Uses of Interface
com.opengamma.strata.product.PortfolioItem

Packages that use PortfolioItem

Package	Description
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
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.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.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.

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

Subinterfaces of PortfolioItem in com.opengamma.strata.market.sensitivity

Modifier and Type	Interface	Description
interface	Sensitivities	Risk expressed as a set of sensitivities.

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

Modifier and Type	Class	Description
class	CurveSensitivities	Sensitivity to a set of curves, used to pass risk into calculations.

Uses of PortfolioItem in com.opengamma.strata.product

Subinterfaces of PortfolioItem in com.opengamma.strata.product

Modifier and Type	Interface	Description
interface	Position	A position in a security.
interface	ProductTrade	A trade that is directly based on a product.
interface	ResolvableSecurityPosition	A position that has a security identifier that can be resolved using reference data.
interface	ResolvableSecurityTrade	A trade that has a security identifier that can be resolved using reference data.
interface	ResolvableTrade<T extends ResolvedTrade>	A trade that can to be resolved using reference data.
interface	SecuritizedProductPortfolioItem<P extends SecuritizedProduct>	A trade that is directly based on a securitized product.
interface	SecuritizedProductPosition<P extends SecuritizedProduct>	A position that is directly based on a securitized product.
interface	SecuritizedProductTrade<P extends SecuritizedProduct>	A trade that is directly based on a securitized product.
interface	SecurityQuantityTrade	A trade that is based on security, quantity and price.
interface	Trade	A trade with additional structured information.

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

Modifier and Type	Class	Description
class	GenericSecurityPosition	A position in a security, where the security is embedded ready for mark-to-market pricing.
class	GenericSecurityTrade	A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
class	SecurityPosition	A position in a security, where the security is referenced by identifier.
class	SecurityTrade	A trade representing the purchase or sale of a security, where the security is referenced by identifier.

Methods in com.opengamma.strata.product that return PortfolioItem

Modifier and Type	Method	Description
default PortfolioItem	PortfolioItem.withInfo(PortfolioItemInfo info)	Returns an instance with the specified info.

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

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

Modifier and Type	Class	Description
class	BillPosition	A position in a bill.
class	BillTrade	A trade representing a bill.
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	CapitalIndexedBondPosition	A position in a capital indexed bond.
class	CapitalIndexedBondTrade	A trade representing a capital indexed bond.
class	FixedCouponBondPosition	A position in a fixed coupon bond.
class	FixedCouponBondTrade	A trade representing a fixed coupon bond.

Uses of PortfolioItem in com.opengamma.strata.product.capfloor

Classes in com.opengamma.strata.product.capfloor that implement PortfolioItem

Modifier and Type	Class	Description
class	IborCapFloorTrade	A trade in an Ibor cap/floor.

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

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

Modifier and Type	Class	Description
class	CmsTrade	A trade in a constant maturity swap (CMS).

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

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

Modifier and Type	Class	Description
class	CdsCalibrationTrade	A trade in a single-name credit default swap (CDS) used for credit curve calibration.
class	CdsIndexCalibrationTrade	A trade in a CDS index used for credit curve calibration.
class	CdsIndexTrade	A trade in a CDS index.
class	CdsTrade	A trade in a single-name credit default swap (CDS).

Uses of PortfolioItem in com.opengamma.strata.product.deposit

Classes in com.opengamma.strata.product.deposit that implement PortfolioItem

Modifier and Type	Class	Description
class	IborFixingDepositTrade	A trade in an Ibor fixing deposit.
class	TermDepositTrade	A trade in a term deposit.

Uses of PortfolioItem in com.opengamma.strata.product.dsf

Classes in com.opengamma.strata.product.dsf that implement PortfolioItem

Modifier and Type	Class	Description
class	DsfPosition	A position in a DSF.
class	DsfTrade	A trade representing a futures contract based on an interest rate swap.

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

Subinterfaces of PortfolioItem in com.opengamma.strata.product.etd

Modifier and Type	Interface	Description
interface	EtdPosition	A position in an ETD, where the security is embedded ready for mark-to-market pricing.
interface	EtdTrade	A trade in an exchange traded derivative (ETD).

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

Modifier and Type	Class	Description
class	EtdFuturePosition	A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
class	EtdFutureTrade	A trade representing an ETD future.
class	EtdOptionPosition	A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
class	EtdOptionTrade	A trade representing an ETD option.

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

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

Modifier and Type	Class	Description
class	FraTrade	A trade in a forward rate agreement (FRA).

Uses of PortfolioItem in com.opengamma.strata.product.fx

Subinterfaces of PortfolioItem in com.opengamma.strata.product.fx

Modifier and Type	Interface	Description
interface	FxOptionTrade	A foreign exchange option trade such as a FxVanillaOptionTrade.
interface	FxTrade	A foreign exchange trade, such as an FX forward, FX spot or FX option.

Classes in com.opengamma.strata.product.fx that implement PortfolioItem

Modifier and Type	Class	Description
class	FxNdfTrade	A trade in a Non-Deliverable Forward (NDF).
class	FxSingleTrade	A foreign exchange trade, such as an FX forward or FX spot.
class	FxSwapTrade	A trade in an FX swap.

Uses of PortfolioItem in com.opengamma.strata.product.fxopt

Classes in com.opengamma.strata.product.fxopt that implement PortfolioItem

Modifier and Type	Class	Description
class	FxSingleBarrierOptionTrade	A trade in an FX single barrier option.
class	FxVanillaOptionTrade	A trade in a vanilla FX option.

Uses of PortfolioItem in com.opengamma.strata.product.index

Classes in com.opengamma.strata.product.index that implement PortfolioItem

Modifier and Type	Class	Description
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	OvernightFuturePosition	A futures contract based on an Overnight index.
class	OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.

Uses of PortfolioItem in com.opengamma.strata.product.payment

Classes in com.opengamma.strata.product.payment that implement PortfolioItem

Modifier and Type	Class	Description
class	BulletPaymentTrade	A bullet payment trade.

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

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

Modifier and Type	Class	Description
class	SwapTrade	A trade in a rate swap.

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

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

Modifier and Type	Class	Description
class	SwaptionTrade	A trade in an option on an underlying swap.