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

Packages that use ResolvedTrade

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.sensitivity	Calculators 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.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 ResolvedTrade in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return ResolvedTrade

Modifier and Type	Method	Description
ResolvedTrade	CurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)	Creates a resolved trade representing the instrument at the node.
default ResolvedTrade	CurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)	Creates a resolved trade representing the instrument at the node.

Methods in com.opengamma.strata.market.curve that return types with arguments of type ResolvedTrade

Modifier and Type	Method	Description
ImmutableList<ResolvedTrade>	RatesCurveGroupDefinition.resolvedTrades(MarketData marketData, ReferenceData refData)	Creates a list of trades representing the instrument at each node.

Uses of ResolvedTrade in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param that return ResolvedTrade

Modifier and Type	Method	Description
ResolvedTrade	ResolvedTradeParameterMetadata.getTrade()	Gets the trade that describes the parameter.

Methods in com.opengamma.strata.market.param that return types with arguments of type ResolvedTrade

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ResolvedTrade>	ResolvedTradeParameterMetadata.Meta.trade()	The meta-property for the trade property.

Methods in com.opengamma.strata.market.param with parameters of type ResolvedTrade

Modifier and Type	Method	Description
static ResolvedTradeParameterMetadata	ResolvedTradeParameterMetadata.of(ResolvedTrade trade, String label)	Obtains an instance specifying the trade and label.
ResolvedTradeParameterMetadata.Builder	ResolvedTradeParameterMetadata.Builder.trade(ResolvedTrade trade)	Sets the trade that describes the parameter.

Uses of ResolvedTrade in com.opengamma.strata.pricer.curve

Classes in com.opengamma.strata.pricer.curve with type parameters of type ResolvedTrade

Modifier and Type	Interface	Description
interface	CalibrationMeasure<T extends ResolvedTrade>	Provides access to the measures needed to perform curve calibration for a single type of trade.
class	MarketQuoteMeasure<T extends ResolvedTrade>	Provides market quote measures for a single type of trade based on functions.
class	PresentValueCalibrationMeasure<T extends ResolvedTrade>	Provides calibration measures for a single type of trade based on functions.
class	TradeCalibrationMeasure<T extends ResolvedTrade>	Provides calibration measures for a single type of trade based on functions.

Methods in com.opengamma.strata.pricer.curve with type parameters of type ResolvedTrade

Modifier and Type	Method	Description
static <R extends ResolvedTrade> MarketQuoteMeasure<R>	MarketQuoteMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> PresentValueCalibrationMeasure<R>	PresentValueCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> TradeCalibrationMeasure<R>	TradeCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.

Methods in com.opengamma.strata.pricer.curve with parameters of type ResolvedTrade

Modifier and Type	Method	Description
DoubleArray	CalibrationMeasures.derivative(ResolvedTrade trade, RatesProvider provider, List<CurveParameterSize> curveOrder)	Calculates the sensitivity with respect to the rates provider.
double	CalibrationMeasures.value(ResolvedTrade trade, RatesProvider provider)	Calculates the value, such as par spread.

Method parameters in com.opengamma.strata.pricer.curve with type arguments of type ResolvedTrade

Modifier and Type	Method	Description
static CalibrationMeasures	CalibrationMeasures.of(String name, List<? extends CalibrationMeasure<? extends ResolvedTrade>> measures)	Obtains an instance from a list of individual trade-specific measures.

Uses of ResolvedTrade in com.opengamma.strata.pricer.sensitivity

Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type ResolvedTrade

Modifier and Type	Method	Description
static DoubleMatrix	CurveSensitivityUtils.jacobianFromMarketQuoteSensitivities(List<CurveParameterSize> curveOrder, List<ResolvedTrade> trades, Function<ResolvedTrade,CurrencyParameterSensitivities> sensitivityFunction)	Construct the inverse Jacobian matrix from the trades and a function used to compute the sensitivities of the market quotes to the curve parameters.

Uses of ResolvedTrade in com.opengamma.strata.product

Classes in com.opengamma.strata.product with type parameters of type ResolvedTrade

Modifier and Type	Interface	Description
interface	ResolvableTrade<T extends ResolvedTrade>	A trade that can to be resolved using reference data.

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

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

Modifier and Type	Class	Description
class	ResolvedBillTrade	A trade in a bill, resolved for pricing.
class	ResolvedBondFutureOptionTrade	A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
class	ResolvedBondFutureTrade	A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
class	ResolvedCapitalIndexedBondTrade	A trade in a capital indexed bond, resolved for pricing.
class	ResolvedFixedCouponBondTrade	A trade in a fixed coupon bond, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedIborCapFloorTrade	A trade in an Ibor cap/floor, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedCmsTrade	A trade in a constant maturity swap (CMS), resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedCdsIndexTrade	A trade in a CDS index, resolved for pricing.
class	ResolvedCdsTrade	A trade in a single-name credit default swap (CDS), resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedIborFixingDepositTrade	A trade in an Ibor fixing deposit, resolved for pricing.
class	ResolvedTermDepositTrade	A trade in a term deposit, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedDsfTrade	A trade in a Deliverable Swap Future, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedFraTrade	A trade in a forward rate agreement (FRA), resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedFxNdfTrade	A trade in a Non-Deliverable Forward (NDF), resolved for pricing.
class	ResolvedFxSingleTrade	A trade in a single FX transaction, resolved for pricing.
class	ResolvedFxSwapTrade	A trade in an FX swap, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedFxSingleBarrierOptionTrade	A trade in an FX single barrier option, resolved for pricing.
class	ResolvedFxVanillaOptionTrade	A trade in a vanilla FX option, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedIborFutureOptionTrade	A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
class	ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
class	ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedBulletPaymentTrade	A bullet payment trade, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedSwapTrade	A trade in a rate swap, resolved for pricing.

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

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

Modifier and Type	Class	Description
class	ResolvedSwaptionTrade	A trade in a swaption, resolved for pricing.