Uses of Class
com.opengamma.strata.product.bond.ResolvedBondFuture
-
Packages that use ResolvedBondFuture Package Description com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.product.bond Entity objects describing bonds. -
-
Uses of ResolvedBondFuture in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond with parameters of type ResolvedBondFuture Modifier and Type Method Description double
DiscountingBondFutureProductPricer. price(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider)
Calculates the price of the bond future product.PointSensitivities
DiscountingBondFutureProductPricer. priceSensitivity(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider)
Calculates the price sensitivity of the bond future product.PointSensitivities
DiscountingBondFutureProductPricer. priceSensitivityWithZSpread(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)
Calculates the price sensitivity of the bond future product with z-spread.double
DiscountingBondFutureProductPricer. priceWithZSpread(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)
Calculates the price of the bond future product with z-spread. -
Uses of ResolvedBondFuture in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return ResolvedBondFuture Modifier and Type Method Description ResolvedBondFuture
ResolvedBondFuture.Builder. build()
ResolvedBondFuture
ResolvedBondFutureTrade. getProduct()
Gets the future that was traded.ResolvedBondFuture
ResolvedBondFutureOption. getUnderlyingFuture()
Gets the underlying future.ResolvedBondFuture
BondFuture. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.bond that return types with arguments of type ResolvedBondFuture Modifier and Type Method Description Class<? extends ResolvedBondFuture>
ResolvedBondFuture.Meta. beanType()
org.joda.beans.MetaProperty<ResolvedBondFuture>
ResolvedBondFutureTrade.Meta. product()
The meta-property for theproduct
property.org.joda.beans.MetaProperty<ResolvedBondFuture>
ResolvedBondFutureOption.Meta. underlyingFuture()
The meta-property for theunderlyingFuture
property.Methods in com.opengamma.strata.product.bond with parameters of type ResolvedBondFuture Modifier and Type Method Description ResolvedBondFutureTrade.Builder
ResolvedBondFutureTrade.Builder. product(ResolvedBondFuture product)
Sets the future that was traded.ResolvedBondFutureOption.Builder
ResolvedBondFutureOption.Builder. underlyingFuture(ResolvedBondFuture underlyingFuture)
Sets the underlying future.
-