Uses of Interface
com.opengamma.strata.collect.named.Named

Packages that use Named

Package	Description
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.schedule	Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value	Basic financial tools for working with values.
com.opengamma.strata.calc	Calculates risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.collect	Root package for common data structures used by Strata.
com.opengamma.strata.collect.io	Provides utilities for the management of input and output.
com.opengamma.strata.collect.named	Named data structures.
com.opengamma.strata.collect.result	Result data structures.
com.opengamma.strata.data	Basic types to model market data.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.interpolator	Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.explain	Support for explaining results.
com.opengamma.strata.market.model	Market data related to pricing models.
com.opengamma.strata.market.option	Entity objects for options.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.math.impl.interpolation
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.common	Common code for pricing.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
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.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.common	Entity objects shared between other packages.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.option	Entity objects describing common option concepts.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

Uses of Named in com.opengamma.strata.basics.date

Subinterfaces of Named in com.opengamma.strata.basics.date

Modifier and Type	Interface	Description
interface	BusinessDayConvention	A convention defining how to adjust a date if it falls on a day other than a business day.
interface	DateSequence	A series of dates identified by name.
interface	DayCount	A convention defining how to calculate fractions of a year.
interface	HolidayCalendar	A holiday calendar, classifying dates as holidays or business days.
interface	PeriodAdditionConvention	A convention defining how a period is added to a date.

Classes in com.opengamma.strata.basics.date that implement Named

Modifier and Type	Class	Description
class	HolidayCalendarId	An identifier for a holiday calendar.
class	ImmutableHolidayCalendar	An immutable holiday calendar implementation.

Uses of Named in com.opengamma.strata.basics.index

Subinterfaces of Named in com.opengamma.strata.basics.index

Modifier and Type	Interface	Description
interface	FloatingRate	An index or group of indices used to provide floating rates, typically in interest rate swaps.
interface	FloatingRateIndex	An index used to provide floating rates, typically in interest rate swaps.
interface	FloatingRateName	A floating rate index name, such as Libor, Euribor or US Fed Fund.
interface	FxIndex	An index of foreign exchange rates.
interface	IborIndex	An inter-bank lending rate index, such as Libor or Euribor.
interface	Index	An index of values, such as LIBOR, FED FUND or daily exchange rates.
interface	OvernightIndex	An Overnight index, such as Sonia or Eonia.
interface	PriceIndex	An index of prices.
interface	RateIndex	A index of interest rates, such as an Overnight or Inter-Bank rate.

Classes in com.opengamma.strata.basics.index that implement Named

Modifier and Type	Class	Description
class	FloatingRateType	The type of a floating rate index.
class	ImmutableFloatingRateName	An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
class	ImmutableFxIndex	A foreign exchange index implementation based on an immutable set of rules.
class	ImmutableIborIndex	An Ibor index implementation based on an immutable set of rules.
class	ImmutableOvernightIndex	An overnight index, such as Sonia or Eonia.
class	ImmutablePriceIndex	A price index implementation based on an immutable set of rules.

Uses of Named in com.opengamma.strata.basics.schedule

Subinterfaces of Named in com.opengamma.strata.basics.schedule

Modifier and Type	Interface	Description
interface	RollConvention	A convention defining how to roll dates.

Classes in com.opengamma.strata.basics.schedule that implement Named

Modifier and Type	Class	Description
class	StubConvention	A convention defining how to calculate stub periods.

Uses of Named in com.opengamma.strata.basics.value

Classes in com.opengamma.strata.basics.value that implement Named

Modifier and Type	Class	Description
class	ValueAdjustmentType	The type of value adjustment.

Uses of Named in com.opengamma.strata.calc

Subinterfaces of Named in com.opengamma.strata.calc

Modifier and Type	Interface	Description
interface	Measure	Identifies a measure that can be produced by the system.

Classes in com.opengamma.strata.calc that implement Named

Modifier and Type	Class	Description
class	ColumnName	The name of a column in the grid of calculation results.
class	ImmutableMeasure	The default, immutable implementation of Measure.
class	ReportingCurrencyType	The available types of reporting currency.

Uses of Named in com.opengamma.strata.collect

Classes in com.opengamma.strata.collect that implement Named

Modifier and Type	Class	Description
class	TypedString<T extends TypedString<T>>	An abstract class designed to enable typed strings.

Uses of Named in com.opengamma.strata.collect.io

Classes in com.opengamma.strata.collect.io that implement Named

Modifier and Type	Class	Description
class	AsciiTableAlignment	Alignment of the data within an ASCII table.
class	ByteSourceCodec	Encodes and decodes common data formats.

Uses of Named in com.opengamma.strata.collect.named

Classes in com.opengamma.strata.collect.named with type parameters of type Named

Modifier and Type	Class	Description
class	CombinedExtendedEnum<T extends Named>	Combines multiple extended enums into one lookup.
class	ExtendedEnum<T extends Named>	Manager for extended enums controlled by code or configuration.
static class	ExtendedEnum.ExternalEnumNames<T extends Named>	Maps names used by external systems to the standard name used here.
interface	NamedLookup<T extends Named>	A lookup for named instances.

Subinterfaces of Named in com.opengamma.strata.collect.named

Modifier and Type	Interface	Description
interface	NamedEnum	A named enum instance.

Methods in com.opengamma.strata.collect.named with type parameters of type Named

Modifier and Type	Method	Description
static <R extends Named> CombinedExtendedEnum<R>	CombinedExtendedEnum.of(Class<R> type)	Obtains a combined extended enum instance.
static <R extends Named> ExtendedEnum<R>	ExtendedEnum.of(Class<R> type)	Obtains an extended enum instance.
static <T extends Named> T	Named.of(Class<T> type, String name)	Obtains an instance of the specified named type by name.

Uses of Named in com.opengamma.strata.collect.result

Classes in com.opengamma.strata.collect.result that implement Named

Modifier and Type	Class	Description
class	FailureReason	Represents the reason why failure occurred.

Uses of Named in com.opengamma.strata.data

Classes in com.opengamma.strata.data that implement Named

Modifier and Type	Class	Description
class	FieldName	The name of a field in a market data record.
class	MarketDataName<T>	A name for an item of market data.
class	ObservableSource	Identifies the source of observable market data, for example Bloomberg or Reuters.

Uses of Named in com.opengamma.strata.loader.csv

Subinterfaces of Named in com.opengamma.strata.loader.csv

Modifier and Type	Interface	Description
interface	PositionCsvParserPlugin	Pluggable CSV position parser.
interface	TradeCsvParserPlugin	Pluggable CSV trade parser.
interface	TradeCsvWriterPlugin<T extends Trade>	Pluggable CSV trade writer.

Classes in com.opengamma.strata.loader.csv that implement Named

Modifier and Type	Class	Description
class	FxNdfTradeCsvPlugin	Handles the CSV file format for FxNdf trades.
class	FxSingleBarrierOptionTradeCsvPlugin	Handles the CSV files format for FX Single Barrier Option trades.
class	GenericSecurityTradeCsvPlugin	Handles the CSV file format for Generic Security trades.
class	IborCapFloorTradeCsvPlugin	Handles the CSV file format for CapFloor trades.
class	SecurityTradeCsvPlugin	Handles the CSV file format for Security trades.

Uses of Named in com.opengamma.strata.loader.fpml

Subinterfaces of Named in com.opengamma.strata.loader.fpml

Modifier and Type	Interface	Description
interface	FpmlParserPlugin	Pluggable FpML trade parser.

Uses of Named in com.opengamma.strata.market

Classes in com.opengamma.strata.market that implement Named

Modifier and Type	Class	Description
class	ShiftType	Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
class	ValueType	The type of a value.

Uses of Named in com.opengamma.strata.market.curve

Classes in com.opengamma.strata.market.curve that implement Named

Modifier and Type	Class	Description
class	CurveGroupName	The name of a curve group.
class	CurveInfoType<T>	The type that provides meaning to additional curve information.
class	CurveName	The name of a curve.
class	CurveNodeClashAction	The action to perform when the dates of two curve nodes clash.
class	CurveNodeDateType	The types of curve node date.
class	LegalEntityGroup	Legal entity group.
class	RepoGroup	Group used to identify a related set of repo curves when pricing bonds.

Uses of Named in com.opengamma.strata.market.curve.interpolator

Subinterfaces of Named in com.opengamma.strata.market.curve.interpolator

Modifier and Type	Interface	Description
interface	CurveExtrapolator	Interface for extrapolators which extrapolate beyond the ends of a curve.
interface	CurveInterpolator	Interface for interpolators that interpolate between points on a curve.

Uses of Named in com.opengamma.strata.market.explain

Classes in com.opengamma.strata.market.explain that implement Named

Modifier and Type	Class	Description
class	ExplainKey<T>	A key for the map of explanatory values.

Uses of Named in com.opengamma.strata.market.model

Classes in com.opengamma.strata.market.model that implement Named

Modifier and Type	Class	Description
class	MoneynessType	The approach used for simple moneyness.
class	SabrParameterType	The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.

Uses of Named in com.opengamma.strata.market.option

Classes in com.opengamma.strata.market.option that implement Named

Modifier and Type	Class	Description
class	StrikeType	The type of a strike.

Uses of Named in com.opengamma.strata.market.sensitivity

Classes in com.opengamma.strata.market.sensitivity that implement Named

Modifier and Type	Class	Description
class	CurveSensitivitiesType	The type of curve sensitivities.

Uses of Named in com.opengamma.strata.market.surface

Classes in com.opengamma.strata.market.surface that implement Named

Modifier and Type	Class	Description
class	SurfaceInfoType<T>	The type that provides meaning to additional surface information.
class	SurfaceName	The name of a surface.

Uses of Named in com.opengamma.strata.math.impl.interpolation

Subinterfaces of Named in com.opengamma.strata.math.impl.interpolation

Modifier and Type	Interface	Description
interface	WeightingFunction	A function to allow a smooth weighing between two functions.

Uses of Named in com.opengamma.strata.measure.fxopt

Classes in com.opengamma.strata.measure.fxopt that implement Named

Modifier and Type	Class	Description
class	FxSingleBarrierOptionMethod	The method to use for pricing FX single barrier options.
class	FxVanillaOptionMethod	The method to use for pricing FX vanilla options.

Uses of Named in com.opengamma.strata.pricer

Classes in com.opengamma.strata.pricer that implement Named

Modifier and Type	Class	Description
class	CompoundedRateType	A compounded rate type.

Uses of Named in com.opengamma.strata.pricer.bond

Classes in com.opengamma.strata.pricer.bond that implement Named

Modifier and Type	Class	Description
class	BondFutureVolatilitiesName	The name of a set of bond future volatilities.
class	BondVolatilitiesName	The name of a set of bond options volatilities.

Uses of Named in com.opengamma.strata.pricer.capfloor

Classes in com.opengamma.strata.pricer.capfloor that implement Named

Modifier and Type	Class	Description
class	IborCapletFloorletVolatilitiesName	The name of a set of Ibor cap/floor volatilities.

Uses of Named in com.opengamma.strata.pricer.common

Classes in com.opengamma.strata.pricer.common that implement Named

Modifier and Type	Class	Description
class	PriceType	Enumerates the types of price that can be returned.

Uses of Named in com.opengamma.strata.pricer.credit

Classes in com.opengamma.strata.pricer.credit that implement Named

Modifier and Type	Class	Description
class	AccrualOnDefaultFormula	The formula for accrual on default.
class	ArbitrageHandling	The formula for accrual on default.

Uses of Named in com.opengamma.strata.pricer.fxopt

Classes in com.opengamma.strata.pricer.fxopt that implement Named

Modifier and Type	Class	Description
class	FxOptionVolatilitiesName	The name of a set of FX option volatilities.

Uses of Named in com.opengamma.strata.pricer.index

Classes in com.opengamma.strata.pricer.index that implement Named

Modifier and Type	Class	Description
class	IborFutureOptionVolatilitiesName	The name of a set of Ibor future option volatilities.

Uses of Named in com.opengamma.strata.pricer.swaption

Classes in com.opengamma.strata.pricer.swaption that implement Named

Modifier and Type	Class	Description
class	SwaptionVolatilitiesName	The name of a set of swaption volatilities.

Uses of Named in com.opengamma.strata.product

Classes in com.opengamma.strata.product that implement Named

Modifier and Type	Class	Description
class	AttributeType<T>	The type that provides meaning to an attribute.
class	PortfolioItemType	The type of a portfolio item.
class	ProductType	The type of a portfolio item.

Uses of Named in com.opengamma.strata.product.bond

Classes in com.opengamma.strata.product.bond that implement Named

Modifier and Type	Class	Description
class	BillYieldConvention	A convention defining how yield is computed for a bill.
class	CapitalIndexedBondYieldConvention	A convention defining accrued interest calculation type for inflation bond securities.
class	FixedCouponBondYieldConvention	A convention defining accrued interest calculation type for a bond security.

Uses of Named in com.opengamma.strata.product.cms

Classes in com.opengamma.strata.product.cms that implement Named

Modifier and Type	Class	Description
class	CmsPeriodType	A CMS payment period type.

Uses of Named in com.opengamma.strata.product.common

Classes in com.opengamma.strata.product.common that implement Named

Modifier and Type	Class	Description
class	BuySell	Flag indicating whether a trade is "buy" or "sell".
class	CapFloor	Flag indicating whether a financial instrument is "cap" or a "floor".
class	CcpId	An identifier for a Central Counterparty Clearing House (CCP).
class	ExchangeId	An identifier for an exchange based on the ISO Market Identifier Code (MIC).
class	LongShort	Flag indicating whether a trade is "long" or "short".
class	PayReceive	Flag indicating whether a financial instrument is "pay" or "receive".
class	PutCall	Flag indicating whether a trade is "put" or "call".
class	SettlementType	Flag indicating how a financial instrument is to be settled.

Uses of Named in com.opengamma.strata.product.credit

Classes in com.opengamma.strata.product.credit that implement Named

Modifier and Type	Class	Description
class	PaymentOnDefault	The payment on default.
class	ProtectionStartOfDay	The protection start of the day.

Uses of Named in com.opengamma.strata.product.credit.type

Subinterfaces of Named in com.opengamma.strata.product.credit.type

Modifier and Type	Interface	Description
interface	CdsConvention	A market convention for credit default swap trades.

Classes in com.opengamma.strata.product.credit.type that implement Named

Modifier and Type	Class	Description
class	AccrualStart	The accrual start for credit default swaps.
class	CdsQuoteConvention	Market quote conventions for credit default swaps.
class	ImmutableCdsConvention	A market convention for credit default swap trades.

Uses of Named in com.opengamma.strata.product.deposit.type

Subinterfaces of Named in com.opengamma.strata.product.deposit.type

Modifier and Type	Interface	Description
interface	IborFixingDepositConvention	A convention for Ibor fixing deposit trades.
interface	TermDepositConvention	A market convention for term deposit trades.

Classes in com.opengamma.strata.product.deposit.type that implement Named

Modifier and Type	Class	Description
class	ImmutableIborFixingDepositConvention	A convention for Ibor fixing deposit trades.
class	ImmutableTermDepositConvention	A market convention for term deposit trades.

Uses of Named in com.opengamma.strata.product.etd

Classes in com.opengamma.strata.product.etd that implement Named

Modifier and Type	Class	Description
class	EtdContractCode	The contract code for an Exchange Traded Derivative (ETD).
class	EtdContractGroupCode	The code for a group of ETD contracts, as defined an exchange.
class	EtdExpiryType	The expiry type of an Exchange Traded Derivative (ETD) product.
class	EtdOptionType	The option expiry type, 'American' or 'European'.
class	EtdSettlementType	The type of an Exchange Traded Derivative (ETD) settlement.
class	EtdType	The type of an Exchange Traded Derivative (ETD) product, either a future or an option.

Uses of Named in com.opengamma.strata.product.fra

Classes in com.opengamma.strata.product.fra that implement Named

Modifier and Type	Class	Description
class	FraDiscountingMethod	A convention defining how to discount Forward Rate Agreements (FRAs).

Uses of Named in com.opengamma.strata.product.fra.type

Subinterfaces of Named in com.opengamma.strata.product.fra.type

Modifier and Type	Interface	Description
interface	FraConvention	A market convention for forward rate agreement (FRA) trades.

Classes in com.opengamma.strata.product.fra.type that implement Named

Modifier and Type	Class	Description
class	ImmutableFraConvention	A market convention for forward rate agreement (FRA) trades.

Uses of Named in com.opengamma.strata.product.fx.type

Subinterfaces of Named in com.opengamma.strata.product.fx.type

Modifier and Type	Interface	Description
interface	FxSwapConvention	A market convention for FX Swap trades.

Classes in com.opengamma.strata.product.fx.type that implement Named

Modifier and Type	Class	Description
class	ImmutableFxSwapConvention	A market convention for FX swap trades

Uses of Named in com.opengamma.strata.product.index.type

Subinterfaces of Named in com.opengamma.strata.product.index.type

Modifier and Type	Interface	Description
interface	IborFutureContractSpec	A contract specification for exchange traded Ibor Futures.
interface	IborFutureConvention	Deprecated. Use IborFutureContractSpec
interface	OvernightFutureContractSpec	A contract specification for exchange traded Overnight Futures.

Classes in com.opengamma.strata.product.index.type that implement Named

Modifier and Type	Class	Description
class	ImmutableIborFutureContractSpec	A contract specification for exchange traded Ibor Futures.
class	ImmutableIborFutureConvention	Deprecated. Use ImmutableIborFutureContractSpec
class	ImmutableOvernightFutureContractSpec	A contract specification for exchange traded Overnight Futures.

Uses of Named in com.opengamma.strata.product.option

Classes in com.opengamma.strata.product.option that implement Named

Modifier and Type	Class	Description
class	BarrierType	The barrier type of barrier event.
class	FutureOptionPremiumStyle	The style of premium for an option on a futures contract.
class	KnockType	The knock type of barrier event.

Uses of Named in com.opengamma.strata.product.swap

Subinterfaces of Named in com.opengamma.strata.product.swap

Modifier and Type	Interface	Description
interface	SwapIndex	A swap index.

Classes in com.opengamma.strata.product.swap that implement Named

Modifier and Type	Class	Description
class	CompoundingMethod	A convention defining how to compound interest.
class	FixedAccrualMethod	The method of accruing interest on a notional amount using a fixed rate.
class	FixingRelativeTo	The base date that each rate fixing is made relative to.
class	FxResetFixingRelativeTo	The base date that each FX reset fixing is made relative to.
class	IborRateResetMethod	A convention defining how to process a floating rate reset schedule.
class	ImmutableSwapIndex	A swap index implementation based on an immutable set of rules.
class	NegativeRateMethod	A convention defining how to handle a negative interest rate.
class	OvernightAccrualMethod	The method of accruing interest based on an Overnight index.
class	PaymentRelativeTo	The base date that each payment is made relative to.
class	PriceIndexCalculationMethod	Reference price index calculation method.
class	SwapLegType	The type of a swap leg.

Uses of Named in com.opengamma.strata.product.swap.type

Subinterfaces of Named in com.opengamma.strata.product.swap.type

Modifier and Type	Interface	Description
interface	FixedFloatSwapConvention	A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.
interface	FixedIborSwapConvention	A market convention for Fixed-Ibor swap trades.
interface	FixedInflationSwapConvention	A market convention for Inflation swap trades.
interface	FixedOvernightSwapConvention	A market convention for Fixed-Overnight swap trades.
interface	IborIborSwapConvention	A market convention for Ibor-Ibor swap trades.
interface	OvernightIborSwapConvention	A market convention for Overnight-Ibor swap trades.
interface	SingleCurrencySwapConvention	A market convention for swap trades.
interface	ThreeLegBasisSwapConvention	A market convention for three leg basis swap trades.
interface	XCcyIborIborSwapConvention	A market convention for cross-currency Ibor-Ibor swap trades without FX reset.

Classes in com.opengamma.strata.product.swap.type that implement Named

Modifier and Type	Class	Description
class	ImmutableFixedIborSwapConvention	A market convention for Fixed-Ibor swap trades.
class	ImmutableFixedInflationSwapConvention	A market convention for Fixed-Inflation swap trades.
class	ImmutableFixedOvernightSwapConvention	A market convention for Fixed-Overnight swap trades.
class	ImmutableIborIborSwapConvention	A market convention for Ibor-Ibor swap trades.
class	ImmutableOvernightIborSwapConvention	A market convention for Fixed-Overnight swap trades.
class	ImmutableThreeLegBasisSwapConvention	A market convention for three leg basis swap trades.
class	ImmutableXCcyIborIborSwapConvention	A market convention for cross-currency Ibor-Ibor swap trades.

Uses of Named in com.opengamma.strata.product.swaption

Classes in com.opengamma.strata.product.swaption that implement Named

Modifier and Type	Class	Description
class	CashSwaptionSettlementMethod	Cash settlement method of cash settled swaptions.