing date associated with the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the fixing date associated with the end date of the accrual period.
getEndDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the fixing date associated with the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the accrual end date of the swap.
getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the accrual end date of the swap.
getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the accrual end date of the leg.
getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the end date of the period.
getEndDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the days adjustment to apply to get the end date.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
Gets the business day adjustment to apply to the end date.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Gets the observation at the end.
getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the observation for interpolation at the end.
getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation for interpolation at the end.
getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
Gets the exchange identifier.
getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the ID of the exchange where the instruments derived from the product are traded.
getExchangeId() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
Gets the ID of the exchange where the instruments derived from the product are traded.
getExchangeId() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Gets the ID of the exchange where the instruments derived from the product are traded.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets ex-coupon period.
getExerciseDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
Gets the adjusted exercise date.
getExerciseInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the exercise information.
getExerciseInfo() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the exercise information, optional.
getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the expiry of the option.
getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the year-month of the expiry.
getExpiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the year-month of the expiry.
getExpiry() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the year-month of the expiry.
getExpiry() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Gets the year-month of the expiry.
getExpiry() - Method in interface com.opengamma.strata.product.fx.FxOptionProduct
Returns the product's expiry.
getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets the underlying Fx vanilla option's expiry.
getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the expiry of the option.
getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the expiry of the option.
getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date-time.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry time of the option.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the time-zone of the expiry time.
getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the later date.
getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Gets the foreign exchange transaction at the later date.
getFinalFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the fixing date time of the final caplet/floorlet period.
getFinalPeriod() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the final caplet/floorlet period.
getFinalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the final stub, optional.
getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in final stub, optional.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first delivery date.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the first delivery date.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the first delivery date.
getFirstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the offset of the first fixing date from the first adjusted reset date, optional.
getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the first index value
getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the first index value
getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the first index value
getFirstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the initial value of the index, optional.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first notice date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the first notice date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the first notice date.
getFirstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate of the first reset period, which may be a stub, optional.
getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate of the first regular reset period, optional.
getFirstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the fixed leg.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.Cds
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the fixed interest rate to be paid.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the fixed rate for the fixing date, optional.
getFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Gets the fixed rate to use in the stub.
getFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the fixed rate to use in the stub.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the resolved calendar that the index uses.
getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the fixing date of the index.
getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the fixing date of the index.
getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the applicable fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Gets the fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the offset of the FX reset fixing date from each adjusted accrual date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the fixing date-time of the index.
getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the fixing date-time of the index.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the base date that each fixing is made relative to, optional with defaulting getter.
getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Gets the list of fixings.
getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the fixing time.
getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the fixing time of the index.
getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the time-zone of the fixing time.
getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the time-zone of the fixing time.
getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the floating rate of interest.
getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the floating rate of interest.
getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the optional floorlet strike.
getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the optional floorlet strike.
getFloorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the optional floorlet strike.
getFloorlet() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the optional floorlet strike.
getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional floorlet strike.
getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the floor schedule, optional.
getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the floor schedule, optional.
getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the frequency of the bond payments.
getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the frequency of the bond payments.
getFrequency() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Gets the frequency of exercise between the earliest and latest dates.
getFutureValueNotional() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the future value notional.
getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the FX reset definition, optional.
getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the FX reset definition, optional.
getFxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the FX reset definition, optional.
getFxResetObservation() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
Gets the FX reset observation, optional.
getFxResetObservation() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the gearing multiplier, defaulted to 1.
getIborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the market convention of the floating leg.
getIborLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the market convention of the Ibor leg.
getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the rate to be observed.
getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the rate to be observed.
getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the Ibor rate observation.
getId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the ID of this contract specification.
getId() - Method in interface com.opengamma.strata.product.PortfolioItem
Gets the primary identifier for the portfolio item, optional.
getId() - Method in interface com.opengamma.strata.product.PortfolioItemInfo
Gets the primary identifier for the portfolio item, optional.
getId() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the identifier of the item, optional.
getId() - Method in class com.opengamma.strata.product.PositionInfo
Gets the primary identifier for the position, optional.
getId() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the security identifier.
getId() - Method in class com.opengamma.strata.product.TradeInfo
Gets the primary identifier for the trade, optional.
getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the Ibor index of the leg.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the swap index of the leg.
getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.Fra
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the underlying Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the Ibor index that the option is based on.
getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the underlying Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the underlying Overnight index.
getIndex() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the overnight index that the option is based on.
getIndex() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the underlying Overnight index.
getIndex() - Method in interface com.opengamma.strata.product.index.RateIndexSecurity
Get the rate index.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the Ibor index that the future is based on.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the Ibor index that the option is based on.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the Overnight index that the future is based on.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the overnight index that the option is based on.
getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the underlying index.
getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
Gets the underlying index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the Ibor index to be used for the stub.
getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
Gets the index of the convention.
getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the index of the underlying swap.
getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the index of the underlying swap.
getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets reference price index calculation method.
getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets reference price index calculation method.
getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
Gets the second Ibor index to be used for linear interpolation, optional.
getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the second Ibor index to be used for the stub, linearly interpolated.
getInfo() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in interface com.opengamma.strata.product.PortfolioItem
Gets the additional information about the portfolio item.
getInfo() - Method in interface com.opengamma.strata.product.Position
Gets the standard position information.
getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade
Gets the standard information.
getInfo() - Method in interface com.opengamma.strata.product.Security
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in interface com.opengamma.strata.product.Trade
Gets the standard trade information.
getInitialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the initial notional value, specified in the payment currency.
getInitialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the initial stub, optional.
getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in initial stub, optional.
getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the accrued interest.
getKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
Obtains the knock type.
getKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Gets the knock type.
getKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Gets the known amount to pay/receive for the stub.
getKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the known amount to pay/receive for the stub.
getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the positive period between the price index and the accrual date, typically a number of months.
getLag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the positive period between the price index and the accrual date, typically a number of months.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last delivery date.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last delivery date.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last delivery date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last notice date.
getLastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the optional end date of the last regular payment schedule period, which is the start date of the final stub.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the last date of trading, which is the same as the fixing date.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the last date of trading.
getLastTradeDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the days adjustment to apply to get the last trade date.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first pay or receive leg of the swap.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay or receive leg of the swap.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.Bill
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity
Get the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.credit.Cds
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the legal entity identifier.
getLegalEntityId() - Method in interface com.opengamma.strata.product.LegalEntity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.SimpleLegalEntity
Gets the legal entity identifier.
getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the legal entity identifiers.
getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the legal entity identifiers.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the legs of the swap.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap.
getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Gets the longer Ibor index observation.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the long quantity of the security.
getLongQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the long quantity of the security.
getLongShort() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets whether the option is long or short.
getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the maturity date.
getMethod() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
Gets the cash settlement method.
getName() - Method in class com.opengamma.strata.product.AttributeType
Gets the name.
getName() - Method in class com.opengamma.strata.product.common.CcpId
Returns the code identifying the CCP.
getName() - Method in class com.opengamma.strata.product.common.ExchangeId
Returns the Market Identifier Code (MIC) identifying the exchange.
getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention name.
getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the convention name, such as 'GBP-Deposit-ON'.
getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
Gets the name, such as 'USD-LIBOR-3M-IMM-CME'.
getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
getName() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the name, such as 'GBP-SONIA-3M-IMM-ICE'.
getName() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.LegalEntity
Gets the name of the legal entity.
getName() - Method in class com.opengamma.strata.product.SimpleLegalEntity
Gets the legal entity name.
getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the index name.
getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the convention name.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Gets the name that uniquely identifies this convention.
getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the earlier date.
getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Gets the foreign exchange transaction at the earlier date.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the negative rate method, defaulted to 'AllowNegative'.
getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the nominal payment of the product.
getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the nominal payment of the product.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the non-deliverable currency.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the non-deliverable currency.
getNotional() - Method in class com.opengamma.strata.product.bond.Bill
Gets the adjustable notional payment of the bill notional, the amount must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the adjustable notional payment of the bill notional, the amount must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the notional of underlying fixed coupon bonds.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the notional amount, must be non-zero.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the notional payment of the bill notional, the amount must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Obtains the notional of underlying fixed coupon bonds.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.credit.Cds
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the notional.
getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the notional.
getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the notional of the futures.
getNotional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the notional.
getNotional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the notional of the futures.
getNotional() - Method in class com.opengamma.strata.product.fra.Fra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the notional amount.
getNotional() - Method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Gets the notional.
getNotional() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
Gets the notional deposit that the contract models.
getNotional() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the notional deposit that the contract models.
getNotional() - Method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Gets the notional.
getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the amount of the notional.
getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
The notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the notional schedule.
getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX index observation.
getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the Ibor index observation to use to determine a rate for the reset period.
getObservation() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the underlying index observation.
getObservation() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the FX index observation.
getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the FX index observation.
getOption() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Gets the additional information if the ID is an option.
getOptionType() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the optional option type, such as 'American' or 'European', populated for Flex Options.
getOvernightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the market convention of the floating leg.
getOvernightLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the market convention of the overnight leg.
getOvernightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the rate to be observed.
getOvernightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the rate to be observed.
getOvernightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the Overnight rate observation.
getPayCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the currency amount in which the amount is paid.
getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first pay leg of the swap.
getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay leg of the swap.
getPayment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the payment.
getPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Gets the payment of the settlement.
getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Gets the payment to be made.
getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the payment.
getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the payment.
getPayment() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the notional exchange payment.
getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the payment amount.
getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
getPaymentDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the last payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Returns the date that the transaction settles.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the date that the payment is made.
getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the payment date adjustment, optional.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the offset of payment from the base calculation period date, defaulted to 'None'.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the payment date from the start date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
Gets the offset of the payment date from the base date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the additional payment events that are associated with the swap leg.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the payment events that are associated with the swap leg.
getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the payment on default.
getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the periodic payments based on the fixed rate.
getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the periodic payments based on the fixed rate.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the periodic payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the periodic payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds
Gets the payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the payment period schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the payment schedule.
getPaymentSchedule() - Method in interface com.opengamma.strata.product.swap.ScheduledSwapLeg
Gets the payment period schedule.
getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets whether the payment is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets whether the leg is pay or receive.
getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the periodic payments of the product.
getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the periodic payments of the product.
getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the end date.
getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the far date.
getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the near date.
getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Gets the period between the spot value date and the start date.
getPortfolioItemType() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the type of the item.
getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the premium of the swaption.
getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the premium of the swaption.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the style of the option premium.
getPrice() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the price at which the bill was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the clean price at which the bond was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Gets the price that was traded.
getPrice() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the price agreed when the trade occurred.
getPrice() - Method in class com.opengamma.strata.product.TradedPrice
Gets the price at which the trade was agreed.
getPriceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the information about the security price.
getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the information about the security price.
getProduct() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the bill that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the bill that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the resolved bill product.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the resolved capital indexed bond product.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the resolved fixed coupon bond product.
getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the cap/floor product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the resolved Ibor cap/floor product.
getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the CMS product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the resolved CMS product.
getProduct() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Gets the CDS index product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the CDS product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Gets the resolved CDS index product.
getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the resolved CDS product.
getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Gets the resolved Ibor Fixing Deposit product.
getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Gets the resolved Term Deposit product.
getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the term deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the DSF that was traded.
getProduct() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
getProduct() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the FRA product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Gets the resolved FRA product.
getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.fx.FxOptionTrade
 
getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the FX swap product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.fx.FxTrade
 
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Gets the resolved Non-Deliverable Forward (NDF) product.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Gets the resolved single FX product.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Gets the resolved FX swap product.
getProduct() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Gets the resolved barrier FX option product.
getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Gets the resolved vanilla FX option product.
getProduct() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getProduct() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Gets the resolved bullet payment product.
getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
Gets the product of the security that was traded.
getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Gets the resolved Swap product.
getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the resolved Swaption product.
getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the swaption product that was agreed when the trade occurred.
getProductType() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the type of the product.
getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the protection end date.
getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the protection end date.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.Cds
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the protection start of the day.
getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets put or call.
getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets put or call.
getPutCall() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets put or call.
getPutCall() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets put or call.
getPutCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets whether the option is a put or call.
getPutCall() - Method in class com.opengamma.strata.product.etd.SplitEtdOption
Gets whether the option is a put or call.
getPutCall() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Returns the put/call flag.
getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets whether the option is put or call.
getQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in interface com.opengamma.strata.product.Position
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the net quantity of the security.
getQuantity() - Method in interface com.opengamma.strata.product.SecurityQuantity
Gets the quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the quantity that was traded.
getQuote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
Gets the CDS quote.
getQuote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
Gets the CDS index quote.
getQuoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote
Gets the CDS quote convention.
getQuotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote
Gets the quoted value.
getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the fixed rate of interest.
getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the fixed interest rate to be paid.
getRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
Gets the fixed rate for overnight compounding.
getRate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
Gets the fixed rate to be paid.
getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the interest rate to be paid.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the inflation rate calculation.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the inflation rate calculation.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the inflation rate calculation.
getRateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the rate to be computed.
getRateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the rate to be computed.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the rate of real coupon.
getRebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
getRebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the currency amount in which the amount is received.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the currency amount in which the amount is received.
getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first receive leg of the swap.
getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first receive leg of the swap.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the reference currency, as defined in the contract.
getReferenceDataType() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in class com.opengamma.strata.product.LegalEntityId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId
Gets the type of data this identifier refers to.
getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the periodic frequency of reset dates.
getResetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the rate reset method, defaulted to 'Unweighted'.
getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the reset schedule, used when averaging rates, optional.
getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the roll convention of the bond payments.
getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the roll convention of the bond payments.
getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention defining how to roll dates, optional with defaulting getter.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the underlying security.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the security that was traded.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the underlying security.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the security that was traded.
getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the underlying ETD security.
getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdTrade
Gets the underlying ETD security.
getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the underlying security.
getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the security that was traded.
getSecurityId() - Method in class com.opengamma.strata.product.bond.Bill
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BillPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdTrade
Gets the security identifier of the trade.
getSecurityId() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Gets the security ID that was split.
getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurity
 
getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.Position
Gets the identifier of the underlying security.
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
 
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
 
getSecurityId() - Method in interface com.opengamma.strata.product.Security
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the identifier of the underlying security.
getSecurityId() - Method in interface com.opengamma.strata.product.SecurityQuantity
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the identifier of the security that was traded.
getSequenceDate() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the instructions that define which future is desired.
getSequenceDate() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
Gets the instructions that define which future is desired.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the settlement details of the bill trade.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the settlement details of the bond trade.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Gets the bond's settlement details.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the settlement details of the bond trade.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the settlement currency.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the settlement currency.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets the settlement date when the option is exercised.
getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the settlement date, optional.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Get the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the number of days between valuation date and settlement date.
getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the settlement notional.
getSettlementType() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.
getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
Gets the settlement type of swaption.
getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Gets the shorter Ibor index observation.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the short quantity of the security.
getShortQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the quantity that was traded.
getSimpleRate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
Calculates the simple interest rate associated with the compounded rate.
getSpecId() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
Gets the contract spec ID that was split.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Gets the offset of the spot value date from the trade date.
getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the spread rate, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the spread rate, defaulted to 0.
getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the fixed leg for the spread.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the spread leg.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getStandardId() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Gets the standard two-part identifier.
getStandardId() - Method in class com.opengamma.strata.product.LegalEntityId
Gets the standard two-part identifier.
getStandardId() - Method in class com.opengamma.strata.product.SecurityId
Gets the standard two-part identifier.
getStartDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the start date of the product.
getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the start date of the product.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Gets the start date.
getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the first date of the rate calculation period.
getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the first date of the rate calculation period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the fixing date associated with the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
Gets the fixing date associated with the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the fixing date associated with the start date of the accrual period.
getStartDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the fixing date associated with the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the accrual start date of the swap.
getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the accrual start date of the swap.
getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the accrual start date of the leg.
getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the start date of the period.
getStartDateAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Gets the business day adjustment to apply to get the start date.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
Gets the business day adjustment to apply to the start date.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the start index value.
getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Gets the start index value.
getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation at the start.
getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Gets the observation at the start.
getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation for interpolation at the start.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the number of days between valuation date and step-in date.
getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the strike value.
getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the strike value.
getStrike() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the strike value.
getStrike() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the strike value.
getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the strike value.
getStrike() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the strike rate.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the strike price, in decimal form, may be negative.
getStrikePrice() - Method in class com.opengamma.strata.product.etd.SplitEtdOption
Gets the strike price, in decimal form, may be negative.
getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the strike price, in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the strike price, in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the strike price, in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the strike price, in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the strike price, in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the strike price, in decimal form.
getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention defining how to handle stubs, optional with defaulting getter.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getSwapStartDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
Gets the adjusted swap start date.
getSwapStartDateOffset() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Gets the offset to the swap start date.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets settlement method.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets settlement method.
getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the template for creating a Fixed-Ibor or Fixed-Overnight swap.
getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the template for creating Fixed-Float swap.
getTenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Gets the tenor of the credit default swap.
getTenor() - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapTemplate
The associated swap tenor.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Gets the tenor of the swap.
getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the size of each tick.
getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the monetary value of one tick.
getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Gets total weight of all the fixings in this observation.
getTradeDate() - Method in class com.opengamma.strata.product.TradedPrice
Gets the trade date.
getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the price that was traded, together with the trade date, optional.
getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time, optional.
getTradeUnitValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Returns the value of a single tradeable unit of the security.
getType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the type of the contract - future or option.
getType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
getType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
getType() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the type of the contract - future or option.
getType() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the type of the contract - future or option.
getType() - Method in interface com.opengamma.strata.product.etd.EtdTrade
Gets the type of the contract that was traded.
getType() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the type of ETD - Monthly, Weekly or Daily.
getType() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
Gets the type of the contract - future or option.
getType() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Gets the type of the contract - future or option.
getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted end date.
getUnadjustedExerciseDate() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
Gets the unadjusted exercise date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted start date.
getUnderlying() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Gets the bond underlying the option.
getUnderlying() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Gets the bond underlying the option.
getUnderlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the underlying swap.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the underlying swap.
getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the expiry year-month of the underlying instrument.
getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.SplitEtdOption
Gets the expiry year-month of the underlying instrument.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Gets the underlying future.
getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the identifier of the underlying future.
getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the identifier of the underlying future.
getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Gets the identifier of the underlying future.
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
getUnderlyingIds() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security
Gets the set of underlying security identifiers.
getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the underlying Rate index that the leg is based on.
getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the underlying Rate index that the leg is based on.
getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets the underlying FX vanilla option.
getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets the underlying FX vanilla option.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the underlying swap.
getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
Gets the underlying CDS trade.
getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
Gets the underlying CDS index trade.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Gets the upfront fee of the product.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the upfront fee of the product.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Gets the upfront fee of the product.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the upfront fee of the product.
getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the amount of the payment.
getValue() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
Gets the amount.
getValueDate() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
Gets the value date.
getVariant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the variant of ETD.
getVariant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the variant of ETD.
getVariant() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the variant of ETD.
getVariant() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Gets the variant of ETD.
getVersion() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the version of the option, defaulted to zero.
getVersion() - Method in class com.opengamma.strata.product.etd.SplitEtdOption
Gets the version of the option, defaulted to zero.
getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the weight to apply to this fixing.
getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the positive weight used when interpolating.
getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the positive weight used when interpolating.
getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the year fraction.
getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the year fraction that the accrual period represents.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.Bill
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets yield convention.
getZone() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time-zone, optional.

H

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Checks if there is an ex-coupon period.
hashCode() - Method in class com.opengamma.strata.product.AttributeType
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.product.bond.Bill
 
hashCode() - Method in class com.opengamma.strata.product.bond.BillPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BillTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.Cms
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
hashCode() - Method in class com.opengamma.strata.product.common.CcpId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.common.ExchangeId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.credit.Cds
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsQuote
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.dsf.Dsf
 
hashCode() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
hashCode() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
hashCode() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
 
hashCode() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
 
hashCode() - Method in class com.opengamma.strata.product.etd.SplitEtdId
 
hashCode() - Method in class com.opengamma.strata.product.etd.SplitEtdOption
 
hashCode() - Method in class com.opengamma.strata.product.fra.Fra
 
hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurity
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
 
hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
hashCode() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
 
hashCode() - Method in class com.opengamma.strata.product.LegalEntityId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
hashCode() - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
hashCode() - Method in class com.opengamma.strata.product.PositionInfo
 
hashCode() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.SecurityId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.SecurityInfo
 
hashCode() - Method in class com.opengamma.strata.product.SecurityPosition
 
hashCode() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
hashCode() - Method in class com.opengamma.strata.product.SecurityTrade
 
hashCode() - Method in class com.opengamma.strata.product.SimpleAttributes
 
hashCode() - Method in class com.opengamma.strata.product.SimpleLegalEntity
 
hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxReset
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.Swap
 
hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
 
hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
 
hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
 
hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.TradedPrice
 
hashCode() - Method in class com.opengamma.strata.product.TradeInfo
 
HKEX - Static variable in class com.opengamma.strata.product.common.CcpIds
Hong Kong Exchange.
HUDX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Hungarian Derivative Energy Exchange.
HUPX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Hungarian Power Exchange.

I

IBOR_CAP_FLOOR - Static variable in class com.opengamma.strata.product.ProductType
IBOR_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
IBOR_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
IborAveragedFixing - Class in com.opengamma.strata.product.rate
A single fixing of an index that is observed by IborAveragedRateComputation.
IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedFixing.
IborAveragedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedRateComputation.
IborCapFloor - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor product.
IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloor.
IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor leg of a cap/floor product.
IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapFloorLeg.
IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloorLeg.
IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
A trade in an Ibor cap/floor.
IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapFloorTrade.
IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloorTrade.
IborCapletFloorletBinaryPeriod - Class in com.opengamma.strata.product.capfloor
A period over which an Ibor caplet/floorlet binary payoff is paid.
IborCapletFloorletBinaryPeriod.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapletFloorletBinaryPeriod.
IborCapletFloorletBinaryPeriod.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapletFloorletBinaryPeriod.
IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor
A period over which an Ibor caplet/floorlet payoff is paid.
IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapletFloorletPeriod.
IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapletFloorletPeriod.
IborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit.
IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDeposit.
IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDeposit.
IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating an Ibor fixing deposit trade.
IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for IborFixingDepositTemplate.
IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for IborFixingDepositTemplate.
IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in an Ibor fixing deposit.
IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDepositTrade.
IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDepositTrade.
IborFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Ibor index.
IborFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFuture.
IborFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFuture.
IborFutureContractSpec - Interface in com.opengamma.strata.product.index.type
A contract specification for exchange traded Ibor Futures.
IborFutureContractSpecs - Class in com.opengamma.strata.product.index.type
Market standard Ibor future conventions.
IborFutureConvention - Interface in com.opengamma.strata.product.index.type
Deprecated.
IborFutureConventions - Class in com.opengamma.strata.product.index.type
Deprecated.
IborFutureOption - Class in com.opengamma.strata.product.index
A futures option contract, based on an Ibor index.
IborFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOption.
IborFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOption.
IborFutureOptionPosition - Class in com.opengamma.strata.product.index
A position in an option on a futures contract based on an Ibor index.
IborFutureOptionPosition.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionPosition.
IborFutureOptionPosition.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionPosition.
IborFutureOptionSecurity - Class in com.opengamma.strata.product.index
A security representing a futures option contract, based on an Ibor index.
IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionSecurity.
IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionSecurity.
IborFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade representing an option on a futures contract based on an Ibor index.
IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionTrade.
IborFuturePosition - Class in com.opengamma.strata.product.index
A position in a futures contract based on an Ibor index.
IborFuturePosition.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFuturePosition.
IborFuturePosition.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFuturePosition.
IborFutureSecurity - Class in com.opengamma.strata.product.index
A security representing a futures contract based on an Ibor index.
IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureSecurity.
IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureSecurity.
IborFutureTemplate - Class in com.opengamma.strata.product.index.type
A template for creating an Ibor Future trade.
IborFutureTrade - Class in com.opengamma.strata.product.index
A trade representing a futures contract based on an Ibor index.
IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureTrade.
IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureTrade.
IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Ibor-Ibor swap conventions.
IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborIborSwapTemplate.
IborInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborInterpolatedRateComputation.
iborLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the market convention of the floating leg.
iborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the iborLeg property.
iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the rate to be observed.
iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the iborRate property.
iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the rate to be observed.
iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the iborRate property.
iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the Ibor rate observation.
iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the iborRate property.
IborRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Ibor index.
IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for IborRateCalculation.
IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for IborRateCalculation.
IborRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate of interest from a single Ibor index.
IborRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborRateComputation.
IborRateResetMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to process a floating rate reset schedule.
IborRateStubCalculation - Class in com.opengamma.strata.product.swap
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
IborRateStubCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for IborRateStubCalculation.
IborRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for IborRateStubCalculation.
IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborRateSwapLegConvention.
ICE_EU - Static variable in class com.opengamma.strata.product.common.CcpIds
Intercontinental Exchange (EU).
ICE_US - Static variable in class com.opengamma.strata.product.common.CcpIds
Intercontinental Exchange (US).
id() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the id property.
id(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the ID of the contract specification.
id(StandardId) - Method in interface com.opengamma.strata.product.PortfolioItemInfoBuilder
Sets the primary identifier for the position, optional.
id(StandardId) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the identifier of the item, optional.
id() - Method in class com.opengamma.strata.product.PositionInfo.Meta
The meta-property for the id property.
id(StandardId) - Method in class com.opengamma.strata.product.PositionInfoBuilder
Sets the primary identifier for the position, optional.
id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the id property.
id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Sets the security identifier.
id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the id property.
id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the primary identifier for the trade, optional.
IFEN - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Oil and Refined Products Division.
IFLL - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Financial Products Division.
IFLO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Equity Products Division.
IFLX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Agricultural Products Division.
IFUS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures U.S.
IFUT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - European Utilities Division.
ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
A market convention for credit default swap trades.
ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
The bean-builder for ImmutableCdsConvention.
ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for ImmutableCdsConvention.
ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedIborSwapConvention.
ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedIborSwapConvention.
ImmutableFixedInflationSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Inflation swap trades.
ImmutableFixedInflationSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedInflationSwapConvention.
ImmutableFixedInflationSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedInflationSwapConvention.
ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedOvernightSwapConvention.
ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedOvernightSwapConvention.
ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for ImmutableFraConvention.
ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for ImmutableFraConvention.
ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
A market convention for FX swap trades
ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for ImmutableFxSwapConvention.
ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for ImmutableFxSwapConvention.
ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableIborFixingDepositConvention.
ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableIborFixingDepositConvention.
ImmutableIborFutureContractSpec - Class in com.opengamma.strata.product.index.type
A contract specification for exchange traded Ibor Futures.
ImmutableIborFutureContractSpec.Builder - Class in com.opengamma.strata.product.index.type
The bean-builder for ImmutableIborFutureContractSpec.
ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
Deprecated.
The bean-builder for ImmutableIborFutureConvention.
ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
Deprecated.
The meta-bean for ImmutableIborFutureConvention.
ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableIborIborSwapConvention.
ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableIborIborSwapConvention.
ImmutableOvernightFutureContractSpec - Class in com.opengamma.strata.product.index.type
A contract specification for exchange traded Overnight Futures.
ImmutableOvernightFutureContractSpec.Builder - Class in com.opengamma.strata.product.index.type
The bean-builder for ImmutableOvernightFutureContractSpec.
ImmutableOvernightIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
ImmutableOvernightIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableOvernightIborSwapConvention.
ImmutableOvernightIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableOvernightIborSwapConvention.
ImmutableSwapIndex - Class in com.opengamma.strata.product.swap
A swap index implementation based on an immutable set of rules.
ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ImmutableSwapIndex.
ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ImmutableSwapIndex.
ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableTermDepositConvention.
ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableTermDepositConvention.
ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableThreeLegBasisSwapConvention.
ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableThreeLegBasisSwapConvention.
ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades.
ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyOvernightOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for cross-currency overnight-overnight swap trades.
ImmutableXCcyOvernightOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableXCcyOvernightOvernightSwapConvention.
ImmutableXCcyOvernightOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableXCcyOvernightOvernightSwapConvention.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the index property.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the index defining the FX rate to observe on the fixing date.
index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the underlying Ibor index.
index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the underlying Ibor index.
index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the underlying Overnight index.
index() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the underlying Overnight index.
index() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
Sets the Ibor index.
index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the Overnight index.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the FX index used to obtain the FX reset rate.
index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the Ibor index to be used for the stub.
index() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the index of prices.
index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the Price index.
index() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the index property.
indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets reference price index calculation method.
indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the indexCalculationMethod property.
indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets reference price index calculation method.
indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the indexCalculationMethod property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the second Ibor index to be used for linear interpolation, optional.
indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the indexInterpolated property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the second Ibor index to be used for the stub, linearly interpolated.
indexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the indexInterpolated property.
InflationEndInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
InflationEndInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationEndInterpolatedRateComputation.
InflationEndMonthRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index where the start index value is known.
InflationEndMonthRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationEndMonthRateComputation.
InflationInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index with interpolation.
InflationInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationInterpolatedRateComputation.
InflationMonthlyRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index.
InflationMonthlyRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationMonthlyRateComputation.
InflationRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for InflationRateCalculation.
InflationRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on a price index.
InflationRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for InflationRateSwapLegConvention.
InflationRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for InflationRateSwapLegConvention.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the info property.
info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the info property.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the initialExchange property.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the initialExchange property.
initialNotionalValue(Double) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the initial notional value, specified in the payment currency.
initialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the initialNotionalValue property.
initialStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the initial stub, optional.
initialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the initialStub property.
initialStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in initial stub, optional.
initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the initialStub property.
INSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
NSE International Exchange.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the intermediateExchange property.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the intermediateExchange property.
inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Returns the inverse transaction.
inverseKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
Obtains an instance with knock type inverted.
inverseKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
isAccruedInterest() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Check if the accrued premium is paid.
isActive() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets whether the index is active, defaulted to true.
isActive() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets whether the index is active.
isAllDates() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Gets whether all dates are valid dates for swaption exercise between the first and last date.
isAmerican() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Checks if the exercise is American.
isAmerican() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Checks if the exercise is American.
isBeginning() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Check if the type is 'Beginning'.
isBermudan() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Checks if the exercise is Bermudan.
isBermudan() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Checks if the exercise is Bermudan.
isBuy() - Method in enum com.opengamma.strata.product.common.BuySell
Checks if the type is 'Buy'.
isCall() - Method in enum com.opengamma.strata.product.common.PutCall
Checks if the type is 'Call'.
isCap() - Method in enum com.opengamma.strata.product.common.CapFloor
Checks if the type is 'Cap'.
isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Checks whether compounding applies.
isCrossCurrency() - Method in interface com.opengamma.strata.product.fx.FxProduct
 
isCrossCurrency() - Method in interface com.opengamma.strata.product.Product
Checks if this product is cross-currency.
isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Checks if this trade is cross-currency.
isDown() - Method in enum com.opengamma.strata.product.option.BarrierType
Checks if the type is 'Down'.
isEuropean() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Checks if the exercise is European.
isEuropean() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Checks if the exercise is European.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the final notional.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the final notional.
isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is 'Fixed'.
isFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Checks if the stub has a fixed rate.
isFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has a fixed rate.
isFlex() - Method in class com.opengamma.strata.product.etd.EtdVariant
Checks if the variant is a Flex Future or Flex Option.
isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
isFloatingRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has a floating rate.
isFloor() - Method in enum com.opengamma.strata.product.common.CapFloor
Checks if the type is 'Floor'.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the initial notional.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the initial notional.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has an interpolated rate.
isKnockIn() - Method in enum com.opengamma.strata.product.option.KnockType
Checks if the type is 'Knock-in'.
isKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Checks if the stub has a known amount.
isKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has a known amount.
isKnownAmountAt(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
isKnownAmountAt(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
isKnownAmountAt(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Checks whether the payment amount of an event is known at a given date.
isLong() - Method in enum com.opengamma.strata.product.common.LongShort
Checks if the type is 'Long'.
isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the flag indicating whether to exchange the notional.
isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the flag indicating whether to exchange the notional.
isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the flag indicating whether to exchange the notional.
isPay() - Method in enum com.opengamma.strata.product.common.PayReceive
Checks if the type is 'Pay'.
isPut() - Method in enum com.opengamma.strata.product.common.PutCall
Checks if the type is 'Put'.
isReceive() - Method in enum com.opengamma.strata.product.common.PayReceive
Checks if the type is 'Receive'.
isSell() - Method in enum com.opengamma.strata.product.common.BuySell
Checks if the type is 'Sell'.
isShort() - Method in enum com.opengamma.strata.product.common.LongShort
Checks if the type is 'Short'.

J

JCCH - Static variable in class com.opengamma.strata.product.common.CcpIds
Japan Commodity Clearing House.
JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-LIBOR-6M' swap convention.
JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.
JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
JPY_FIXED_ZC_JP_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.
JPY_LIBOR_1M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-1M-LIBOR-6M' swap convention.
JPY_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-3M-LIBOR-6M' swap convention.
JPY_LIBOR_6M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-6M-TIBOR-EUROYEN-6M' swap convention.
JPY_LIBOR_6M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-6M-TIBOR-JAPAN-6M' swap convention.
JPY_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
JPY-dominated standardized credit default swap.
JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBOR-EUROYEN-1M-TIBOR-EUROYEN-6M' swap convention.
JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBOR-EUROYEN-3M-TIBOR-EUROYEN-6M' swap convention.
JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBORJ-1M-TIBOR-JAPAN-6M' swap convention.
JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBOR-JAPAN-3M-TIBOR-JAPAN-6M' swap convention.
JPY_TONA_3M_USD_SOFR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConventions
The 'JPY-TONA-3M-USD-SOFR-3M' swap convention.
JPY_US_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
JPY-dominated standardized credit default swap.
JSCC - Static variable in class com.opengamma.strata.product.common.CcpIds
Japan Securities Clearing Corporation.

K

KnockType - Enum in com.opengamma.strata.product.option
The knock type of barrier event.
knockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the knockType property.
knownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
The meta-property for the knownAmount property.
knownAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the known amount to pay/receive for the stub.
knownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the knownAmount property.
KnownAmountBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A period within a swap that results in a known amount.
KnownAmountBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for KnownAmountBondPaymentPeriod.
KnownAmountBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for KnownAmountBondPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod - Class in com.opengamma.strata.product.swap
A period within a swap that results in a known amount.
KnownAmountNotionalSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap
A fixed swap leg defined in terms of known amounts.
KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountSwapLeg.
KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountSwapLeg.
KnownAmountSwapPaymentPeriod - Class in com.opengamma.strata.product.swap
A period within a swap that results in a known amount.
KnownAmountSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountSwapPaymentPeriod.
KnownAmountSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountSwapPaymentPeriod.

L

lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the positive period between the price index and the accrual date, typically a number of months.
lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the lag property.
lag(Period) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the positive period between the price index and the accrual date, typically a number of months.
lag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the lag property.
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last delivery date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastDeliveryDate property.
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last delivery date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastDeliveryDate property.
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last delivery date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastDeliveryDate property.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastNoticeDate property.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastNoticeDate property.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastNoticeDate property.
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the optional end date of the last regular payment schedule period, which is the start date of the final stub.
lastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the lastRegularEndDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDateAdjustment(DaysAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the days adjustment to apply to get the last trade date.
LCH - Static variable in class com.opengamma.strata.product.common.CcpIds
London Clearing House.
LegalEntity - Interface in com.opengamma.strata.product
A legal entity.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the legalEntityId property.
LegalEntityId - Class in com.opengamma.strata.product
An identifier for a legal entity.
legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the legal entity identifiers.
legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the legalEntityIds property in the builder from an array of objects.
legalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the legalEntityIds property.
legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the legal entity identifiers.
legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the legalEntityIds property in the builder from an array of objects.
legalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the legalEntityIds property.
LegalEntitySecurity - Interface in com.opengamma.strata.product.bond
An instrument representing a security associated with a legal entity.
legs(List<ResolvedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
Sets the legs of the swap.
legs(ResolvedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the legs property.
legs(List<? extends SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs of the swap.
legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the legs property.
LME - Static variable in class com.opengamma.strata.product.common.CcpIds
London Metal Exchange Clear.
longObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
The meta-property for the longObservation property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the longQuantity property.
longShort(LongShort) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
The meta-property for the longShort property.
LongShort - Enum in com.opengamma.strata.product.common
Flag indicating whether a trade is "long" or "short".
longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the longShort property.

M

meta() - Static method in class com.opengamma.strata.product.bond.Bill
The meta-bean for Bill.
meta() - Static method in class com.opengamma.strata.product.bond.BillPosition
The meta-bean for BillPosition.
meta() - Static method in class com.opengamma.strata.product.bond.BillSecurity
The meta-bean for BillSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BillTrade
The meta-bean for BillTrade.
meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
The meta-bean for BondFuture.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
The meta-bean for BondFutureOption.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
The meta-bean for BondFutureOptionPosition.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
The meta-bean for BondFutureOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
The meta-bean for BondFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
The meta-bean for BondFuturePosition.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
The meta-bean for BondFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
The meta-bean for BondFutureTrade.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
The meta-bean for CapitalIndexedBond.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
The meta-bean for CapitalIndexedBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
The meta-bean for CapitalIndexedBondPosition.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
The meta-bean for CapitalIndexedBondSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
The meta-bean for CapitalIndexedBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
The meta-bean for FixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondOption
The meta-bean for FixedCouponBondOption.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
The meta-bean for FixedCouponBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
The meta-bean for FixedCouponBondPosition.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
The meta-bean for FixedCouponBondSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
The meta-bean for FixedCouponBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
The meta-bean for KnownAmountBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBill
The meta-bean for ResolvedBill.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade
The meta-bean for ResolvedBillTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
The meta-bean for ResolvedBondFuture.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
The meta-bean for ResolvedBondFutureOption.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
The meta-bean for ResolvedBondFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
The meta-bean for ResolvedBondFutureTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The meta-bean for ResolvedCapitalIndexedBond.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
The meta-bean for ResolvedCapitalIndexedBondSettlement.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
The meta-bean for ResolvedCapitalIndexedBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The meta-bean for ResolvedFixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
The meta-bean for ResolvedFixedCouponBondOption.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
The meta-bean for ResolvedFixedCouponBondSettlement.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
The meta-bean for ResolvedFixedCouponBondTrade.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
The meta-bean for IborCapFloor.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
The meta-bean for IborCapFloorLeg.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
The meta-bean for IborCapFloorTrade.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
The meta-bean for IborCapletFloorletBinaryPeriod.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
The meta-bean for IborCapletFloorletPeriod.
meta() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
The meta-bean for OvernightInArrearsCapletFloorletBinaryPeriod.
meta() - Static method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
The meta-bean for OvernightInArrearsCapletFloorletPeriod.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
The meta-bean for ResolvedIborCapFloor.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
The meta-bean for ResolvedIborCapFloorLeg.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
The meta-bean for ResolvedIborCapFloorTrade.
meta() - Static method in class com.opengamma.strata.product.cms.Cms
The meta-bean for Cms.
meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg
The meta-bean for CmsLeg.
meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
The meta-bean for CmsPeriod.
meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade
The meta-bean for CmsTrade.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms
The meta-bean for ResolvedCms.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
The meta-bean for ResolvedCmsLeg.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
The meta-bean for ResolvedCmsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.Cds
The meta-bean for Cds.
meta() - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
The meta-bean for CdsCalibrationTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CdsIndex
The meta-bean for CdsIndex.
meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
The meta-bean for CdsIndexCalibrationTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
The meta-bean for CdsIndexTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CdsQuote
The meta-bean for CdsQuote.
meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
The meta-bean for CdsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
The meta-bean for CreditCouponPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
The meta-bean for ResolvedCds.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
The meta-bean for ResolvedCdsIndex.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
The meta-bean for ResolvedCdsIndexTrade.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
The meta-bean for ResolvedCdsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
The meta-bean for DatesCdsTemplate.
meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
The meta-bean for ImmutableCdsConvention.
meta() - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
The meta-bean for TenorCdsTemplate.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
The meta-bean for IborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
The meta-bean for IborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
The meta-bean for ResolvedIborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
The meta-bean for ResolvedIborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
The meta-bean for ResolvedTermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
The meta-bean for ResolvedTermDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
The meta-bean for TermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
The meta-bean for TermDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
The meta-bean for IborFixingDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
The meta-bean for ImmutableIborFixingDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
The meta-bean for ImmutableTermDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
The meta-bean for TermDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.dsf.Dsf
The meta-bean for Dsf.
meta() - Static method in class com.opengamma.strata.product.dsf.DsfPosition
The meta-bean for DsfPosition.
meta() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
The meta-bean for DsfSecurity.
meta() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
The meta-bean for DsfTrade.
meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
The meta-bean for ResolvedDsf.
meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
The meta-bean for ResolvedDsfTrade.
meta() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
The meta-bean for EtdContractSpec.
meta() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
The meta-bean for EtdFuturePosition.
meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
The meta-bean for EtdFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
The meta-bean for EtdFutureTrade.
meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
The meta-bean for EtdOptionPosition.
meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
The meta-bean for EtdOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
The meta-bean for EtdOptionTrade.
meta() - Static method in class com.opengamma.strata.product.etd.EtdVariant
The meta-bean for EtdVariant.
meta() - Static method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
The meta-bean for SplitEtdContractSpecId.
meta() - Static method in class com.opengamma.strata.product.etd.SplitEtdId
The meta-bean for SplitEtdId.
meta() - Static method in class com.opengamma.strata.product.etd.SplitEtdOption
The meta-bean for SplitEtdOption.
meta() - Static method in class com.opengamma.strata.product.fra.Fra
The meta-bean for Fra.
meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
The meta-bean for FraTrade.
meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
The meta-bean for ResolvedFra.
meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
The meta-bean for ResolvedFraTrade.
meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
The meta-bean for FraTemplate.
meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
The meta-bean for ImmutableFraConvention.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
The meta-bean for FxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
The meta-bean for FxNdfTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
The meta-bean for FxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
The meta-bean for FxSingleTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
The meta-bean for FxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
The meta-bean for FxSwapTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
The meta-bean for ResolvedFxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
The meta-bean for ResolvedFxNdfTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
The meta-bean for ResolvedFxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
The meta-bean for ResolvedFxSingleTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
The meta-bean for ResolvedFxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
The meta-bean for ResolvedFxSwapTrade.
meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
The meta-bean for FxSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
The meta-bean for ImmutableFxSwapConvention.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
The meta-bean for FxSingleBarrierOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
The meta-bean for FxSingleBarrierOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
The meta-bean for FxVanillaOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
The meta-bean for FxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
The meta-bean for ResolvedFxSingleBarrierOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
The meta-bean for ResolvedFxSingleBarrierOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
The meta-bean for ResolvedFxVanillaOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
The meta-bean for ResolvedFxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.product.GenericSecurity
The meta-bean for GenericSecurity.
meta() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
The meta-bean for GenericSecurityPosition.
meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
The meta-bean for GenericSecurityTrade.
meta() - Static method in class com.opengamma.strata.product.index.IborFuture
The meta-bean for IborFuture.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
The meta-bean for IborFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
The meta-bean for IborFutureOptionPosition.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
The meta-bean for IborFutureOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
The meta-bean for IborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.IborFuturePosition
The meta-bean for IborFuturePosition.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
The meta-bean for IborFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
The meta-bean for IborFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFuture
The meta-bean for OvernightFuture.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureOption
The meta-bean for OvernightFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
The meta-bean for OvernightFutureOptionPosition.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
The meta-bean for OvernightFutureOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
The meta-bean for OvernightFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
The meta-bean for OvernightFuturePosition.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity
The meta-bean for OvernightFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade
The meta-bean for OvernightFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
The meta-bean for ResolvedIborFuture.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
The meta-bean for ResolvedIborFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
The meta-bean for ResolvedIborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
The meta-bean for ResolvedIborFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
The meta-bean for ResolvedOvernightFuture.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
The meta-bean for ResolvedOvernightFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
The meta-bean for ResolvedOvernightFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
The meta-bean for ResolvedOvernightFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
The meta-bean for IborFutureTemplate.
meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
The meta-bean for ImmutableIborFutureContractSpec.
meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
The meta-bean for ImmutableIborFutureConvention.
meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
The meta-bean for ImmutableOvernightFutureContractSpec.
meta() - Static method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
The meta-bean for OvernightFutureTemplate.
meta() - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
The meta-bean for SimpleConstantContinuousBarrier.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
The meta-bean for BulletPayment.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
The meta-bean for BulletPaymentTrade.
meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
The meta-bean for ResolvedBulletPayment.
meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
The meta-bean for ResolvedBulletPaymentTrade.
meta() - Static method in class com.opengamma.strata.product.PortfolioItemSummary
The meta-bean for PortfolioItemSummary.
meta() - Static method in class com.opengamma.strata.product.PositionInfo
The meta-bean for PositionInfo.
meta() - Static method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
The meta-bean for FixedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
The meta-bean for IborAveragedFixing.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
The meta-bean for IborAveragedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
The meta-bean for IborInterpolatedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.IborRateComputation
The meta-bean for IborRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
The meta-bean for InflationEndInterpolatedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
The meta-bean for InflationEndMonthRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
The meta-bean for InflationInterpolatedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
The meta-bean for InflationMonthlyRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
The meta-bean for OvernightAveragedDailyRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
The meta-bean for OvernightAveragedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
The meta-bean for OvernightCompoundedAnnualRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
The meta-bean for OvernightCompoundedRateComputation.
meta() - Static method in class com.opengamma.strata.product.SecurityInfo
The meta-bean for SecurityInfo.
meta() - Static method in class com.opengamma.strata.product.SecurityPosition
The meta-bean for SecurityPosition.
meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo
The meta-bean for SecurityPriceInfo.
meta() - Static method in class com.opengamma.strata.product.SecurityTrade
The meta-bean for SecurityTrade.
meta() - Static method in class com.opengamma.strata.product.SimpleAttributes
The meta-bean for SimpleAttributes.
meta() - Static method in class com.opengamma.strata.product.SimpleLegalEntity
The meta-bean for SimpleLegalEntity.
meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
The meta-bean for FixedRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
The meta-bean for FixedRateStubCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
The meta-bean for FutureValueNotional.
meta() - Static method in class com.opengamma.strata.product.swap.FxReset
The meta-bean for FxReset.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
The meta-bean for FxResetCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
The meta-bean for FxResetNotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
The meta-bean for IborRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
The meta-bean for IborRateStubCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
The meta-bean for ImmutableSwapIndex.
meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
The meta-bean for InflationRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
The meta-bean for KnownAmountSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
The meta-bean for KnownAmountSwapPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
The meta-bean for NotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
The meta-bean for NotionalSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
The meta-bean for OvernightRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
The meta-bean for PaymentSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
The meta-bean for RateAccrualPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
The meta-bean for RateCalculationSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
The meta-bean for RatePaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
The meta-bean for RatePeriodSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
The meta-bean for ResetSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
The meta-bean for ResolvedSwap.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
The meta-bean for ResolvedSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
The meta-bean for ResolvedSwapTrade.
meta() - Static method in class com.opengamma.strata.product.swap.Swap
The meta-bean for Swap.
meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
The meta-bean for SwapTrade.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
The meta-bean for FixedIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
The meta-bean for FixedInflationSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
The meta-bean for FixedOvernightSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
The meta-bean for FixedRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
The meta-bean for IborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The meta-bean for IborRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
The meta-bean for ImmutableFixedIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
The meta-bean for ImmutableFixedInflationSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
The meta-bean for ImmutableFixedOvernightSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
The meta-bean for ImmutableIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
The meta-bean for ImmutableOvernightIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
The meta-bean for ImmutableThreeLegBasisSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
The meta-bean for ImmutableXCcyIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
The meta-bean for ImmutableXCcyOvernightOvernightSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
The meta-bean for InflationRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
The meta-bean for OvernightIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
The meta-bean for OvernightRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
The meta-bean for ThreeLegBasisSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
The meta-bean for XCcyIborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
The meta-bean for XCcyOvernightOvernightSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
The meta-bean for CashSwaptionSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
The meta-bean for PhysicalSwaptionSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
The meta-bean for ResolvedSwaption.
meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
The meta-bean for ResolvedSwaptionTrade.
meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
The meta-bean for Swaption.
meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise
The meta-bean for SwaptionExercise.
meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
The meta-bean for SwaptionExerciseDate.
meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
The meta-bean for SwaptionExerciseDates.
meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
The meta-bean for SwaptionTrade.
meta() - Static method in class com.opengamma.strata.product.TradedPrice
The meta-bean for TradedPrice.
meta() - Static method in class com.opengamma.strata.product.TradeInfo
The meta-bean for TradeInfo.
metaBean() - Method in class com.opengamma.strata.product.bond.Bill
 
metaBean() - Method in class com.opengamma.strata.product.bond.BillPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BillTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.Cms
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.Cds
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsQuote
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.dsf.Dsf
 
metaBean() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
metaBean() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
metaBean() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdVariant
 
metaBean() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
 
metaBean() - Method in class com.opengamma.strata.product.etd.SplitEtdId
 
metaBean() - Method in class com.opengamma.strata.product.etd.SplitEtdOption
 
metaBean() - Method in class com.opengamma.strata.product.fra.Fra
 
metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurity
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
 
metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
metaBean() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
 
metaBean() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
metaBean() - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
metaBean() - Method in class com.opengamma.strata.product.PositionInfo
 
metaBean() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.SecurityInfo
 
metaBean() - Method in class com.opengamma.strata.product.SecurityPosition
 
metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
metaBean() - Method in class com.opengamma.strata.product.SecurityTrade
 
metaBean() - Method in class com.opengamma.strata.product.SimpleAttributes
 
metaBean() - Method in class com.opengamma.strata.product.SimpleLegalEntity
 
metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.Swap
 
metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
 
metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
 
metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
 
metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.TradedPrice
 
metaBean() - Method in class com.opengamma.strata.product.TradeInfo
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
 
metaPropertyMap() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
method() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
The meta-property for the method property.
MGEX - Static variable in class com.opengamma.strata.product.common.CcpIds
Minneapolis Grain Exchange.
MONTHLY - Static variable in class com.opengamma.strata.product.etd.EtdVariant
The standard Monthly type.

N

NAME - Static variable in class com.opengamma.strata.product.AttributeType
Key used to access the name.
name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention name.
name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the convention name, such as 'GBP-Deposit-ON'.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the convention name, such as 'EUR/USD', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
Sets the name, such as 'USD-LIBOR-3M-IMM-CME'.
name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the name, such as 'GBP-SONIA-3M-IMM-ICE'.
name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the index name.
name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the convention name.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
The meta-property for the name property.
nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the nearLeg property.
nearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
The meta-property for the nearLeg property.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the negativeRateMethod property.
NegativeRateMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to handle a negative interest rate.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the negativeRateMethod property.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the negativeRateMethod property.
NEXO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Norexeco.
NLPX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
APX Power Nl.
NODX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Nodal Exchange.
nominalPayment(CapitalIndexedBondPaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the nominal payment of the product.
nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the nominalPayment property.
nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the nominal payment of the product.
nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the nominalPayment property.
NONE - Static variable in class com.opengamma.strata.product.swap.FixedRateStubCalculation
An instance that has no special rate handling.
NONE - Static variable in class com.opengamma.strata.product.swap.IborRateStubCalculation
An instance that has no special rate handling.
normalize(double) - Method in enum com.opengamma.strata.product.common.BuySell
Normalizes the specified notional amount using this buy/sell rule.
normalize(Decimal) - Method in enum com.opengamma.strata.product.common.BuySell
Normalizes the specified Decimal amount using this buy/sell rule.
normalize(CurrencyAmount) - Method in enum com.opengamma.strata.product.common.BuySell
Normalizes the specified amount using this buy/sell rule.
normalize(BigMoney) - Method in enum com.opengamma.strata.product.common.BuySell
Normalizes the specified BigMoney amount using this buy/sell rule.
normalize(double) - Method in enum com.opengamma.strata.product.common.PayReceive
Normalizes the specified notional amount using this pay/receive rule.
normalize(Decimal) - Method in enum com.opengamma.strata.product.common.PayReceive
Normalizes the specified notional amount using this pay/receive rule.
normalize(CurrencyAmount) - Method in enum com.opengamma.strata.product.common.PayReceive
Normalizes the specified amount using this pay/receive rule.
normalize(BigMoney) - Method in enum com.opengamma.strata.product.common.PayReceive
Normalizes the specified BigMoney amount using this pay/receive rule.
normalized() - Method in class com.opengamma.strata.product.AttributeType
Returns the normalized form of the attribute type.
NORX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Nasdaq Commodity Exchange.
notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the adjustable notional payment of the bill notional, the amount must be positive.
notional() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the notional property.
notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the adjustable notional payment of the bill notional, the amount must be positive.
notional() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the notional amount, must be non-zero.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the notional property.
notional(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the notional payment of the bill notional, the amount must be positive.
notional() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the notional property.
notional(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the notional property.
notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the notional of the futures.
notional() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the notional.
notional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the notional of the futures.
notional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
Sets the notional deposit that the contract models.
notional(double) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the notional deposit that the contract models.
notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the notional property.
notionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the notionalAmount property.
notionalAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the notionalAmount property.
NotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties.
notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the flag indicating whether to exchange the notional.
notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the notionalExchange property.
notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the flag indicating whether to exchange the notional.
notionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the notionalExchange property.
notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the flag indicating whether to exchange the notional.
notionalExchange() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the notionalExchange property.
NotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalExchange.
NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment calculated using a notional.
NotionalSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of notional amounts.
notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the notional schedule.
notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the notionalSchedule property.
NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for NotionalSchedule.
NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalSchedule.
NPGA - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Gaspoint Nordic.
NZFX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
New Zealand Futures & Options.

O

observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the FX index observation.
observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the observation property.
observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the Ibor index observation to use to determine a rate for the reset period.
observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the observation property.
observeOn(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Creates an observation object for the specified fixing date.
OCC - Static variable in class com.opengamma.strata.product.common.CcpIds
Options Clearing Corporation.
of(AttributeType<T>, T) - Static method in interface com.opengamma.strata.product.Attributes
Obtains an instance with a single attribute.
of(String) - Static method in class com.opengamma.strata.product.AttributeType
Obtains an instance from the specified name, which should be pre-registered.
of(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Obtains an instance from the specified name.
of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Obtains an instance based on a payment and schedule period.
of(LocalDate, double, BondPaymentPeriod) - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Obtains an instance from the settlement date, price and amount.
of(LocalDate, double) - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
Obtains an instance from the settlement date and price.
of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
Obtains an instance from a cap/floor leg with no pay leg.
of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
Obtains an instance from a cap/floor leg and a pay leg.
of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Obtains an instance from a cap/floor leg with no pay leg.
of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Obtains an instance from a cap/floor leg and a pay leg.
of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg with no pay leg.
of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Obtains an instance from the specified name.
of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
Obtains an instance from a CMS leg with no pay leg.
of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.common.BuySell
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.common.CapFloor
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.product.common.CcpId
Obtains an identifier for the CCP.
of(String) - Static method in class com.opengamma.strata.product.common.ExchangeId
Returns an identifier for the exchange.
of(String) - Static method in enum com.opengamma.strata.product.common.LongShort
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.common.PayReceive
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.common.PutCall
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.common.SettlementType
Obtains an instance from the specified name.
of(BuySell, StandardId, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.Cds
Creates an instance of a standardized CDS.
of(CdsTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
Creates an instance.
of(BuySell, StandardId, List<StandardId>, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.CdsIndex
Creates an instance of a standardized CDS index.
of(CdsIndexTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
Creates an instance.
of(CdsQuoteConvention, double) - Static method in class com.opengamma.strata.product.credit.CdsQuote
Creates an instance.
of(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
Obtains an instance from the specified name.
of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Obtains an instance from the specified name.
of(LocalDate, LocalDate, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Obtains a template based on the specified dates and convention.
of(String, Currency, DayCount, Frequency, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Obtains a convention based on the specified parameters.
of(AccrualStart, Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Obtains a template based on the specified tenor and convention.
of(Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Obtains a template based on the specified tenor and convention.
of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Obtains an instance of an Ibor Fixing Deposit trade.
of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Obtains an instance of a resolved Ibor Fixing Deposit trade.
of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Obtains an instance of a resolved Term Deposit trade.
of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Obtains an instance of a Term Deposit trade.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified period and index.
of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Obtains a convention based on the specified index.
of(String, Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Obtains an instance from the specified unique name.
of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Obtains a template based on the specified period and convention.
of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractCode
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupCode
Obtains an instance from the specified name.
of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId
Obtains an instance from the exchange identifier and group code.
of(ExchangeId, EtdContractGroupCode) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId
Creates an instance from the exchange identifier and group code.
of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
Obtains an instance from a scheme and value.
of(StandardId) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
Creates an instance from a standard two-part identifier.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
Obtains an instance from the specified name.
of(EtdContractSpec, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Obtains an instance from a contract specification, expiry year-month and variant.
of(TradeInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
Obtains an instance from trade information, security, quantity and price.
of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.
of(TradeInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
Obtains an instance from trade information, security, quantity and price.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdType
Obtains an instance from the specified name.
of(int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.SplitEtdOption
Obtains an instance.
of(int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.SplitEtdOption
Obtains an instance.
of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Obtains an instance from the specified name.
of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade
Obtains an instance of a FRA trade.
of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Obtains an instance of a resolved FRA trade.
of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraConventions
Obtains a convention based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified period and index.
of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Obtains a convention based on the specified index.
of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Obtains an instance of a Non-Deliverable Forward (NDF) trade.
of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two payments.
of(Payment, Payment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two payments, specifying a date adjustment.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two amounts and the value date.
of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two amounts and the value date, specifying a date adjustment.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle using a rate.
of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle using a rate, specifying a date adjustment.
of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Obtains an instance of a foreign exchange trade.
of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap from two transactions.
of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.
of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.
of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Obtains an instance of an FX swap trade.
of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle from two equivalent payments in different currencies.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle from two amounts and the value date.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle using a rate.
of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Obtains an instance of a resolved single FX trade.
of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Creates a ResolvedFxSwap from two legs.
of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Obtains an instance of a resolved FX swap trade.
of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Obtains an instance from the specified unique name.
of(CurrencyPair) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Obtains the standard convention for the specified currency pair.
of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified period and convention.
of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified periods and convention.
of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair and spot date offset.
of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
of(FxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Obtains FX single barrier option with rebate.
of(FxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Obtains FX single barrier option without rebate.
of(LongShort, ZonedDateTime, CurrencyPair, PutCall, double, double, LocalDate) - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Creates an equivalent FxVanillaOption using currency pair, option expiry, call/put flag, strike, base currency notional, and underlying payment date.
of(ResolvedFxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Obtains FX single barrier option with rebate.
of(ResolvedFxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Obtains FX single barrier option without rebate.
of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity
Obtains an instance from security information, tick size and tick value.
of(TradeInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade
Obtains an instance from trade information, security, quantity and price.
of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureContractSpec
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Deprecated.
Obtains an instance from the specified unique name.
of(SequenceDate, IborFutureContractSpec) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Obtains a template based on the specified contract specification and sequence date.
of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
of(YearMonth, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
Creates a convention based on the specified index and the sequence of dates.
of(String) - Static method in interface com.opengamma.strata.product.index.type.OvernightFutureContractSpec
Obtains an instance from the specified unique name.
of(SequenceDate, OvernightFutureContractSpec) - Static method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
Obtains a template based on the specified contract specification and sequence date.
of(String, String) - Static method in class com.opengamma.strata.product.LegalEntityId
Obtains an instance from a scheme and value.
of(StandardId) - Static method in class com.opengamma.strata.product.LegalEntityId
Creates an instance from a standard two-part identifier.
of(String) - Static method in enum com.opengamma.strata.product.option.BarrierType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.option.KnockType
Obtains an instance from the specified name.
of(BarrierType, KnockType, double) - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Obtains the continuous barrier with constant barrier level.
of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Obtains an instance of a Bullet Payment trade.
of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Obtains an instance of a resolved bullet payment.
of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Obtains an instance of a resolved Bullet Payment trade.
of(AttributeType<T>, T) - Static method in interface com.opengamma.strata.product.PortfolioItemInfo
Obtains an instance with a single attribute.
of(StandardId, PortfolioItemType, ProductType, Set<Currency>, String) - Static method in class com.opengamma.strata.product.PortfolioItemSummary
Obtains an instance.
of(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType
Obtains an instance from the specified name.
of(StandardId) - Static method in class com.opengamma.strata.product.PositionInfo
Obtains an instance with the specified position identifier.
of(String) - Static method in class com.opengamma.strata.product.ProductType
Obtains an instance from the specified name.
of(String, String) - Static method in class com.opengamma.strata.product.ProductType
Obtains an instance from the specified name.
of(double, double) - Static method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
Obtains an instance from the rate and accrual factor.
of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
Creates an instance.
of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Creates an instance from the individual fixings.
of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Creates an instance from two indices and fixing date.
of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Creates an instance from the two underlying index observations.
of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
Creates an instance from an index and fixing date.
of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
Creates an instance from the underlying index observation.
of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Creates an instance from an index, start index value and reference end month.
of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Creates an instance from an index, start index value and reference end month.
of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Creates an instance from an index, reference start month and reference end month.
of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Creates an instance from an index, reference start month and reference end month.
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Creates an instance from an index and accrual period dates
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Creates an instance from an index and accrual period dates
of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Creates an instance from an index, accrual period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
Obtains an instance from an index and period dates.
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Creates an instance from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Creates an instance from an index, period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate, int, OvernightAccrualMethod, ReferenceData) - Static method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains an instance.
of(String, String) - Static method in class com.opengamma.strata.product.SecurityId
Obtains an instance from a scheme and value.
of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId
Creates an instance from a standard two-part identifier.
of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo
Obtains an instance from the identifier, tick size and tick value.
of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo
Obtains an instance from the identifier and pricing info.
of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the tick size and tick value.
of(double, CurrencyAmount, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the tick size, tick value and contract size.
of(Currency, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the currency and the value of a single tradeable unit.
of(TradeInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityTrade
Obtains an instance from trade information, identifier, quantity and price.
of(AttributeType<T>, T) - Static method in class com.opengamma.strata.product.SimpleAttributes
Obtains an instance with a single attribute.
of(LegalEntityId, String, Country) - Static method in class com.opengamma.strata.product.SimpleLegalEntity
Obtains an instance.
of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
Obtains an instance from the specified name.
of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Obtains a rate calculation for the specified day count and rate.
of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Obtains an instance from the specified name.
of(double, LocalDate, int) - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
Obtains an instance from the specified amount, date and number of days.
of(double) - Static method in class com.opengamma.strata.product.swap.FutureValueNotional
Obtains an instance from the specified amount.
of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset
Obtains an instance from the observation and reference currency.
of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Obtains an instance from the specified name.
of(CurrencyAmount, LocalDate, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Obtains an instance from the amount, date and FX index observation.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Obtains a rate calculation for the specified index.
of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Obtains an instance from the specified name.
of(String, LocalTime, ZoneId, FixedFloatSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Obtains an instance from the specified name, time and template.
of(PriceIndex, int, PriceIndexCalculationMethod) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Obtains a rate calculation for the specified price index.
of(PriceIndex, int, PriceIndexCalculationMethod, double) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Obtains a rate calculation for the specified price index with known start index value.
of(Payment, SchedulePeriod, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Obtains an instance based on a payment, schedule period and notional.
of(Payment, SchedulePeriod, CurrencyAmount, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Obtains an instance based on a payment, schedule period, notional and FX reset.
of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Obtains an instance based on a payment and schedule period.
of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Obtains an instance from the specified name.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Obtains an instance from the amount and date.
of(Payment) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Obtains an instance from the payment.
of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a notional amount that can change over time.
of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Obtains an instance from the specified name.
of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Obtains a rate calculation for the specified index with accrual by compounding.
of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Obtains an instance from the specified name.
of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
Creates a swap from one or more swap legs.
of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Obtains an instance of a resolved Swap trade.
of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(List<? extends SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Obtains an instance from the specified name.
of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade
Obtains an instance of a Swap trade.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedInflationSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Creates a template based on the specified tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Obtains a convention based on the specified parameters.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Obtains a convention based on the specified index.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, InflationRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, OvernightRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(PriceIndex, Period, PriceIndexCalculationMethod, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Obtains a convention based on the specified index.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a convention based on the specified index, specifying the accrual method.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, XCcyOvernightOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, XCcyOvernightOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(LocalDate, CashSwaptionSettlementMethod) - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
Obtains an instance from the settlement date and method.
of(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Obtains an instance from the specified name.
of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Obtains an instance of a resolved Swaption trade.
of(LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
Obtains an instance.
of(List<SwaptionExerciseDate>, boolean) - Static method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Obtains an instance.
of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Obtains an instance of a Swaption trade with a fixed payment.
of(TradeInfo, Swaption, AdjustablePayment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Obtains an instance of a Swaption trade with an adjustable payment.
of(LocalDate, double) - Static method in class com.opengamma.strata.product.TradedPrice
Obtains an instance from the trade date and price.
of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo
Obtains an instance with the specified trade date.
ofAmerican(LocalDate, LocalDate, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise
Obtains an instance for an American swaption.
ofBermudan(AdjustableDates, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise
Obtains an instance for a Bermudan swaption.
ofBermudan(LocalDate, LocalDate, BusinessDayAdjustment, Frequency, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise
Obtains an instance for a Bermudan swaption where the dates are calculated.
ofBuy(boolean) - Static method in enum com.opengamma.strata.product.common.BuySell
Converts a boolean "is buy" flag to the enum value.
ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the currency.
ofDaily(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard daily ETD.
ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofEuropean(AdjustableDate, DaysAdjustment) - Static method in class com.opengamma.strata.product.swaption.SwaptionExercise
Obtains an instance for a European swaption.
ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Obtains an instance with a single fixed rate.
ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with a single fixed rate.
ofFlexFuture(int, EtdSettlementType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The flex future.
ofFlexOption(int, EtdSettlementType, EtdOptionType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The flex option.
ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using decimal forward points.
ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using decimal forward points, specifying a date adjustment.
ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Creates a ResolvedFxSwap using forward points.
ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with linear interpolation of two floating rates.
ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with a single floating rate.
ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Obtains an instance with a known amount of interest.
ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with a known amount of interest.
ofLong(boolean) - Static method in enum com.opengamma.strata.product.common.LongShort
Converts a boolean "is long" flag to the enum value.
ofLongShort(PositionInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, BondFutureOption, double, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, BondFuture, double, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, CapitalIndexedBond, double, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, FixedCouponBond, double, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, Dsf, double, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from the security, long quantity and short quantity.
ofLongShort(PositionInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from position information, security, long quantity and short quantity.
ofLongShort(EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from the security, long quantity and short quantity.
ofLongShort(PositionInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from position information, security, long quantity and short quantity.
ofLongShort(GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from the security, long quantity and short quantity.
ofLongShort(PositionInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from position information, security, long quantity and short quantity.
ofLongShort(PositionInfo, IborFutureOption, double, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, IborFuture, double, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, OvernightFutureOption, double, double) - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, OvernightFuture, double, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from the security identifier, long quantity and short quantity.
ofLongShort(PositionInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from position information, security identifier, long quantity and short quantity.
ofMonthly() - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard monthly ETD.
ofNet(PositionInfo, Bill, double) - Static method in class com.opengamma.strata.product.bond.BillPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, BondFutureOption, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, BondFuture, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, CapitalIndexedBond, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, FixedCouponBond, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, Dsf, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition
Obtains an instance from position information, product and net quantity.
ofNet(EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from the security and net quantity.
ofNet(PositionInfo, EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from position information, security and net quantity.
ofNet(EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from the security and net quantity.
ofNet(PositionInfo, EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from position information, security and net quantity.
ofNet(GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from the security and net quantity.
ofNet(PositionInfo, GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from position information, security and net quantity.
ofNet(PositionInfo, IborFutureOption, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, IborFuture, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, OvernightFutureOption, double) - Static method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, OvernightFuture, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
Obtains an instance from position information, product and net quantity.
ofNet(SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from the security identifier and net quantity.
ofNet(PositionInfo, SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from position information, security identifier and net quantity.
ofPay(boolean) - Static method in enum com.opengamma.strata.product.common.PayReceive
Converts a boolean "is pay" flag to the enum value.
ofPrice(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade
Generates a Bill trade instance from the price.
ofPut(boolean) - Static method in enum com.opengamma.strata.product.common.PutCall
Converts a boolean "is put" flag to the enum value.
ofSignedAmount(double) - Static method in enum com.opengamma.strata.product.common.PayReceive
Converts a signed amount to the enum value.
ofWeekly(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard weekly ETD.
ofYield(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade
Generates a Bill trade instance where the price is computed from the traded yield.
OMIC - Static variable in class com.opengamma.strata.product.common.ExchangeIds
OMIClear Exchange.
opposite() - Method in enum com.opengamma.strata.product.common.BuySell
Supplies the opposite of this value.
opposite() - Method in enum com.opengamma.strata.product.common.CapFloor
Supplies the opposite of this value.
opposite() - Method in enum com.opengamma.strata.product.common.LongShort
Supplies the opposite of this value.
opposite() - Method in enum com.opengamma.strata.product.common.PayReceive
Supplies the opposite of this value.
opposite() - Method in enum com.opengamma.strata.product.common.PutCall
Supplies the opposite of this value.
option(SplitEtdOption) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
Sets the additional information if the ID is an option.
optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for an ETD option instrument.
optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for an ETD option instrument.
OTHER - Static variable in class com.opengamma.strata.product.ProductType
Another kind of product, details not known.
OVERNIGHT_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
OVERNIGHT_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
The method of accruing interest based on an Overnight index.
OvernightAveragedDailyRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of an averaged daily rate for a single Overnight index.
OvernightAveragedDailyRateComputation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightAveragedDailyRateComputation.
OvernightAveragedDailyRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightAveragedDailyRateComputation.
OvernightAveragedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateComputation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightAveragedRateComputation.
OvernightAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightAveragedRateComputation.
OvernightCompoundedAnnualRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.
OvernightCompoundedAnnualRateComputation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedAnnualRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateComputation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightCompoundedRateComputation.
OvernightCompoundedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightCompoundedRateComputation.
OvernightFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Overnight index.
OvernightFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFuture.
OvernightFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFuture.
OvernightFutureContractSpec - Interface in com.opengamma.strata.product.index.type
A contract specification for exchange traded Overnight Futures.
OvernightFutureContractSpecs - Class in com.opengamma.strata.product.index.type
Commonly traded Overnight future contract specifications.
OvernightFutureOption - Class in com.opengamma.strata.product.index
A futures option contract, based on an Overnight index.
OvernightFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureOption.
OvernightFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureOption.
OvernightFutureOptionPosition - Class in com.opengamma.strata.product.index
A position in an option on a futures contract based on an Overnight index.
OvernightFutureOptionPosition.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureOptionPosition.
OvernightFutureOptionPosition.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureOptionPosition.
OvernightFutureOptionSecurity - Class in com.opengamma.strata.product.index
A security representing a futures option contract, based on an Overnight index.
OvernightFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureOptionSecurity.
OvernightFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureOptionSecurity.
OvernightFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade representing an option on a futures contract based on an Overnight index.
OvernightFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureOptionTrade.
OvernightFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureOptionTrade.
OvernightFuturePosition - Class in com.opengamma.strata.product.index
A futures contract based on an Overnight index.
OvernightFuturePosition.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFuturePosition.
OvernightFuturePosition.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFuturePosition.
OvernightFutureSecurity - Class in com.opengamma.strata.product.index
A security representing a futures contract based on an Overnight rate index.
OvernightFutureSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureSecurity.
OvernightFutureSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureSecurity.
OvernightFutureTemplate - Class in com.opengamma.strata.product.index.type
A template for creating an Overnight Future trade.
OvernightFutureTrade - Class in com.opengamma.strata.product.index
A trade representing a futures contract based on an Overnight index.
OvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureTrade.
OvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureTrade.
OvernightIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Overnight-Ibor swap trades.
OvernightIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Overnight swap conventions.
OvernightIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Overnight-Ibor swap trades.
OvernightIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for OvernightIborSwapTemplate.
OvernightIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for OvernightIborSwapTemplate.
OvernightInArrearsCapletFloorletBinaryPeriod - Class in com.opengamma.strata.product.capfloor
A period over which an binary caplet/floorlet on overnight composition in-arrears is paid.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for OvernightInArrearsCapletFloorletBinaryPeriod.
OvernightInArrearsCapletFloorletBinaryPeriod.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for OvernightInArrearsCapletFloorletBinaryPeriod.
OvernightInArrearsCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor
A period over which an caplet/floorlet on overnight composition in-arrears is paid.
OvernightInArrearsCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for OvernightInArrearsCapletFloorletPeriod.
OvernightInArrearsCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for OvernightInArrearsCapletFloorletPeriod.
overnightLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the market convention of the floating leg.
overnightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the overnightLeg property.
overnightRate(OvernightCompoundedRateComputation) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the rate to be observed.
overnightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the overnightRate property.
overnightRate(OvernightCompoundedRateComputation) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the rate to be observed.
overnightRate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the overnightRate property.
overnightRate(OvernightRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the Overnight rate observation.
overnightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the overnightRate property.
OvernightRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for OvernightRateCalculation.
OvernightRateComputation - Interface in com.opengamma.strata.product.rate
Defines the computation of a rate from a single Overnight index.
OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Overnight index.
OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for OvernightRateSwapLegConvention.
OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for OvernightRateSwapLegConvention.
overrideWith(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
Overrides attributes of this info with another.
overrideWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.PositionInfo
 
overrideWith(PortfolioItemInfo) - Method in class com.opengamma.strata.product.TradeInfo
 

P

parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractGroupId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.product.etd.EtdVariant
Parses the variant short code.
parse(String) - Static method in class com.opengamma.strata.product.LegalEntityId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.product.SecurityId
Parses an StandardId from a formatted scheme and value.
payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
The meta-property for the payLeg property.
payment(Payment) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
Sets the payment to be made.
payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the payment property.
payment() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
The meta-property for the payment property.
paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentBusinessDayAdjustment property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the payment date.
paymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the payment date.
paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the paymentDate property.
paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the paymentDateAdjustment property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the offset of payment from the base calculation period date, defaulted to 'None'.
paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the payment date from the start date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentEvents(List<SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the additional payment events that are associated with the swap leg.
paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentEvents(List<? extends SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the payment events that are associated with the swap leg.
paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the periodic frequency of payments.
paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the periodic frequency of payments.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the paymentOnDefault property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the paymentOnDefault property.
PaymentOnDefault - Enum in com.opengamma.strata.product.credit
The payment on default.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the paymentOnDefault property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the paymentOnDefault property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the paymentOnDefault property.
paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the periodic payments based on the fixed rate.
paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the periodic payments based on the fixed rate.
paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<? extends SwapPaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(SwapPaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the paymentPeriods property.
PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each payment is made relative to.
paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentRelativeTo property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the periodic payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the periodic payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the payment period schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of payment dates relative to the accrual periods.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for PaymentSchedule.
PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for PaymentSchedule.
payoff(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
The payoff for a given fixing rate.
payoff(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Returns the binary caplet/floorlet payoff for a given compounded rate.
payoff(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Returns the caplet/floorlet payoff for a given compounded rate.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
The meta-property for the payReceive property.
PayReceive - Enum in com.opengamma.strata.product.common
Flag indicating whether a financial instrument is "pay" or "receive".
payReceive(PayReceive) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts pay/receive to a string.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets whether the payment is to be paid or received.
payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the payReceive property.
percent(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a value to a percentage string.
periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the periodic payments of the product.
periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the periodicPayments property in the builder from an array of objects.
periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the periodicPayments property.
periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the periodic payments of the product.
periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the periodicPayments property in the builder from an array of objects.
periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the periodicPayments property.
periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the end date.
periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToEnd property.
periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the far date.
periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToFar property.
periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the near date.
periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToNear property.
periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
The meta-property for the periodToStart property.
PhysicalSwaptionSettlement - Class in com.opengamma.strata.product.swaption
Defines the physical settlement type for the payoff of a swaption.
PhysicalSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for PhysicalSwaptionSettlement.
PortfolioItem - Interface in com.opengamma.strata.product
An item in a portfolio.
PortfolioItemInfo - Interface in com.opengamma.strata.product
Additional information about a portfolio item.
PortfolioItemInfoBuilder<T extends PortfolioItemInfo> - Interface in com.opengamma.strata.product
Interface across the various info builder classes.
PortfolioItemSummary - Class in com.opengamma.strata.product
A summary of a portfolio item.
PortfolioItemSummary.Builder - Class in com.opengamma.strata.product
The bean-builder for PortfolioItemSummary.
portfolioItemType(PortfolioItemType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the type of the item.
PortfolioItemType - Enum in com.opengamma.strata.product
The type of a portfolio item.
Position - Interface in com.opengamma.strata.product
A position in a security.
PositionInfo - Class in com.opengamma.strata.product
Additional information about a position.
PositionInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for PositionInfo.
PositionInfoBuilder - Class in com.opengamma.strata.product
Builder to create PositionInfo.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the premium of the swaption.
premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the premium of the swaption.
premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the premium property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
The meta-property for the premiumStyle property.
price(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the price at which the bill was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the clean price at which the bond was traded.
price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the clean price at which the bond was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the price agreed when the trade occurred.
price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the price property.
priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill
Computes the price from the yield at a given settlement date.
priceFromYield(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Computes the price from a yield and a accrual factor.
priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
Computes the price from the yield at a given settlement date.
priceFromYieldAd(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Computes the price from a yield and an accrual factor and its derivative wrt the yield.
priceFromYieldAd(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
Computes the price from the yield and its derivative wrt the yield at a given settlement date.
PriceIndexCalculationMethod - Enum in com.opengamma.strata.product.swap
Reference price index calculation method.
priceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the priceInfo property.
priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the information about the security price - currency, tick size, tick value, contract size.
priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the priceInfo property.
priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Sets the information about the security price.
product(Bill) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the bill that was traded.
product() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the product property.
product(Bill) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the bill that was traded.
product() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the product property.
product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the product property.
product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the product property.
product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the product property.
product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the product property.
product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the product property.
product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the product property.
product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the product property.
product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the product property.
product(ResolvedBill) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the resolved bill product.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the product property.
product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the product property.
product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the product property.
product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the resolved capital indexed bond product.
product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the product property.
product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the resolved fixed coupon bond product.
product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the product property.
product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the cap/floor product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the product property.
product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the resolved Ibor cap/floor product.
product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the product property.
product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the CMS product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the product property.
product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the resolved CMS product.
product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the product property.
product(CdsIndex) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
Sets the CDS index product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
The meta-property for the product property.
product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the CDS product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the product property.
product(ResolvedCdsIndex) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
Sets the resolved CDS index product.
product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
The meta-property for the product property.
product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the resolved CDS product.
product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the product property.
product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the product property.
product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
Sets the resolved Ibor Fixing Deposit product.
product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
The meta-property for the product property.
product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
Sets the resolved Term Deposit product.
product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
The meta-property for the product property.
product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the term deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the product property.
product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the DSF that was traded.
product() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the product property.
product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the product property.
product(ResolvedDsf) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the product property.
product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the FRA product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the product property.
product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
Sets the resolved FRA product.
product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
The meta-property for the product property.
product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the product property.
product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the product property.
product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the FX swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the product property.
product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
Sets the resolved Non-Deliverable Forward (NDF) product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
The meta-property for the product property.
product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
Sets the resolved single FX product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
The meta-property for the product property.
product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
Sets the resolved FX swap product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
The meta-property for the product property.
product(FxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
Sets the FX option product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
The meta-property for the product property.
product(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
Sets the FX option product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
The meta-property for the product property.
product(ResolvedFxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
Sets the resolved barrier FX option product.
product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
The meta-property for the product property.
product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
Sets the resolved vanilla FX option product.
product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the product property.
product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the product property.
product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the product property.
product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the product property.
product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the product property.
product(OvernightFutureOption) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
The meta-property for the product property.
product(OvernightFutureOption) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
The meta-property for the product property.
product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the product property.
product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the product property.
product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the product property.
product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the product property.
product(ResolvedOvernightFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
The meta-property for the product property.
product(ResolvedOvernightFuture) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the product property.
product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the product property.
product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
Sets the resolved bullet payment product.
product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
The meta-property for the product property.
Product - Interface in com.opengamma.strata.product
The product details of a financial instrument.
product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
Sets the resolved Swap product.
product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
The meta-property for the product property.
product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the product property.
product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the resolved Swaption product.
product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the product property.
product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the swaption product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the product property.
ProductTrade - Interface in com.opengamma.strata.product
A trade that is directly based on a product.
productType(ProductType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the type of the product.
ProductType - Class in com.opengamma.strata.product
The type of a portfolio item.
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
Deprecated.
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the protection end date.
protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the protectionEndDate property.
protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the protection end date.
protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the protectionEndDate property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the protectionStart property.
ProtectionStartOfDay - Enum in com.opengamma.strata.product.credit
The protection start of the day.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the putCall property.
PutCall - Enum in com.opengamma.strata.product.common
Flag indicating whether a trade is "put" or "call".
putCall(PutCall) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets whether the option is a put or call.
putCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
The meta-property for the putCall property.

Q

quantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the quantity property.
quote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
The meta-property for the quote property.
quote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
The meta-property for the quote property.
quoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
The meta-property for the quoteConvention property.
quotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
The meta-property for the quotedValue property.

R

rate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the fixed rate of interest.
rate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the fixed interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the rate property.
rate() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation.Meta
The meta-property for the rate property.
rate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
The meta-property for the rate property.
rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the rate property.
RateAccrualPeriod - Class in com.opengamma.strata.product.swap
A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateAccrualPeriod.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the rateCalculation property.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the rateCalculation property.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the rateCalculation property.
RateCalculation - Interface in com.opengamma.strata.product.swap
The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateCalculationSwapLeg.
rateComputation(RateComputation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the rate to be computed.
rateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the rateComputation property.
RateComputation - Interface in com.opengamma.strata.product.rate
Defines a mechanism for computing a rate.
rateComputation(RateComputation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the rate to be computed.
rateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the rateComputation property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rateCutOffDays property.
RateIndexSecurity - Interface in com.opengamma.strata.product.index
An instrument representing a security associated with a rate index.
RatePaymentPeriod - Class in com.opengamma.strata.product.swap
A period over which a rate of interest is paid.
RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePeriodSwapLeg.
realCoupon(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the rate of real coupon.
realCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the realCoupon property.
rebate(CurrencyAmount) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
Sets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
rebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
The meta-property for the rebate property.
rebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
The meta-property for the rebate property.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the referenceCurrency property.
registerInstance(String, Class<T>, String...) - Static method in class com.opengamma.strata.product.AttributeType
Registers an instance for the specified name and type.
replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns an instance based on this leg with the start date replaced.
replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns an instance based on this leg with the start date replaced.
replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns an instance based on this leg with a different start date.
replaceStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.Swap
Returns an instance based on this swap with the start date replaced.
replaceStartDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns an instance based on this leg with the start date replaced.
resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the periodic frequency of reset dates.
resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the resetFrequency property.
resetMethod(IborRateResetMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the rate reset method, defaulted to 'Unweighted'.
resetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the resetMethod property.
resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the reset schedule, used when averaging rates, optional.
resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the resetPeriods property.
ResetSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResetSchedule.
ResetSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResetSchedule.
ResolvableSecurityPosition - Interface in com.opengamma.strata.product
A position that has a security identifier that can be resolved using reference data.
ResolvableSecurityTrade - Interface in com.opengamma.strata.product
A trade that has a security identifier that can be resolved using reference data.
ResolvableTrade<T extends ResolvedTrade> - Interface in com.opengamma.strata.product
A trade that can to be resolved using reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.Bill
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Resolves fixed coupon bond using specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.Cms
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.Cds
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndex
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.Dsf
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.Fra
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.FraTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdf
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingle
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwap
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableTrade
Resolves this trade using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Resolves this adjustment using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.Swap
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Resolves this swap leg using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
ResolvedBill - Class in com.opengamma.strata.product.bond
A bill, resolved for pricing.
ResolvedBill.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBill.
ResolvedBill.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBill.
ResolvedBillTrade - Class in com.opengamma.strata.product.bond
A trade in a bill, resolved for pricing.
ResolvedBillTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBillTrade.
ResolvedBillTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBillTrade.
ResolvedBondFuture - Class in com.opengamma.strata.product.bond
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFuture.
ResolvedBondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFuture.
ResolvedBondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureOption.
ResolvedBondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureOption.
ResolvedBondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureOptionTrade.
ResolvedBondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureOptionTrade.
ResolvedBondFutureTrade - Class in com.opengamma.strata.product.bond
A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureTrade.
ResolvedBondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureTrade.
ResolvedBulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment, resolved for pricing.
ResolvedBulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for ResolvedBulletPayment.
ResolvedBulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for ResolvedBulletPayment.
ResolvedBulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade, resolved for pricing.
ResolvedBulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for ResolvedBulletPaymentTrade.
ResolvedBulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for ResolvedBulletPaymentTrade.
ResolvedCapitalIndexedBond - Class in com.opengamma.strata.product.bond
A capital indexed bond.
ResolvedCapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBondSettlement - Class in com.opengamma.strata.product.bond
The settlement details of a capital indexed bond trade.
ResolvedCapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
A trade in a capital indexed bond, resolved for pricing.
ResolvedCapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedCapitalIndexedBondTrade.
ResolvedCapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedCapitalIndexedBondTrade.
ResolvedCds - Class in com.opengamma.strata.product.credit
A single-name credit default swap (CDS), resolved for pricing.
ResolvedCds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCds.
ResolvedCds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCds.
ResolvedCdsIndex - Class in com.opengamma.strata.product.credit
A CDS (portfolio) index, resolved for pricing.
ResolvedCdsIndex.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCdsIndex.
ResolvedCdsIndex.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCdsIndex.
ResolvedCdsIndexTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index, resolved for pricing.
ResolvedCdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCdsIndexTrade.
ResolvedCdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCdsIndexTrade.
ResolvedCdsTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS), resolved for pricing.
ResolvedCdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCdsTrade.
ResolvedCdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCdsTrade.
ResolvedCms - Class in com.opengamma.strata.product.cms
A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
ResolvedCms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCms.
ResolvedCmsLeg - Class in com.opengamma.strata.product.cms
A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.
ResolvedCmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for ResolvedCmsLeg.
ResolvedCmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCmsLeg.
ResolvedCmsTrade - Class in com.opengamma.strata.product.cms
A trade in a constant maturity swap (CMS), resolved for pricing.
ResolvedCmsTrade.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for ResolvedCmsTrade.
ResolvedCmsTrade.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCmsTrade.
ResolvedDsf - Class in com.opengamma.strata.product.dsf
A Deliverable Swap Future, resolved for pricing.
ResolvedDsf.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for ResolvedDsf.
ResolvedDsf.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for ResolvedDsf.
ResolvedDsfTrade - Class in com.opengamma.strata.product.dsf
A trade in a Deliverable Swap Future, resolved for pricing.
ResolvedDsfTrade.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for ResolvedDsfTrade.
ResolvedDsfTrade.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for ResolvedDsfTrade.
ResolvedFixedCouponBond - Class in com.opengamma.strata.product.bond
A fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedFixedCouponBond.
ResolvedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedFixedCouponBond.
ResolvedFixedCouponBondOption - Class in com.opengamma.strata.product.bond
An option on a FixedCouponBond resolved for pricing.
ResolvedFixedCouponBondOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedFixedCouponBondOption.
ResolvedFixedCouponBondOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedFixedCouponBondOption.
ResolvedFixedCouponBondSettlement - Class in com.opengamma.strata.product.bond
The settlement details of a fixed coupon bond trade.
ResolvedFixedCouponBondTrade - Class in com.opengamma.strata.product.bond
A trade in a fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedFixedCouponBondTrade.
ResolvedFixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedFixedCouponBondTrade.
ResolvedFra - Class in com.opengamma.strata.product.fra
A forward rate agreement (FRA), resolved for pricing.
ResolvedFra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for ResolvedFra.
ResolvedFra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for ResolvedFra.
ResolvedFraTrade - Class in com.opengamma.strata.product.fra
A trade in a forward rate agreement (FRA), resolved for pricing.
ResolvedFraTrade.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for ResolvedFraTrade.
ResolvedFraTrade.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for ResolvedFraTrade.
ResolvedFxNdf - Class in com.opengamma.strata.product.fx
A Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxNdf.
ResolvedFxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxNdf.
ResolvedFxNdfTrade - Class in com.opengamma.strata.product.fx
A trade in a Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxNdfTrade.
ResolvedFxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxNdfTrade.
ResolvedFxSingle - Class in com.opengamma.strata.product.fx
A single FX transaction, resolved for pricing.
ResolvedFxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSingle.
ResolvedFxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt
Resolved FX (European) single barrier option.
ResolvedFxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxSingleBarrierOption.
ResolvedFxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in an FX single barrier option, resolved for pricing.
ResolvedFxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for ResolvedFxSingleBarrierOptionTrade.
ResolvedFxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxSingleBarrierOptionTrade.
ResolvedFxSingleTrade - Class in com.opengamma.strata.product.fx
A trade in a single FX transaction, resolved for pricing.
ResolvedFxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxSingleTrade.
ResolvedFxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSingleTrade.
ResolvedFxSwap - Class in com.opengamma.strata.product.fx
An FX Swap, resolved for pricing.
ResolvedFxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSwap.
ResolvedFxSwapTrade - Class in com.opengamma.strata.product.fx
A trade in an FX swap, resolved for pricing.
ResolvedFxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxSwapTrade.
ResolvedFxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSwapTrade.
ResolvedFxVanillaOption - Class in com.opengamma.strata.product.fxopt
A vanilla FX option, resolved for pricing.
ResolvedFxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for ResolvedFxVanillaOption.
ResolvedFxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxVanillaOption.
ResolvedFxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in a vanilla FX option, resolved for pricing.
ResolvedFxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for ResolvedFxVanillaOptionTrade.
ResolvedFxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxVanillaOptionTrade.
ResolvedIborCapFloor - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloor.
ResolvedIborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.
ResolvedIborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
A trade in an Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for ResolvedIborCapFloorTrade.
ResolvedIborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloorTrade.
ResolvedIborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedIborFixingDeposit.
ResolvedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedIborFixingDeposit.
ResolvedIborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in an Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedIborFixingDepositTrade.
ResolvedIborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedIborFixingDepositTrade.
ResolvedIborFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFuture.
ResolvedIborFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFuture.
ResolvedIborFutureOption - Class in com.opengamma.strata.product.index
A futures option contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureOption.
ResolvedIborFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureOption.
ResolvedIborFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureOptionTrade.
ResolvedIborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureOptionTrade.
ResolvedIborFutureTrade - Class in com.opengamma.strata.product.index
A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureTrade.
ResolvedIborFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureTrade.
ResolvedOvernightFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedOvernightFuture.
ResolvedOvernightFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedOvernightFuture.
ResolvedOvernightFutureOption - Class in com.opengamma.strata.product.index
A futures option contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedOvernightFutureOption.
ResolvedOvernightFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedOvernightFutureOption.
ResolvedOvernightFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade in an option on a futures contract based on an overnight index, resolved for pricing.
ResolvedOvernightFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedOvernightFutureOptionTrade.
ResolvedOvernightFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedOvernightFutureOptionTrade.
ResolvedOvernightFutureTrade - Class in com.opengamma.strata.product.index
A trade in a futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedOvernightFutureTrade.
ResolvedOvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedOvernightFutureTrade.
ResolvedProduct - Interface in com.opengamma.strata.product
A product that has been resolved for pricing.
ResolvedSwap - Class in com.opengamma.strata.product.swap
A rate swap, resolved for pricing.
ResolvedSwap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwap.
ResolvedSwap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwap.
ResolvedSwapLeg - Class in com.opengamma.strata.product.swap
A resolved swap leg, with dates calculated ready for pricing.
ResolvedSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwapLeg.
ResolvedSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwapLeg.
ResolvedSwaption - Class in com.opengamma.strata.product.swaption
A swaption, resolved for pricing.
ResolvedSwaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for ResolvedSwaption.
ResolvedSwaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for ResolvedSwaption.
ResolvedSwaptionTrade - Class in com.opengamma.strata.product.swaption
A trade in a swaption, resolved for pricing.
ResolvedSwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for ResolvedSwaptionTrade.
ResolvedSwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for ResolvedSwaptionTrade.
ResolvedSwapTrade - Class in com.opengamma.strata.product.swap
A trade in a rate swap, resolved for pricing.
ResolvedSwapTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwapTrade.
ResolvedSwapTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwapTrade.
ResolvedTermDeposit - Class in com.opengamma.strata.product.deposit
A term deposit, resolved for pricing.
ResolvedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedTermDeposit.
ResolvedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedTermDeposit.
ResolvedTermDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in a term deposit, resolved for pricing.
ResolvedTermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedTermDepositTrade.
ResolvedTermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedTermDepositTrade.
ResolvedTrade - Interface in com.opengamma.strata.product
A trade that has been resolved for pricing.
resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
Resolves the security identifier using the specified reference data.
resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Resolves the security identifier using the specified reference data.
resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.SecurityPosition
 
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the roll convention of the bond payments.
rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the roll convention of the bond payments.
rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
The meta-property for the rounding property.

S

ScheduledSwapLeg - Interface in com.opengamma.strata.product.swap
A swap leg that defines dates using a schedule.
SecuritizedProduct - Interface in com.opengamma.strata.product
The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
A trade that is directly based on a securitized product.
SecuritizedProductPosition<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
A position that is directly based on a securitized product.
SecuritizedProductTrade<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
A trade that is directly based on a securitized product.
security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the underlying security.
security() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the security property.
security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the security that was traded.
security() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the security property.
security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the underlying security.
security() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the security property.
security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the security that was traded.
security() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the security property.
security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the underlying security.
security() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the security property.
security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the security that was traded.
security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the security property.
SECURITY - Static variable in class com.opengamma.strata.product.ProductType
A Security, used where the kind of security is not known.
Security - Interface in com.opengamma.strata.product
A security that can be traded.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the securityId property.
securityId() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the securityId property.
securityId() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
Sets the security ID that was split.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
The meta-property for the securityId property.
SecurityId - Class in com.opengamma.strata.product
An identifier for a security.
securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the identifier of the underlying security.
securityId() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the identifier of the security that was traded.
securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the securityId property.
SecurityInfo - Class in com.opengamma.strata.product
Information about a security.
SecurityInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityInfo.
SecurityInfoBuilder - Class in com.opengamma.strata.product
Builder to create SecurityInfo.
SecurityPosition - Class in com.opengamma.strata.product
A position in a security, where the security is referenced by identifier.
SecurityPosition.Builder - Class in com.opengamma.strata.product
The bean-builder for SecurityPosition.
SecurityPosition.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityPosition.
SecurityPriceInfo - Class in com.opengamma.strata.product
Defines the meaning of the security price.
SecurityPriceInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityPriceInfo.
SecurityQuantity - Interface in com.opengamma.strata.product
A quantity of a security.
SecurityQuantityTrade - Interface in com.opengamma.strata.product
A trade that is based on security, quantity and price.
SecurityTrade - Class in com.opengamma.strata.product
A trade representing the purchase or sale of a security, where the security is referenced by identifier.
SecurityTrade.Builder - Class in com.opengamma.strata.product
The bean-builder for SecurityTrade.
SecurityTrade.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityTrade.
selectDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
Selects a single exercise date based on the proposed date.
selectExerciseDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption
Selects one of the exercise dates.
SENSITIVITIES - Static variable in class com.opengamma.strata.product.ProductType
A representation based on sensitivities.
set(String, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
settlement(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the settlement details of the bill trade.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the settlement property.
settlement(ResolvedCapitalIndexedBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the settlement details of the bond trade.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the settlement property.
settlement(ResolvedFixedCouponBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
Sets the bond's settlement details.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
The meta-property for the settlement property.
settlement(ResolvedFixedCouponBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the settlement details of the bond trade.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the settlement property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementDate(AdjustableDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets the settlement date when the option is exercised.
settlementDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the settlementDate property.
settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
The meta-property for the settlementDate property.
settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the settlementDate property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the settlement date, optional.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the settlementDateOffset property.
SettlementType - Enum in com.opengamma.strata.product.common
Flag indicating how a financial instrument is to be settled.
SGX - Static variable in class com.opengamma.strata.product.common.CcpIds
Singapore Exchange.
shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
The meta-property for the shortObservation property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the quantity that was traded.
shortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the shortQuantity property.
sign() - Method in enum com.opengamma.strata.product.common.LongShort
Returns the sign, where 'Long' returns 1 and 'Short' returns -1.
SimpleAttributes - Class in com.opengamma.strata.product
A simple implementation of attributes.
SimpleConstantContinuousBarrier - Class in com.opengamma.strata.product.option
Continuous barrier with constant barrier level.
SimpleConstantContinuousBarrier.Meta - Class in com.opengamma.strata.product.option
The meta-bean for SimpleConstantContinuousBarrier.
SimpleLegalEntity - Class in com.opengamma.strata.product
A simple legal entity implementation.
SingleCurrencySwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for swap trades.
specId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
Sets the contract spec ID that was split.
SplitEtdContractSpecId - Class in com.opengamma.strata.product.etd
An OG-ETD identifier that has been split into its constituent parts.
SplitEtdContractSpecId.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for SplitEtdContractSpecId.
SplitEtdId - Class in com.opengamma.strata.product.etd
An OG-ETD identifier that has been split into its constituent parts.
SplitEtdId.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for SplitEtdId.
SplitEtdOption - Class in com.opengamma.strata.product.etd
The option fields of a split OG-ETD identifier.
splitId(EtdContractSpecId) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Splits an OG-ETD identifier.
splitId(SecurityId) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Splits an OG-ETD identifier.
splitIdToExchangeId(SecurityId) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Splits an OG-ETD identifier to obtain the exchange ID.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
The meta-property for the spotDateOffset property.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the spread property.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the spread rate, optional.
spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the spread rate, defaulted to 0.
spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the spread property.
spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg to which the spread leg is added.
spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadFloatingLeg property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the fixed leg for the spread.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Meta
The meta-property for the spreadLeg property.
StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the first date of the rate calculation period.
startDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the first date of the rate calculation period.
startDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the fixing date associated with the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
Sets the fixing date associated with the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the fixing date associated with the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the startDate property.
startDateAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
Sets the business day adjustment to apply to get the start date.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the startIndexValue property.
startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
The meta-property for the startIndexValue property.
startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the startObservation property.
startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
The meta-property for the startObservation property.
startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the startSecondObservation property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stepinDateOffset property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the strike price, in decimal form, may be negative.
strikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
The meta-property for the strikePrice property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
summarize() - Method in class com.opengamma.strata.product.bond.BillPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.BillTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
summarize() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
summarize() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
summarize() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
summarize() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
summarize() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
summarize() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.fra.FraTrade
 
summarize() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
summarize() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
summarize() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
summarize() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
summarize() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
summarize() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
summarize() - Method in interface com.opengamma.strata.product.PortfolioItem
Summarizes the portfolio item.
summarize() - Method in interface com.opengamma.strata.product.Position
 
summarize() - Method in class com.opengamma.strata.product.SecurityTrade
 
summarize() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
summarize() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
summarize() - Method in interface com.opengamma.strata.product.Trade
 
SummarizerUtils - Class in com.opengamma.strata.product.common
Utilities to support summarizing portfolio items.
summary(Position, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Creates a summary instance for a position.
summary(Trade, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Creates a summary instance for a trade.
summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Summarizes this ETD future into string form.
summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Summarizes this ETD option into string form.
summaryDescription() - Method in class com.opengamma.strata.product.swap.Swap
Summarizes this swap into string form.
SWAP - Static variable in class com.opengamma.strata.product.ProductType
A Swap.
Swap - Class in com.opengamma.strata.product.swap
A rate swap.
Swap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for Swap.
Swap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for Swap.
SwapIndex - Interface in com.opengamma.strata.product.swap
A swap index.
SwapIndices - Class in com.opengamma.strata.product.swap
Constants and implementations for standard swap indices.
SwapLeg - Interface in com.opengamma.strata.product.swap
A single leg of a swap.
SwapLegConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for swap legs.
SwapLegType - Enum in com.opengamma.strata.product.swap
The type of a swap leg.
SwapPaymentEvent - Interface in com.opengamma.strata.product.swap
A payment event, where a single payment is made between two counterparties.
SwapPaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment.
swapStartDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
Sets the adjusted swap start date.
swapStartDateOffset() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise.Meta
The meta-property for the swapStartDateOffset property.
SWAPTION - Static variable in class com.opengamma.strata.product.ProductType
Swaption - Class in com.opengamma.strata.product.swaption
An option on an underlying swap.
Swaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for Swaption.
Swaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for Swaption.
SwaptionExercise - Class in com.opengamma.strata.product.swaption
Details as to when a swaption can be exercised.
SwaptionExercise.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for SwaptionExercise.
SwaptionExerciseDate - Class in com.opengamma.strata.product.swaption
One possible date for swaption exercise, resolved for pricing.
SwaptionExerciseDate.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for SwaptionExerciseDate.
SwaptionExerciseDates - Class in com.opengamma.strata.product.swaption
The dates when a swaption can be exercised, resolved for pricing.
SwaptionExerciseDates.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for SwaptionExerciseDates.
SwaptionExerciseDates.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for SwaptionExerciseDates.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the swaptionSettlement property.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the swaptionSettlement property.
SwaptionSettlement - Interface in com.opengamma.strata.product.swaption
Defines how the payoff of a swaption will be settled.
SwaptionTrade - Class in com.opengamma.strata.product.swaption
A trade in an option on an underlying swap.
SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for SwaptionTrade.
SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for SwaptionTrade.
SwapTrade - Class in com.opengamma.strata.product.swap
A trade in a rate swap.
SwapTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for SwapTrade.
SwapTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for SwapTrade.

T

template(FixedFloatSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the template for creating a Fixed-Ibor or Fixed-Overnight swap.
template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the template property.
tenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Meta
The meta-property for the tenor property.
TenorCdsTemplate - Class in com.opengamma.strata.product.credit.type
A template for creating credit default swap trades.
TenorCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for TenorCdsTemplate.
TERM_DEPOSIT - Static variable in class com.opengamma.strata.product.ProductType
TermDeposit - Class in com.opengamma.strata.product.deposit
A term deposit.
TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDeposit.
TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDeposit.
TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
Market standard term deposit conventions.
TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating a term deposit trade.
TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for TermDepositTemplate.
TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for TermDepositTemplate.
TermDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in a term deposit.
TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDepositTrade.
TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDepositTrade.
TFX - Static variable in class com.opengamma.strata.product.common.CcpIds
Tokyo Financial Exchange.
ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard three leg basis swap conventions.
ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor-Ibor swap trades.
ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ThreeLegBasisSwapTemplate.
ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ThreeLegBasisSwapTemplate.
tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the tickSize property.
tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the tickValue property.
toBuilder() - Method in class com.opengamma.strata.product.bond.Bill
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BillPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BillSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BillTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.Dsf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.SplitEtdId
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.PositionInfo
Returns a builder populated with the values of this instance.
toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.SecurityInfo
Returns a builder populated with the values of this instance.
toBuilder() - Method in class com.opengamma.strata.product.SecurityPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.TradeInfo
Returns a builder populated with the values of this instance.
toCouponEquivalent() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Return the CMS coupon equivalent to the period.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Reduce this instance to ResolvedCds.
toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Reduce this instance to ResolvedCdsTrade.
toStoredForm(T) - Method in class com.opengamma.strata.product.AttributeType
Converts the value to the stored form.
toString() - Method in class com.opengamma.strata.product.AttributeType
Returns the name.
toString() - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.Bill
 
toString() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BillPosition
 
toString() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BillTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuture
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
 
toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
toString() - Method in class com.opengamma.strata.product.cms.Cms
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
toString() - Method in enum com.opengamma.strata.product.common.BuySell
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.common.CapFloor
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.common.CcpId
 
toString() - Method in class com.opengamma.strata.product.common.ExchangeId
 
toString() - Method in enum com.opengamma.strata.product.common.LongShort
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.common.PayReceive
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.common.PutCall
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.common.SettlementType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.Cds
 
toString() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CdsQuote
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
toString() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
toString() - Method in enum com.opengamma.strata.product.credit.type.AccrualStart
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toString() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.Dsf
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
toString() - Method in class com.opengamma.strata.product.etd.EtdContractGroupId
Returns the identifier in a standard string format.
toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Returns the identifier in a standard string format.
toString() - Method in enum com.opengamma.strata.product.etd.EtdExpiryType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
toString() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.etd.EtdType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.etd.EtdVariant
 
toString() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId
 
toString() - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.SplitEtdId
 
toString() - Method in class com.opengamma.strata.product.etd.SplitEtdOption
 
toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.Fra
 
toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.FraTrade
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.product.GenericSecurity
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuture
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Deprecated.
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Deprecated.
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec
 
toString() - Method in class com.opengamma.strata.product.index.type.OvernightFutureTemplate
 
toString() - Method in class com.opengamma.strata.product.LegalEntityId
Returns the identifier in a standard string format.
toString() - Method in enum com.opengamma.strata.product.option.BarrierType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.option.KnockType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
toString() - Method in enum com.opengamma.strata.product.PortfolioItemType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.PositionInfo
 
toString() - Method in class com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
toString() - Method in class com.opengamma.strata.product.SecurityId
Returns the identifier in a standard string format.
toString() - Method in class com.opengamma.strata.product.SecurityInfo
 
toString() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.SecurityPosition
 
toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.SecurityTrade
 
toString() - Method in class com.opengamma.strata.product.SimpleAttributes
 
toString() - Method in class com.opengamma.strata.product.SimpleLegalEntity
 
toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FutureValueNotional
 
toString() - Method in class com.opengamma.strata.product.swap.FxReset
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
toString() - Method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.Swap
 
toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
toString() - Method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.Swaption
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExercise
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDates
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
toString() - Method in class com.opengamma.strata.product.TradedPrice
 
toString() - Method in class com.opengamma.strata.product.TradeInfo
 
toTemplate(Tenor) - Method in interface com.opengamma.strata.product.swap.type.FixedFloatSwapConvention
Obtains a template based on the specified tenor.
toTemplate(Tenor) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Obtains a template based on the specified tenor.
toTemplate(Tenor) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Obtains a template based on the specified tenor.
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with TradeInfo.
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee and TradeInfo.
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, Currency, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, Currency, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, Currency, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyOvernightOvernightSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyOvernightOvernightSwapConvention
Creates a trade based on this convention.
Trade - Interface in com.opengamma.strata.product
A trade with additional structured information.
TradeConvention - Interface in com.opengamma.strata.product
A market convention for trades.
tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeDate property.
tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade date, optional.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the tradedPrice property.
TradedPrice - Class in com.opengamma.strata.product
The traded price of a security-based trade.
TradeInfo - Class in com.opengamma.strata.product
Additional information about a trade.
TradeInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for TradeInfo.
TradeInfoBuilder - Class in com.opengamma.strata.product
Builder to create TradeInfo.
TradeTemplate - Interface in com.opengamma.strata.product
A template used to create a trade.
tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeTime property.
tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade time, optional.
type() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the type property.
type(EtdType) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the type of the contract specification.
type(EtdType) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
Sets the type of the contract - future or option.
type(EtdType) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
Sets the type of the contract - future or option.
type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the type property.

U

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedExerciseDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.SwaptionExerciseDate.Builder
Sets the unadjusted exercise date.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedStartDate property.
underlying(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Builder
Sets the bond underlying the option.
underlying() - Method in class com.opengamma.strata.product.bond.FixedCouponBondOption.Meta
The meta-property for the underlying property.
underlying(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Builder
Sets the bond underlying the option.
underlying() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption.Meta
The meta-property for the underlying property.
underlying(FxSingle) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the underlying foreign exchange transaction.
underlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the underlying property.
underlying(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
Sets the underlying foreign exchange transaction.
underlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
The meta-property for the underlying property.
underlying(ResolvedSwap) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the underlying property.
underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the underlying property.
underlyingExpiryMonth(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the expiry year-month of the underlying instrument.
underlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the underlyingExpiryMonth property.
underlyingFuture(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.OvernightFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(ResolvedOvernightFuture) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the identifier of the underlying future.
underlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the underlyingFutureId property.
underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the identifier of the underlying future.
underlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the underlyingFutureId property.
underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Builder
Sets the identifier of the underlying future.
underlyingFutureId() - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity.Meta
The meta-property for the underlyingFutureId property.
underlyingOption(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
Sets the underlying FX vanilla option.
underlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
The meta-property for the underlyingOption property.
underlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
The meta-property for the underlyingOption property.
underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the underlyingSwap property.
underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
The meta-property for the underlyingTrade property.
underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
The meta-property for the underlyingTrade property.
upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
The meta-property for the upfrontFee property.
upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the upfrontFee property.
upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
The meta-property for the upfrontFee property.
upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the upfrontFee property.
USD_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit-T2' term deposit convention with T+2 settlement date.
USD_FED_FUND_1M_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'USD-FED-FUND-1M-CME' contract.
USD_FED_FUND_AA_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions
The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.
USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-1Y-LIBOR-3M' swap convention.
USD_FIXED_1Y_SOFR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-6M-LIBOR-3M' swap convention.
USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
USD_FIXED_TERM_SOFR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-TERM-SOFR-OIS' swap convention.
USD_FIXED_ZC_US_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
USD(NY) vanilla fixed vs US Urban consumers CPI swap.
USD_JPY - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "USD/JPY" FX Swap convention.
USD_JPY - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
USD/JPY convention with 2 days spot date.
USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 10 years.
USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 15 years.
USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 1 year.
USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 20 years.
USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 2 years.
USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 30 years.
USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 3 years.
USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 4 years.
USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 5 years.
USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 6 years.
USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 7 years.
USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 8 years.
USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 9 years.
USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1500 for tenor of 1 year.
USD_LIBOR_1M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs
The 'USD-LIBOR-3M-IMM-CME' contract.
USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
USD_LIBOR_3M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.IborFutureContractSpecs
The 'USD-LIBOR-3M-IMM-CME' contract.
USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-3M-LIBOR-6M' swap convention.
USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
Deprecated.
The 'USD-LIBOR-3M-Monthly-IMM' convention.
USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
Deprecated.
The 'USD-LIBOR-3M-Quarterly-IMM' convention.
USD_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-ShortDeposit-T0' term deposit convention with T+0 settlement date.
USD_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
USD_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
USD_SOFR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 10 years.
USD_SOFR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 15 years.
USD_SOFR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 1 year.
USD_SOFR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 20 years.
USD_SOFR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 2 years.
USD_SOFR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 30 years.
USD_SOFR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 3 years.
USD_SOFR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 4 years.
USD_SOFR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 5 years.
USD_SOFR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 6 years.
USD_SOFR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 7 years.
USD_SOFR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 8 years.
USD_SOFR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD SOFR Swap Rates 1100 for tenor of 9 years.
USD_SOFR_1M_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'USD-SOFR-1M-CME' contract.
USD_SOFR_1M_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'USD-SOFR-1M-ICE' contract.
USD_SOFR_1M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'USD-SOFR-1M-IMM-CME' convention.
USD_SOFR_3M_IMM_CME - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'USD-SOFR-3M-IMM-CME' contract.
USD_SOFR_3M_IMM_ICE - Static variable in class com.opengamma.strata.product.index.type.OvernightFutureContractSpecs
The 'USD-SOFR-3M-IMM-ICE' contract.
USD_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
USD-dominated standardized credit default swap.

V

value(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a value to a string.
value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the amount of the payment.
value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the value property.
value(Double) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
Sets the amount.
value() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
The meta-property for the value property.
valueDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Builder
Sets the value date.
valueDate() - Method in class com.opengamma.strata.product.swap.FutureValueNotional.Meta
The meta-property for the valueDate property.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.BuySell
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.CapFloor
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.LongShort
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.PayReceive
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.PutCall
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.SettlementType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.option.BarrierType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.option.KnockType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Returns the enum constant of this type with the specified name.
values() - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.BuySell
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.CapFloor
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.LongShort
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.PayReceive
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.PutCall
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.SettlementType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.option.BarrierType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.option.KnockType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.PortfolioItemType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FixedAccrualMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Returns an array containing the constants of this enum type, in the order they are declared.
variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the variant of ETD.
variant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the variant property.
variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the variant of ETD.
variant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the variant property.
variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
Sets the variant of ETD.
version(int) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the version of the option, defaulted to zero.
version() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the version property.

W

weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the weight to apply to this fixing.
weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the weight property.
weight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the weight property.
weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the weight property.
withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.Attributes
Returns a copy of this instance with the attribute added.
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
 
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfo
 
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfo
 
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SimpleAttributes
 
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfo
 
withAttributes(Attributes) - Method in interface com.opengamma.strata.product.Attributes
Returns a copy of this instance with the attributes added.
withAttributes(Attributes) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
withAttributes(Attributes) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
 
withAttributes(Attributes) - Method in class com.opengamma.strata.product.PositionInfo
 
withAttributes(Attributes) - Method in class com.opengamma.strata.product.SecurityInfo
 
withAttributes(Attributes) - Method in class com.opengamma.strata.product.SimpleAttributes
 
withAttributes(Attributes) - Method in class com.opengamma.strata.product.TradeInfo
 
withId(StandardId) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
Returns a copy of this instance with the identifier changed.
withId(StandardId) - Method in class com.opengamma.strata.product.PositionInfo
 
withId(StandardId) - Method in class com.opengamma.strata.product.TradeInfo
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BillPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BillTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.etd.EtdPosition
Returns an instance with the specified info.
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fra.FraTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.fx.FxTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.GenericSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.index.RateIndexSecurity
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.PortfolioItem
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.Position
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ProductTrade
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.ResolvableTrade
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Returns an instance with the specified info.
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.Security
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.SecurityPosition
 
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Returns an instance with the specified info.
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.SecurityTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.product.Trade
Returns an instance with the specified info.
withPrice(double) - Method in class com.opengamma.strata.product.bond.BillTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
withPrice(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Returns an instance with the specified price.
withPrice(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Returns an instance with the specified price.
withPrice(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Returns an instance with the specified price.
withPrice(double) - Method in class com.opengamma.strata.product.SecurityTrade
 
withQuantities(double, double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
withQuantities(double, double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
withQuantities(double, double) - Method in interface com.opengamma.strata.product.etd.EtdPosition
Returns an instance with the specified quantities.
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
withQuantity(double) - Method in interface com.opengamma.strata.product.etd.EtdPosition
Returns an instance with the specified net quantity.
withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureOptionTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
withQuantity(double) - Method in interface com.opengamma.strata.product.Position
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Returns an instance with the specified quantity.
withQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition
 
withQuantity(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Returns an instance with the specified quantity.
withQuantity(double) - Method in class com.opengamma.strata.product.SecurityTrade
 

X

XASX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Australian Securities Exchange.
XCBD - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Cboe Clear Digital.
XCBO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Chicago Board Options Exchange.
XCBT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Chicago Board of Trade (CBOT).
XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard cross-currency Ibor-Ibor swap conventions.
XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating cross-currency Ibor-Ibor swap trades.
XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for XCcyIborIborSwapTemplate.
XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for XCcyIborIborSwapTemplate.
XCcyOvernightOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for cross-currency overnight-overnight swap trades without FX reset.
XCcyOvernightOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard cross-currency overnight-overnight swap conventions.
XCcyOvernightOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating cross-currency overnight-overnight swap trades.
XCcyOvernightOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for XCcyOvernightOvernightSwapTemplate.
XCcyOvernightOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for XCcyOvernightOvernightSwapTemplate.
XCEC - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Commodities Exchange Center (COMEX).
XCME - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Chicago Mercantile Exchange (CME).
XEEE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
European Energy Exchange.
XFNO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Borsa Istanbul Exchange
XGAS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Central Eastern European Gas Exchange.
XHKF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Hong Kong Futures Exchange Ltd.
XHKG - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Hong Kong Exchanges And Clearing Ltd.
XJSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Johannesburg Stock Exchange.
XKFE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Korea Exchange (Futures Market)
XKLS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Bursa Malaysia.
XLME - Static variable in class com.opengamma.strata.product.common.ExchangeIds
London Metal Exchange.
XMAT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Euronext Exchange - Paris MATIF
XMGE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Minneapolis Grain Exchange.
XMOD - Static variable in class com.opengamma.strata.product.common.ExchangeIds
The Montreal Exchange.
XMON - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Euronext Exchange - Paris MONEP
XMPW - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Meff Power Derivatives Exchange.
XMRV - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Mercado EspaƱol de Futuros Financiero (MEFF).
XNSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
National Stock Exchange Of India.
XNYM - Static variable in class com.opengamma.strata.product.common.ExchangeIds
New York Mercantile Exchange (NYMEX).
XOSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Osaka Exchange.
XPAR - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Euronext Exchange - Paris
XPOW - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Powernext.
XSAF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
JSE - Equity Derivatives Market.
XSES - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Singapore Exchange Ltd.
XSFE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ASX - Trade24 (formerly Sydney Futures Exchange).
XTFF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Tokyo Financial Exchange.
XTKS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Tokyo Stock Exchange.
XTKT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Tokyo Commodity Exchange.
XWAR - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Warsaw Stock Exchange.
XZCE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Zhengzhou Commodity Exchange.

Y

yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the year fraction within the specified period.
yearFraction(LocalDate, LocalDate, DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the year fraction within the specified period and day count.
yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Calculates the year fraction within the specified period.
yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the yearFraction property.
yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the yieldConvention property.
yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the yieldConvention property.
yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill
Computes the yield from the price at a given settlement date.
yieldFromPrice(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Computes the yield from a price and a accrual factor.
yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
Computes the yield from the price at a given settlement date.
yieldFromPriceAd(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Computes the yield from a price and an accrual factor and its derivative wrt the price.
yieldFromPriceAd(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
Computes the yield from the price and its derivative wrt the price at a given settlement date.

Z

zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the zone property.
zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade time-zone, optional.
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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.