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

Packages that use SecuritizedProductPortfolioItem

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.index	Calculation functions for index products.
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.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.

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

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

Modifier and Type	Class	Description
class	BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>>	Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.
class	BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>>	Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition for each of a set of scenarios.
class	BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>>	Perform calculations on a single BondFutureTrade or BondFuturePosition for each of a set of scenarios.
class	CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>>	Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition for each of a set of scenarios.
class	FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>>	Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition for each of a set of scenarios.

Uses of SecuritizedProductPortfolioItem in com.opengamma.strata.measure.dsf

Classes in com.opengamma.strata.measure.dsf with type parameters of type SecuritizedProductPortfolioItem

Modifier and Type	Class	Description
class	DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>>	Perform calculations on a single DsfTrade or DsfPosition for each of a set of scenarios.

Uses of SecuritizedProductPortfolioItem in com.opengamma.strata.measure.index

Classes in com.opengamma.strata.measure.index with type parameters of type SecuritizedProductPortfolioItem

Modifier and Type	Class	Description
class	IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>>	Perform calculations on a single IborFutureOptionTrade or IborFutureOptionPosition for each of a set of scenarios.
class	IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>>	Perform calculations on a single IborFutureTrade or IborFuturePosition for each of a set of scenarios.
class	OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>>	Perform calculations on a single OvernightFutureTrade for each of a set of scenarios.

Uses of SecuritizedProductPortfolioItem in com.opengamma.strata.product

Subinterfaces of SecuritizedProductPortfolioItem in com.opengamma.strata.product

Modifier and Type	Interface	Description
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.

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

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.

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

Modifier and Type	Method	Description
SecuritizedProductPortfolioItem<P>	SecuritizedProductPortfolioItem.withQuantity(double quantity)	Returns an instance with the specified quantity.

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

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

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 SecuritizedProductPortfolioItem in com.opengamma.strata.product.dsf

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

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 SecuritizedProductPortfolioItem in com.opengamma.strata.product.etd

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

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	EtdOptionPosition	A position in an ETD option, where the security is embedded ready for mark-to-market pricing.

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

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

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.