- 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
-
- 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
-
- 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.
- 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.
- 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
-
- IborFutureConventions - Class in com.opengamma.strata.product.index.type
-
- 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'.
- 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
-
- 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.
- 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
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Creates a trade based on this convention.
- Trade - Interface in com.opengamma.strata.product
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A trade with additional structured information.
- TradeConvention - Interface in com.opengamma.strata.product
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A market convention for trades.
- tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
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The meta-property for the tradeDate property.
- tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
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Sets the trade date, optional.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
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Sets the price that was traded, together with the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
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The meta-property for the tradedPrice property.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
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Sets the price that was traded, together with the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
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The meta-property for the tradedPrice property.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
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Sets the price that was traded, together with the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
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The meta-property for the tradedPrice property.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
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Sets the price that was traded, together with the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
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The meta-property for the tradedPrice property.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
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Sets the price that was traded, together with the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
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The meta-property for the tradedPrice property.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Builder
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Sets the price that was traded, together with the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureOptionTrade.Meta
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The meta-property for the tradedPrice property.
- tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
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Sets the price that was traded, together with the trade date, optional.
- tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
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The meta-property for the tradedPrice property.
- TradedPrice - Class in com.opengamma.strata.product
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The traded price of a security-based trade.
- TradeInfo - Class in com.opengamma.strata.product
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Additional information about a trade.
- TradeInfo.Meta - Class in com.opengamma.strata.product
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The meta-bean for TradeInfo.
- TradeInfoBuilder - Class in com.opengamma.strata.product
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Builder to create TradeInfo.
- TradeTemplate - Interface in com.opengamma.strata.product
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A template used to create a trade.
- tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
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The meta-property for the tradeTime property.
- tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder
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Sets the trade time, optional.
- type() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
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The meta-property for the type property.
- type(EtdType) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
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Sets the type of the contract specification.
- type(EtdType) - Method in class com.opengamma.strata.product.etd.SplitEtdContractSpecId.Builder
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Sets the type of the contract - future or option.
- type(EtdType) - Method in class com.opengamma.strata.product.etd.SplitEtdId.Builder
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Sets the type of the contract - future or option.
- type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
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The meta-property for the type property.
- type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
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The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
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Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
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The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
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Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
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The meta-property for the type property.