Package com.opengamma.strata.product.bond

Entity objects describing bonds.

Interface Summary

Interface	Description
BondPaymentPeriod	A period over which interest is accrued with a single payment.
LegalEntitySecurity	An instrument representing a security associated with a legal entity.

Class Summary

Class	Description
Bill	A bill.
Bill.Builder	The bean-builder for Bill.
Bill.Meta	The meta-bean for Bill.
BillPosition	A position in a bill.
BillPosition.Builder	The bean-builder for BillPosition.
BillPosition.Meta	The meta-bean for BillPosition.
BillSecurity	A security representing a bill.
BillSecurity.Builder	The bean-builder for BillSecurity.
BillSecurity.Meta	The meta-bean for BillSecurity.
BillTrade	A trade representing a bill.
BillTrade.Builder	The bean-builder for BillTrade.
BillTrade.Meta	The meta-bean for BillTrade.
BondFuture	A futures contract, based on a basket of fixed coupon bonds.
BondFuture.Builder	The bean-builder for BondFuture.
BondFuture.Meta	The meta-bean for BondFuture.
BondFutureOption	A futures option contract, based on bonds.
BondFutureOption.Builder	The bean-builder for BondFutureOption.
BondFutureOption.Meta	The meta-bean for BondFutureOption.
BondFutureOptionPosition	A position in a bond future option.
BondFutureOptionPosition.Builder	The bean-builder for BondFutureOptionPosition.
BondFutureOptionPosition.Meta	The meta-bean for BondFutureOptionPosition.
BondFutureOptionSecurity	A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureOptionSecurity.Builder	The bean-builder for BondFutureOptionSecurity.
BondFutureOptionSecurity.Meta	The meta-bean for BondFutureOptionSecurity.
BondFutureOptionTrade	A trade representing an option on a futures contract based on bonds.
BondFutureOptionTrade.Builder	The bean-builder for BondFutureOptionTrade.
BondFutureOptionTrade.Meta	The meta-bean for BondFutureOptionTrade.
BondFuturePosition	A position in a bond future.
BondFuturePosition.Builder	The bean-builder for BondFuturePosition.
BondFuturePosition.Meta	The meta-bean for BondFuturePosition.
BondFutureSecurity	A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureSecurity.Builder	The bean-builder for BondFutureSecurity.
BondFutureSecurity.Meta	The meta-bean for BondFutureSecurity.
BondFutureTrade	A trade representing a futures contract based on a fixed coupon bond.
BondFutureTrade.Builder	The bean-builder for BondFutureTrade.
BondFutureTrade.Meta	The meta-bean for BondFutureTrade.
CapitalIndexedBond	A capital indexed bond.
CapitalIndexedBond.Builder	The bean-builder for CapitalIndexedBond.
CapitalIndexedBond.Meta	The meta-bean for CapitalIndexedBond.
CapitalIndexedBondPaymentPeriod	A coupon or nominal payment of capital indexed bonds.
CapitalIndexedBondPaymentPeriod.Builder	The bean-builder for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPaymentPeriod.Meta	The meta-bean for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPosition	A position in a capital indexed bond.
CapitalIndexedBondPosition.Builder	The bean-builder for CapitalIndexedBondPosition.
CapitalIndexedBondPosition.Meta	The meta-bean for CapitalIndexedBondPosition.
CapitalIndexedBondSecurity	A security representing a capital indexed bond.
CapitalIndexedBondSecurity.Builder	The bean-builder for CapitalIndexedBondSecurity.
CapitalIndexedBondSecurity.Meta	The meta-bean for CapitalIndexedBondSecurity.
CapitalIndexedBondTrade	A trade representing a capital indexed bond.
CapitalIndexedBondTrade.Builder	The bean-builder for CapitalIndexedBondTrade.
CapitalIndexedBondTrade.Meta	The meta-bean for CapitalIndexedBondTrade.
FixedCouponBond	A fixed coupon bond.
FixedCouponBond.Builder	The bean-builder for FixedCouponBond.
FixedCouponBond.Meta	The meta-bean for FixedCouponBond.
FixedCouponBondOption	An option on a FixedCouponBond.
FixedCouponBondOption.Builder	The bean-builder for FixedCouponBondOption.
FixedCouponBondOption.Meta	The meta-bean for FixedCouponBondOption.
FixedCouponBondPaymentPeriod	A period over which a fixed coupon is paid.
FixedCouponBondPaymentPeriod.Builder	The bean-builder for FixedCouponBondPaymentPeriod.
FixedCouponBondPaymentPeriod.Meta	The meta-bean for FixedCouponBondPaymentPeriod.
FixedCouponBondPosition	A position in a fixed coupon bond.
FixedCouponBondPosition.Builder	The bean-builder for FixedCouponBondPosition.
FixedCouponBondPosition.Meta	The meta-bean for FixedCouponBondPosition.
FixedCouponBondSecurity	A security representing a fixed coupon bond.
FixedCouponBondSecurity.Builder	The bean-builder for FixedCouponBondSecurity.
FixedCouponBondSecurity.Meta	The meta-bean for FixedCouponBondSecurity.
FixedCouponBondTrade	A trade representing a fixed coupon bond.
FixedCouponBondTrade.Builder	The bean-builder for FixedCouponBondTrade.
FixedCouponBondTrade.Meta	The meta-bean for FixedCouponBondTrade.
KnownAmountBondPaymentPeriod	A period within a swap that results in a known amount.
KnownAmountBondPaymentPeriod.Builder	The bean-builder for KnownAmountBondPaymentPeriod.
KnownAmountBondPaymentPeriod.Meta	The meta-bean for KnownAmountBondPaymentPeriod.
ResolvedBill	A bill, resolved for pricing.
ResolvedBill.Builder	The bean-builder for ResolvedBill.
ResolvedBill.Meta	The meta-bean for ResolvedBill.
ResolvedBillTrade	A trade in a bill, resolved for pricing.
ResolvedBillTrade.Builder	The bean-builder for ResolvedBillTrade.
ResolvedBillTrade.Meta	The meta-bean for ResolvedBillTrade.
ResolvedBondFuture	A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFuture.Builder	The bean-builder for ResolvedBondFuture.
ResolvedBondFuture.Meta	The meta-bean for ResolvedBondFuture.
ResolvedBondFutureOption	A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOption.Builder	The bean-builder for ResolvedBondFutureOption.
ResolvedBondFutureOption.Meta	The meta-bean for ResolvedBondFutureOption.
ResolvedBondFutureOptionTrade	A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOptionTrade.Builder	The bean-builder for ResolvedBondFutureOptionTrade.
ResolvedBondFutureOptionTrade.Meta	The meta-bean for ResolvedBondFutureOptionTrade.
ResolvedBondFutureTrade	A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureTrade.Builder	The bean-builder for ResolvedBondFutureTrade.
ResolvedBondFutureTrade.Meta	The meta-bean for ResolvedBondFutureTrade.
ResolvedCapitalIndexedBond	A capital indexed bond.
ResolvedCapitalIndexedBond.Builder	The bean-builder for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBond.Meta	The meta-bean for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBondSettlement	The settlement details of a capital indexed bond trade.
ResolvedCapitalIndexedBondTrade	A trade in a capital indexed bond, resolved for pricing.
ResolvedCapitalIndexedBondTrade.Builder	The bean-builder for ResolvedCapitalIndexedBondTrade.
ResolvedCapitalIndexedBondTrade.Meta	The meta-bean for ResolvedCapitalIndexedBondTrade.
ResolvedFixedCouponBond	A fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBond.Builder	The bean-builder for ResolvedFixedCouponBond.
ResolvedFixedCouponBond.Meta	The meta-bean for ResolvedFixedCouponBond.
ResolvedFixedCouponBondOption	An option on a FixedCouponBond resolved for pricing.
ResolvedFixedCouponBondOption.Builder	The bean-builder for ResolvedFixedCouponBondOption.
ResolvedFixedCouponBondOption.Meta	The meta-bean for ResolvedFixedCouponBondOption.
ResolvedFixedCouponBondSettlement	The settlement details of a fixed coupon bond trade.
ResolvedFixedCouponBondTrade	A trade in a fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBondTrade.Builder	The bean-builder for ResolvedFixedCouponBondTrade.
ResolvedFixedCouponBondTrade.Meta	The meta-bean for ResolvedFixedCouponBondTrade.

Enum Summary

Enum	Description
BillYieldConvention	A convention defining how yield is computed for a bill.
CapitalIndexedBondYieldConvention	A convention defining accrued interest calculation type for inflation bond securities.
FixedCouponBondYieldConvention	A convention defining accrued interest calculation type for a bond security.