Uses of Class
com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Packages that use ResolvedBondFutureTrade

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.product.bond	Entity objects describing bonds.

Uses of ResolvedBondFutureTrade in com.opengamma.strata.measure.bond

Classes in com.opengamma.strata.measure.bond with type parameters of type ResolvedBondFutureTrade

Modifier and Type	Class	Description
class	BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>>	Perform calculations on a single BondFutureTrade or BondFuturePosition for each of a set of scenarios.

Methods in com.opengamma.strata.measure.bond with parameters of type ResolvedBondFutureTrade

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	BondFutureTradeCalculations.currencyExposure(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	BondFutureTradeCalculations.currencyExposure(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates currency exposure for a single set of market data.
DoubleScenarioArray	BondFutureTradeCalculations.parSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
double	BondFutureTradeCalculations.parSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates par spread for a single set of market data.
CurrencyScenarioArray	BondFutureTradeCalculations.presentValue(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	BondFutureTradeCalculations.presentValue(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	BondFutureTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.pv01CalibratedSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	BondFutureTradeCalculations.pv01CalibratedSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	BondFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.pv01MarketQuoteSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	BondFutureTradeCalculations.pv01MarketQuoteSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
DoubleScenarioArray	BondFutureTradeCalculations.unitPrice(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
double	BondFutureTradeCalculations.unitPrice(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates unit price for a single set of market data.

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

Methods in com.opengamma.strata.pricer.bond with parameters of type ResolvedBondFutureTrade

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingBondFutureTradePricer.currencyExposure(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice)	Calculates the currency exposure of the bond future trade.
MultiCurrencyAmount	DiscountingBondFutureTradePricer.currencyExposureWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the currency exposure of the bond future trade with z-spread.
double	DiscountingBondFutureTradePricer.parSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice)	Calculates the par spread of the bond future trade.
PointSensitivities	DiscountingBondFutureTradePricer.parSpreadSensitivity(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates the par spread sensitivity of the bond future trade.
PointSensitivities	DiscountingBondFutureTradePricer.parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the par spread sensitivity of the bond future trade with z-spread.
double	DiscountingBondFutureTradePricer.parSpreadWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the par spread of the bond future trade with z-spread.
CurrencyAmount	DiscountingBondFutureTradePricer.presentValue(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice)	Calculates the present value of the bond future trade.
PointSensitivities	DiscountingBondFutureTradePricer.presentValueSensitivity(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value sensitivity of the bond future trade.
PointSensitivities	DiscountingBondFutureTradePricer.presentValueSensitivityWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the present value sensitivity of the bond future trade with z-spread.
CurrencyAmount	DiscountingBondFutureTradePricer.presentValueWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the present value of the bond future trade with z-spread.
double	DiscountingBondFutureTradePricer.price(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates the price of the bond future trade.
double	DiscountingBondFutureTradePricer.priceWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the price of the bond future trade with z-spread.

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

Methods in com.opengamma.strata.product.bond that return ResolvedBondFutureTrade

Modifier and Type	Method	Description
ResolvedBondFutureTrade	ResolvedBondFutureTrade.Builder.build()
ResolvedBondFutureTrade	BondFuturePosition.resolve(ReferenceData refData)
ResolvedBondFutureTrade	BondFutureTrade.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.bond that return types with arguments of type ResolvedBondFutureTrade

Modifier and Type	Method	Description
Class<? extends ResolvedBondFutureTrade>	ResolvedBondFutureTrade.Meta.beanType()