Package  Description 

com.opengamma.strata.basics.value 
Basic financial tools for working with values.

com.opengamma.strata.product.bond 
Entity objects describing bonds.

com.opengamma.strata.product.index 
Entity objects describing contracts based on rate indices.

Modifier and Type  Class and Description 

class 
HalfUpRounding
Standard implementation of
Rounding that uses the halfup convention. 
Modifier and Type  Method and Description 

static Rounding 
Rounding.none()
Obtains an instance that performs no rounding.

static Rounding 
Rounding.ofDecimalPlaces(int decimalPlaces)
Obtains an instance that rounds to the specified number of decimal places.

static Rounding 
Rounding.ofFractionalDecimalPlaces(int decimalPlaces,
int fraction)
Obtains an instance from the number of decimal places and fraction.

Modifier and Type  Method and Description 

Rounding 
ResolvedBondFuture.getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.

Rounding 
BondFuture.getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.

Rounding 
BondFutureSecurity.getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.

Rounding 
BondFutureOption.getRounding()
Gets the definition of how to round the option price, defaulted to no rounding.

Rounding 
BondFutureOptionSecurity.getRounding()
Gets the definition of how to round the option price, defaulted to no rounding.

Rounding 
ResolvedBondFutureOption.getRounding()
Gets the definition of how to round the option price, defaulted to no rounding.

Modifier and Type  Method and Description 

MetaProperty<Rounding> 
ResolvedBondFuture.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
BondFuture.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
BondFutureSecurity.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
BondFutureOption.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
BondFutureOptionSecurity.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
ResolvedBondFutureOption.Meta.rounding()
The metaproperty for the
rounding property. 
Modifier and Type  Method and Description 

ResolvedBondFuture.Builder 
ResolvedBondFuture.Builder.rounding(Rounding rounding)
Sets the definition of how to round the futures price, defaulted to no rounding.

BondFuture.Builder 
BondFuture.Builder.rounding(Rounding rounding)
Sets the definition of how to round the futures price, defaulted to no rounding.

BondFutureSecurity.Builder 
BondFutureSecurity.Builder.rounding(Rounding rounding)
Sets the definition of how to round the futures price, defaulted to no rounding.

BondFutureOption.Builder 
BondFutureOption.Builder.rounding(Rounding rounding)
Sets the definition of how to round the option price, defaulted to no rounding.

BondFutureOptionSecurity.Builder 
BondFutureOptionSecurity.Builder.rounding(Rounding rounding)
Sets the definition of how to round the option price, defaulted to no rounding.

ResolvedBondFutureOption.Builder 
ResolvedBondFutureOption.Builder.rounding(Rounding rounding)
Sets the definition of how to round the option price, defaulted to no rounding.

Modifier and Type  Method and Description 

Rounding 
IborFutureOptionSecurity.getRounding()
Gets the definition of how to round the option price, defaulted to no rounding.

Rounding 
IborFuture.getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.

Rounding 
IborFutureOption.getRounding()
Gets the definition of how to round the option price, defaulted to no rounding.

Rounding 
ResolvedIborFutureOption.getRounding()
Gets the definition of how to round the option price, defaulted to no rounding.

Rounding 
ResolvedIborFuture.getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.

Rounding 
IborFutureSecurity.getRounding()
Gets the definition of how to round the futures price, defaulted to no rounding.

Modifier and Type  Method and Description 

MetaProperty<Rounding> 
IborFutureOptionSecurity.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
IborFuture.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
IborFutureOption.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
ResolvedIborFutureOption.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
ResolvedIborFuture.Meta.rounding()
The metaproperty for the
rounding property. 
MetaProperty<Rounding> 
IborFutureSecurity.Meta.rounding()
The metaproperty for the
rounding property. 
Modifier and Type  Method and Description 

IborFutureOptionSecurity.Builder 
IborFutureOptionSecurity.Builder.rounding(Rounding rounding)
Sets the definition of how to round the option price, defaulted to no rounding.

IborFuture.Builder 
IborFuture.Builder.rounding(Rounding rounding)
Sets the definition of how to round the futures price, defaulted to no rounding.

IborFutureOption.Builder 
IborFutureOption.Builder.rounding(Rounding rounding)
Sets the definition of how to round the option price, defaulted to no rounding.

ResolvedIborFutureOption.Builder 
ResolvedIborFutureOption.Builder.rounding(Rounding rounding)
Sets the definition of how to round the option price, defaulted to no rounding.

ResolvedIborFuture.Builder 
ResolvedIborFuture.Builder.rounding(Rounding rounding)
Sets the definition of how to round the futures price, defaulted to no rounding.

IborFutureSecurity.Builder 
IborFutureSecurity.Builder.rounding(Rounding rounding)
Sets the definition of how to round the futures price, defaulted to no rounding.

Copyright 2009Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.