Uses of Interface
com.opengamma.strata.basics.Resolvable
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Packages that use Resolvable Package Description com.opengamma.strata.basics.currency Representations of currency and money.com.opengamma.strata.basics.date Tools for working with dates.com.opengamma.strata.measure.bond Base package for calculation functions.com.opengamma.strata.measure.dsf Calculation functions for DSF products.com.opengamma.strata.measure.index Calculation functions for index products.com.opengamma.strata.product Entity objects describing trades and products in financial markets.com.opengamma.strata.product.bond Entity objects describing bonds.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor.com.opengamma.strata.product.cms Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.com.opengamma.strata.product.credit Entity objects describing Credit Default Swap (CDS) and CDS index.com.opengamma.strata.product.deposit Entity objects describing financial instruments representing a simple deposit with interest.com.opengamma.strata.product.dsf Entity objects describing Deliverable Swap Futures (DSFs).com.opengamma.strata.product.fra Entity objects describing a forward rate agreement (FRA).com.opengamma.strata.product.fx Entity objects describing financial instruments in the foreign exchange market.com.opengamma.strata.product.fxopt Entity objects describing options in the foreign exchange market.com.opengamma.strata.product.index Entity objects describing contracts based on rate indices.com.opengamma.strata.product.payment Entity objects describing simple payment financial instruments.com.opengamma.strata.product.swap Entity objects describing a swap.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
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Uses of Resolvable in com.opengamma.strata.basics.currency
Classes in com.opengamma.strata.basics.currency that implement Resolvable Modifier and Type Class Description class
AdjustablePayment
A single payment of a known amount on a date, with business day adjustment rules. -
Uses of Resolvable in com.opengamma.strata.basics.date
Classes in com.opengamma.strata.basics.date that implement Resolvable Modifier and Type Class Description class
BusinessDayAdjustment
An adjustment that alters a date if it falls on a day other than a business day.class
DaysAdjustment
An adjustment that alters a date by adding a period of days.class
HolidayCalendarId
An identifier for a holiday calendar.class
PeriodAdjustment
An adjustment that alters a date by adding a period of calendar days, months and years.class
TenorAdjustment
An adjustment that alters a date by adding a tenor. -
Uses of Resolvable in com.opengamma.strata.measure.bond
Classes in com.opengamma.strata.measure.bond with type parameters of type Resolvable Modifier and Type Class Description class
BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>>
Perform calculations on a singleBillTrade
orBillPosition
for each of a set of scenarios.class
BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>>
Perform calculations on a singleBondFutureOptionTrade
orBondFutureOptionPosition
for each of a set of scenarios.class
BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>>
Perform calculations on a singleBondFutureTrade
orBondFuturePosition
for each of a set of scenarios.class
CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>>
Perform calculations on a singleCapitalIndexedBondTrade
orCapitalIndexedBondPosition
for each of a set of scenarios.class
FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>>
Perform calculations on a singleFixedCouponBondTrade
orFixedCouponBondPosition
for each of a set of scenarios. -
Uses of Resolvable in com.opengamma.strata.measure.dsf
Classes in com.opengamma.strata.measure.dsf with type parameters of type Resolvable Modifier and Type Class Description class
DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>>
Perform calculations on a singleDsfTrade
orDsfPosition
for each of a set of scenarios. -
Uses of Resolvable in com.opengamma.strata.measure.index
Classes in com.opengamma.strata.measure.index with type parameters of type Resolvable Modifier and Type Class Description class
IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>>
Perform calculations on a singleIborFutureOptionTrade
orIborFutureOptionPosition
for each of a set of scenarios.class
IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>>
Perform calculations on a singleIborFutureTrade
orIborFuturePosition
for each of a set of scenarios.class
OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>>
Perform calculations on a singleOvernightFutureTrade
for each of a set of scenarios. -
Uses of Resolvable in com.opengamma.strata.product
Subinterfaces of Resolvable in com.opengamma.strata.product Modifier and Type Interface Description interface
ResolvableTrade<T extends ResolvedTrade>
A trade that can to be resolved using reference data. -
Uses of Resolvable in com.opengamma.strata.product.bond
Classes in com.opengamma.strata.product.bond that implement Resolvable Modifier and Type Class Description class
Bill
A bill.class
BillPosition
A position in a bill.class
BillTrade
A trade representing a bill.class
BondFuture
A futures contract, based on a basket of fixed coupon bonds.class
BondFutureOption
A futures option contract, based on bonds.class
BondFutureOptionPosition
A position in a bond future option.class
BondFutureOptionTrade
A trade representing an option on a futures contract based on bonds.class
BondFuturePosition
A position in a bond future.class
BondFutureTrade
A trade representing a futures contract based on a fixed coupon bond.class
CapitalIndexedBond
A capital indexed bond.class
CapitalIndexedBondPosition
A position in a capital indexed bond.class
CapitalIndexedBondTrade
A trade representing a capital indexed bond.class
FixedCouponBond
A fixed coupon bond.class
FixedCouponBondOption
An option on aFixedCouponBond
.class
FixedCouponBondPosition
A position in a fixed coupon bond.class
FixedCouponBondTrade
A trade representing a fixed coupon bond. -
Uses of Resolvable in com.opengamma.strata.product.capfloor
Classes in com.opengamma.strata.product.capfloor that implement Resolvable Modifier and Type Class Description class
IborCapFloor
An Ibor cap/floor product.class
IborCapFloorLeg
An Ibor cap/floor leg of a cap/floor product.class
IborCapFloorTrade
A trade in an Ibor cap/floor. -
Uses of Resolvable in com.opengamma.strata.product.cms
Classes in com.opengamma.strata.product.cms that implement Resolvable Modifier and Type Class Description class
Cms
A constant maturity swap (CMS) or CMS cap/floor.class
CmsLeg
A CMS leg of a constant maturity swap (CMS) product.class
CmsTrade
A trade in a constant maturity swap (CMS). -
Uses of Resolvable in com.opengamma.strata.product.credit
Classes in com.opengamma.strata.product.credit that implement Resolvable Modifier and Type Class Description class
Cds
A single-name credit default swap (CDS).class
CdsIndex
A CDS (portfolio) index product.class
CdsIndexTrade
A trade in a CDS index.class
CdsTrade
A trade in a single-name credit default swap (CDS). -
Uses of Resolvable in com.opengamma.strata.product.deposit
Classes in com.opengamma.strata.product.deposit that implement Resolvable Modifier and Type Class Description class
IborFixingDeposit
An Ibor fixing deposit.class
IborFixingDepositTrade
A trade in an Ibor fixing deposit.class
TermDeposit
A term deposit.class
TermDepositTrade
A trade in a term deposit. -
Uses of Resolvable in com.opengamma.strata.product.dsf
Classes in com.opengamma.strata.product.dsf that implement Resolvable Modifier and Type Class Description class
Dsf
A deliverable swap futures contract.class
DsfPosition
A position in a DSF.class
DsfTrade
A trade representing a futures contract based on an interest rate swap. -
Uses of Resolvable in com.opengamma.strata.product.fra
Classes in com.opengamma.strata.product.fra that implement Resolvable Modifier and Type Class Description class
Fra
A forward rate agreement (FRA).class
FraTrade
A trade in a forward rate agreement (FRA). -
Uses of Resolvable in com.opengamma.strata.product.fx
Classes in com.opengamma.strata.product.fx that implement Resolvable Modifier and Type Class Description class
FxNdf
A Non-Deliverable Forward (NDF).class
FxNdfTrade
A trade in a Non-Deliverable Forward (NDF).class
FxSingle
A single foreign exchange, such as an FX forward or FX spot.class
FxSingleTrade
A foreign exchange trade, such as an FX forward or FX spot.class
FxSwap
An FX swap.class
FxSwapTrade
A trade in an FX swap. -
Uses of Resolvable in com.opengamma.strata.product.fxopt
Classes in com.opengamma.strata.product.fxopt that implement Resolvable Modifier and Type Class Description class
FxSingleBarrierOption
FX (European) single barrier option.class
FxSingleBarrierOptionTrade
A trade in an FX single barrier option.class
FxVanillaOption
A vanilla FX option.class
FxVanillaOptionTrade
A trade in a vanilla FX option. -
Uses of Resolvable in com.opengamma.strata.product.index
Classes in com.opengamma.strata.product.index that implement Resolvable Modifier and Type Class Description class
IborFuture
A futures contract based on an Ibor index.class
IborFutureOption
A futures option contract, based on an Ibor index.class
IborFutureOptionPosition
A position in an option on a futures contract based on an Ibor index.class
IborFutureOptionTrade
A trade representing an option on a futures contract based on an Ibor index.class
IborFuturePosition
A position in a futures contract based on an Ibor index.class
IborFutureTrade
A trade representing a futures contract based on an Ibor index.class
OvernightFuture
A futures contract based on an Overnight index.class
OvernightFuturePosition
A futures contract based on an Overnight index.class
OvernightFutureTrade
A trade representing a futures contract based on an Overnight index. -
Uses of Resolvable in com.opengamma.strata.product.payment
Classes in com.opengamma.strata.product.payment that implement Resolvable Modifier and Type Class Description class
BulletPayment
A bullet payment.class
BulletPaymentTrade
A bullet payment trade. -
Uses of Resolvable in com.opengamma.strata.product.swap
Subinterfaces of Resolvable in com.opengamma.strata.product.swap Modifier and Type Interface Description interface
ScheduledSwapLeg
A swap leg that defines dates using a schedule.interface
SwapLeg
A single leg of a swap.Classes in com.opengamma.strata.product.swap that implement Resolvable Modifier and Type Class Description class
KnownAmountSwapLeg
A fixed swap leg defined in terms of known amounts.class
RateCalculationSwapLeg
A rate swap leg defined using a parameterized schedule and calculation.class
RatePeriodSwapLeg
A rate swap leg defined using payment and accrual periods.class
Swap
A rate swap.class
SwapTrade
A trade in a rate swap. -
Uses of Resolvable in com.opengamma.strata.product.swaption
Classes in com.opengamma.strata.product.swaption that implement Resolvable Modifier and Type Class Description class
Swaption
An option on an underlying swap.class
SwaptionTrade
A trade in an option on an underlying swap.
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