Uses of Package
Packages that use com.opengamma.strata.measure.index Package Description com.opengamma.strata.measure.indexCalculation functions for index products.
Classes in com.opengamma.strata.measure.index used by com.opengamma.strata.measure.index Class Description IborFutureOptionMarketDataMarket data for Ibor future options. IborFutureOptionMarketDataLookupThe lookup that provides access to Ibor future option volatilities in market data. IborFutureOptionScenarioMarketDataMarket data for Ibor future options, used for calculation across multiple scenarios. IborFutureOptionTradeCalculationFunctionPerform calculations on a single
IborFutureOptionPositionfor each of a set of scenarios.
IborFutureOptionTradeCalculationsCalculates pricing and risk measures for trades in an option contract based on an Ibor index future. IborFutureTradeCalculationFunctionPerform calculations on a single
IborFuturePositionfor each of a set of scenarios.
IborFutureTradeCalculationsCalculates pricing and risk measures for trades in a futures contract based on an Ibor index. OvernightFutureTradeCalculationFunctionPerform calculations on a single
OvernightFutureTradefor each of a set of scenarios.
OvernightFutureTradeCalculationsCalculates pricing and risk measures for trades in a futures contract based on an Overnight rate index.