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 classAdjustablePaymentA 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 classBusinessDayAdjustmentAn adjustment that alters a date if it falls on a day other than a business day.classDaysAdjustmentAn adjustment that alters a date by adding a period of days.classHolidayCalendarIdAn identifier for a holiday calendar.classPeriodAdjustmentAn adjustment that alters a date by adding a period of calendar days, months and years.classTenorAdjustmentAn 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 classBillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>>Perform calculations on a singleBillTradeorBillPositionfor each of a set of scenarios.classBondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>>Perform calculations on a singleBondFutureOptionTradeorBondFutureOptionPositionfor each of a set of scenarios.classBondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>>Perform calculations on a singleBondFutureTradeorBondFuturePositionfor each of a set of scenarios.classCapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>>Perform calculations on a singleCapitalIndexedBondTradeorCapitalIndexedBondPositionfor each of a set of scenarios.classFixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>>Perform calculations on a singleFixedCouponBondTradeorFixedCouponBondPositionfor 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 classDsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>>Perform calculations on a singleDsfTradeorDsfPositionfor 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 classIborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>>Perform calculations on a singleIborFutureOptionTradeorIborFutureOptionPositionfor each of a set of scenarios.classIborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>>Perform calculations on a singleIborFutureTradeorIborFuturePositionfor each of a set of scenarios.classOvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>>Perform calculations on a singleOvernightFutureTradefor 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 interfaceResolvableTrade<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 classBillA bill.classBillPositionA position in a bill.classBillTradeA trade representing a bill.classBondFutureA futures contract, based on a basket of fixed coupon bonds.classBondFutureOptionA futures option contract, based on bonds.classBondFutureOptionPositionA position in a bond future option.classBondFutureOptionTradeA trade representing an option on a futures contract based on bonds.classBondFuturePositionA position in a bond future.classBondFutureTradeA trade representing a futures contract based on a fixed coupon bond.classCapitalIndexedBondA capital indexed bond.classCapitalIndexedBondPositionA position in a capital indexed bond.classCapitalIndexedBondTradeA trade representing a capital indexed bond.classFixedCouponBondA fixed coupon bond.classFixedCouponBondOptionAn option on aFixedCouponBond.classFixedCouponBondPositionA position in a fixed coupon bond.classFixedCouponBondTradeA 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 classIborCapFloorAn Ibor cap/floor product.classIborCapFloorLegAn Ibor cap/floor leg of a cap/floor product.classIborCapFloorTradeA 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 classCmsA constant maturity swap (CMS) or CMS cap/floor.classCmsLegA CMS leg of a constant maturity swap (CMS) product.classCmsTradeA 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 classCdsA single-name credit default swap (CDS).classCdsIndexA CDS (portfolio) index product.classCdsIndexTradeA trade in a CDS index.classCdsTradeA 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 classIborFixingDepositAn Ibor fixing deposit.classIborFixingDepositTradeA trade in an Ibor fixing deposit.classTermDepositA term deposit.classTermDepositTradeA 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 classDsfA deliverable swap futures contract.classDsfPositionA position in a DSF.classDsfTradeA 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 classFraA forward rate agreement (FRA).classFraTradeA 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 classFxNdfA Non-Deliverable Forward (NDF).classFxNdfTradeA trade in a Non-Deliverable Forward (NDF).classFxSingleA single foreign exchange, such as an FX forward or FX spot.classFxSingleTradeA foreign exchange trade, such as an FX forward or FX spot.classFxSwapAn FX swap.classFxSwapTradeA 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 classFxSingleBarrierOptionFX (European) single barrier option.classFxSingleBarrierOptionTradeA trade in an FX single barrier option.classFxVanillaOptionA vanilla FX option.classFxVanillaOptionTradeA 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 classIborFutureA futures contract based on an Ibor index.classIborFutureOptionA futures option contract, based on an Ibor index.classIborFutureOptionPositionA position in an option on a futures contract based on an Ibor index.classIborFutureOptionTradeA trade representing an option on a futures contract based on an Ibor index.classIborFuturePositionA position in a futures contract based on an Ibor index.classIborFutureTradeA trade representing a futures contract based on an Ibor index.classOvernightFutureA futures contract based on an Overnight index.classOvernightFuturePositionA futures contract based on an Overnight index.classOvernightFutureTradeA 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 classBulletPaymentA bullet payment.classBulletPaymentTradeA 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 interfaceScheduledSwapLegA swap leg that defines dates using a schedule.interfaceSwapLegA single leg of a swap.Classes in com.opengamma.strata.product.swap that implement Resolvable Modifier and Type Class Description classKnownAmountSwapLegA fixed swap leg defined in terms of known amounts.classRateCalculationSwapLegA rate swap leg defined using a parameterized schedule and calculation.classRatePeriodSwapLegA rate swap leg defined using payment and accrual periods.classSwapA rate swap.classSwapTradeA 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 classSwaptionAn option on an underlying swap.classSwaptionTradeA trade in an option on an underlying swap.
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