Uses of Class
com.opengamma.strata.product.SecurityId

Packages that use SecurityId

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.pricer.bond	Calculators for bonds.
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.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.

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

Methods in com.opengamma.strata.measure.bond that return types with arguments of type SecurityId

Modifier and Type	Method	Description
ImmutableSet<SecurityId>	BondFutureOptionMarketDataLookup.getVolatilitySecurityIds()	Gets the set of security IDs that volatilities are provided for.

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

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	BondFutureOptionMarketDataLookup.getVolatilityIds(SecurityId securityId)	Gets the identifiers used to obtain the volatilities for the specified security ID.
static BondFutureOptionMarketDataLookup	BondFutureOptionMarketDataLookup.of(SecurityId securityId, BondFutureVolatilitiesId volatilityId)	Obtains an instance based on a single mapping from security ID to volatility identifier.
default FunctionRequirements	BondFutureOptionMarketDataLookup.requirements(SecurityId... securityIds)	Creates market data requirements for the specified security IDs.
FunctionRequirements	LegalEntityDiscountingMarketDataLookup.requirements(SecurityId securityId, LegalEntityId issuerId, Currency currency)	Creates market data requirements for the specified security and issuer.
BondFutureVolatilities	BondFutureOptionMarketData.volatilities(SecurityId securityId)	Gets the volatilities for the specified security ID.
BondFutureVolatilities	BondFutureOptionMarketDataLookup.volatilities(SecurityId securityId, MarketData marketData)	Obtains bond future volatilities based on the specified market data.

Method parameters in com.opengamma.strata.measure.bond with type arguments of type SecurityId

Modifier and Type	Method	Description
static BondFutureOptionMarketDataLookup	BondFutureOptionMarketDataLookup.of(Map<SecurityId,BondFutureVolatilitiesId> volatilityIds)	Obtains an instance based on a map of volatility identifiers.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(LegalEntityCurveGroup curveGroup, Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)	Obtains an instance based on a curve group and group maps.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds)	Obtains an instance based on a maps for repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds, ObservableSource obsSource)	Obtains an instance based on a maps for repo and issuer curves.
FunctionRequirements	BondFutureOptionMarketDataLookup.requirements(Set<SecurityId> securityIds)	Creates market data requirements for the specified security IDs.

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

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type SecurityId

Modifier and Type	Method	Description
ImmutableMap<SecurityId,RepoGroup>	ImmutableLegalEntityDiscountingProvider.getRepoCurveSecurityGroups()	Gets the groups used to find a repo curve by security.
org.joda.beans.MetaProperty<ImmutableMap<SecurityId,RepoGroup>>	ImmutableLegalEntityDiscountingProvider.Meta.repoCurveSecurityGroups()	The meta-property for the repoCurveSecurityGroups property.

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

Modifier and Type	Method	Description
RepoCurveDiscountFactors	ImmutableLegalEntityDiscountingProvider.repoCurveDiscountFactors(SecurityId securityId, LegalEntityId issuerId, Currency currency)
RepoCurveDiscountFactors	LegalEntityDiscountingProvider.repoCurveDiscountFactors(SecurityId securityId, LegalEntityId issuerId, Currency currency)	Gets the discount factors from a repo curve based on the security ID, issuer ID and currency.

Method parameters in com.opengamma.strata.pricer.bond with type arguments of type SecurityId

Modifier and Type	Method	Description
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.repoCurveSecurityGroups(Map<SecurityId,RepoGroup> repoCurveSecurityGroups)	Sets the groups used to find a repo curve by security.

Uses of SecurityId in com.opengamma.strata.product

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

Modifier and Type	Method	Description
SecurityId	SecurityInfo.getId()	Gets the security identifier.
SecurityId	GenericSecurity.getSecurityId()
SecurityId	GenericSecurityPosition.getSecurityId()
SecurityId	GenericSecurityTrade.getSecurityId()
SecurityId	Position.getSecurityId()	Gets the identifier of the underlying security.
SecurityId	SecuritizedProduct.getSecurityId()	Gets the security identifier.
default SecurityId	SecuritizedProductPortfolioItem.getSecurityId()
default SecurityId	SecuritizedProductPosition.getSecurityId()
default SecurityId	Security.getSecurityId()	Gets the security identifier.
SecurityId	SecurityPosition.getSecurityId()	Gets the identifier of the underlying security.
SecurityId	SecurityQuantity.getSecurityId()	Gets the security identifier.
SecurityId	SecurityTrade.getSecurityId()	Gets the identifier of the security that was traded.
static SecurityId	SecurityId.of(StandardId standardId)	Creates an instance from a standard two-part identifier.
static SecurityId	SecurityId.of(String scheme, String value)	Obtains an instance from a scheme and value.
static SecurityId	SecurityId.parse(String str)	Parses an StandardId from a formatted scheme and value.

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

Modifier and Type	Method	Description
ImmutableSet<SecurityId>	GenericSecurity.getUnderlyingIds()
ImmutableSet<SecurityId>	Security.getUnderlyingIds()	Gets the set of underlying security identifiers.
org.joda.beans.MetaProperty<SecurityId>	SecurityInfo.Meta.id()	The meta-property for the id property.
org.joda.beans.MetaProperty<SecurityId>	SecurityPosition.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	SecurityTrade.Meta.securityId()	The meta-property for the securityId property.

Methods in com.opengamma.strata.product with parameters of type SecurityId

Modifier and Type	Method	Description
SecurityInfoBuilder	SecurityInfoBuilder.id(SecurityId id)	Sets the security identifier.
static SecurityInfo	SecurityInfo.of(SecurityId id, double tickSize, CurrencyAmount tickValue)	Obtains an instance from the identifier, tick size and tick value.
static SecurityInfo	SecurityInfo.of(SecurityId id, SecurityPriceInfo priceInfo)	Obtains an instance from the identifier and pricing info.
static SecurityTrade	SecurityTrade.of(TradeInfo tradeInfo, SecurityId securityId, double quantity, double price)	Obtains an instance from trade information, identifier, quantity and price.
static SecurityPosition	SecurityPosition.ofLongShort(PositionInfo positionInfo, SecurityId securityId, double longQuantity, double shortQuantity)	Obtains an instance from position information, security identifier, long quantity and short quantity.
static SecurityPosition	SecurityPosition.ofLongShort(SecurityId securityId, double longQuantity, double shortQuantity)	Obtains an instance from the security identifier, long quantity and short quantity.
static SecurityPosition	SecurityPosition.ofNet(PositionInfo positionInfo, SecurityId securityId, double netQuantity)	Obtains an instance from position information, security identifier and net quantity.
static SecurityPosition	SecurityPosition.ofNet(SecurityId securityId, double netQuantity)	Obtains an instance from the security identifier and net quantity.
SecurityPosition.Builder	SecurityPosition.Builder.securityId(SecurityId securityId)	Sets the identifier of the underlying security.
SecurityTrade.Builder	SecurityTrade.Builder.securityId(SecurityId securityId)	Sets the identifier of the security that was traded.

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

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

Modifier and Type	Method	Description
SecurityId	Bill.getSecurityId()	Gets the security identifier.
SecurityId	BillPosition.getSecurityId()
SecurityId	BondFuture.getSecurityId()	Gets the security identifier.
SecurityId	BondFutureOption.getSecurityId()	Gets the security identifier.
SecurityId	BondFutureOptionPosition.getSecurityId()
SecurityId	BondFuturePosition.getSecurityId()
SecurityId	CapitalIndexedBond.getSecurityId()	Gets the security identifier.
SecurityId	CapitalIndexedBondPosition.getSecurityId()
SecurityId	FixedCouponBond.getSecurityId()	Gets the security identifier.
SecurityId	FixedCouponBondPosition.getSecurityId()
SecurityId	ResolvedBill.getSecurityId()	Gets the security identifier.
SecurityId	ResolvedBondFuture.getSecurityId()	Gets the security identifier.
SecurityId	ResolvedBondFutureOption.getSecurityId()	Gets the security identifier.
SecurityId	ResolvedCapitalIndexedBond.getSecurityId()	Gets the security identifier.
SecurityId	ResolvedFixedCouponBond.getSecurityId()	Gets the security identifier.
SecurityId	BondFutureOptionSecurity.getUnderlyingFutureId()	Gets the identifier of the underlying future.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableList<SecurityId>>	BondFutureSecurity.Meta.deliveryBasketIds()	The meta-property for the deliveryBasketIds property.
ImmutableList<SecurityId>	BondFutureSecurity.getDeliveryBasketIds()	Gets the basket of deliverable bonds.
ImmutableSet<SecurityId>	BillSecurity.getUnderlyingIds()
ImmutableSet<SecurityId>	BondFutureOptionSecurity.getUnderlyingIds()
ImmutableSet<SecurityId>	BondFutureSecurity.getUnderlyingIds()
ImmutableSet<SecurityId>	CapitalIndexedBondSecurity.getUnderlyingIds()
ImmutableSet<SecurityId>	FixedCouponBondSecurity.getUnderlyingIds()
org.joda.beans.MetaProperty<SecurityId>	Bill.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	BondFuture.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	BondFutureOption.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	CapitalIndexedBond.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	FixedCouponBond.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedBill.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedBondFuture.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedBondFutureOption.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedCapitalIndexedBond.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedFixedCouponBond.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	BondFutureOptionSecurity.Meta.underlyingFutureId()	The meta-property for the underlyingFutureId property.

Methods in com.opengamma.strata.product.bond with parameters of type SecurityId

Modifier and Type	Method	Description
BondFutureSecurity.Builder	BondFutureSecurity.Builder.deliveryBasketIds(SecurityId... deliveryBasketIds)	Sets the deliveryBasketIds property in the builder from an array of objects.
Bill.Builder	Bill.Builder.securityId(SecurityId securityId)	Sets the security identifier.
BondFuture.Builder	BondFuture.Builder.securityId(SecurityId securityId)	Sets the security identifier.
BondFutureOption.Builder	BondFutureOption.Builder.securityId(SecurityId securityId)	Sets the security identifier.
CapitalIndexedBond.Builder	CapitalIndexedBond.Builder.securityId(SecurityId securityId)	Sets the security identifier.
FixedCouponBond.Builder	FixedCouponBond.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedBill.Builder	ResolvedBill.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedBondFuture.Builder	ResolvedBondFuture.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedBondFutureOption.Builder	ResolvedBondFutureOption.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedCapitalIndexedBond.Builder	ResolvedCapitalIndexedBond.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedFixedCouponBond.Builder	ResolvedFixedCouponBond.Builder.securityId(SecurityId securityId)	Sets the security identifier.
BondFutureOptionSecurity.Builder	BondFutureOptionSecurity.Builder.underlyingFutureId(SecurityId underlyingFutureId)	Sets the identifier of the underlying future.

Method parameters in com.opengamma.strata.product.bond with type arguments of type SecurityId

Modifier and Type	Method	Description
BondFutureSecurity.Builder	BondFutureSecurity.Builder.deliveryBasketIds(List<SecurityId> deliveryBasketIds)	Sets the basket of deliverable bonds.

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

Methods in com.opengamma.strata.product.dsf that return SecurityId

Modifier and Type	Method	Description
SecurityId	Dsf.getSecurityId()	Gets the security identifier.
SecurityId	DsfPosition.getSecurityId()
SecurityId	ResolvedDsf.getSecurityId()	Gets the security identifier.

Methods in com.opengamma.strata.product.dsf that return types with arguments of type SecurityId

Modifier and Type	Method	Description
ImmutableSet<SecurityId>	DsfSecurity.getUnderlyingIds()
org.joda.beans.MetaProperty<SecurityId>	Dsf.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedDsf.Meta.securityId()	The meta-property for the securityId property.

Methods in com.opengamma.strata.product.dsf with parameters of type SecurityId

Modifier and Type	Method	Description
Dsf.Builder	Dsf.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedDsf.Builder	ResolvedDsf.Builder.securityId(SecurityId securityId)	Sets the security identifier.

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

Methods in com.opengamma.strata.product.etd that return SecurityId

Modifier and Type	Method	Description
static SecurityId	EtdIdUtils.futureId(ExchangeId exchangeId, EtdContractCode contractCode, YearMonth expiryMonth, EtdVariant variant)	Creates an identifier for an ETD future instrument.
SecurityId	EtdFuturePosition.getSecurityId()
SecurityId	EtdOptionPosition.getSecurityId()
default SecurityId	EtdPosition.getSecurityId()	Gets the security identifier.
default SecurityId	EtdSecurity.getSecurityId()
default SecurityId	EtdTrade.getSecurityId()	Gets the security identifier of the trade.
SecurityId	SplitEtdId.getSecurityId()	Gets the security ID that was split.
static SecurityId	EtdIdUtils.optionId(ExchangeId exchangeId, EtdContractCode contractCode, YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice)	Creates an identifier for an ETD option instrument.
static SecurityId	EtdIdUtils.optionId(ExchangeId exchangeId, EtdContractCode contractCode, YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Creates an identifier for an ETD option instrument.

Methods in com.opengamma.strata.product.etd that return types with arguments of type SecurityId

Modifier and Type	Method	Description
default ImmutableSet<SecurityId>	EtdSecurity.getUnderlyingIds()
org.joda.beans.MetaProperty<SecurityId>	EtdFuturePosition.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	EtdOptionPosition.Meta.securityId()	The meta-property for the securityId property.

Methods in com.opengamma.strata.product.etd with parameters of type SecurityId

Modifier and Type	Method	Description
static SplitEtdId	SplitEtdId.from(SecurityId securityId)	Obtains an instance from a security identifier.
SplitEtdId.Builder	SplitEtdId.Builder.securityId(SecurityId securityId)	Sets the security ID that was split.
static SplitEtdId	EtdIdUtils.splitId(SecurityId securityId)	Splits an OG-ETD identifier.

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

Methods in com.opengamma.strata.product.index that return SecurityId

Modifier and Type	Method	Description
SecurityId	IborFuture.getSecurityId()	Gets the security identifier.
SecurityId	IborFutureOption.getSecurityId()	Gets the security identifier.
SecurityId	IborFutureOptionPosition.getSecurityId()
SecurityId	IborFuturePosition.getSecurityId()
SecurityId	OvernightFuture.getSecurityId()	Gets the security identifier.
SecurityId	OvernightFuturePosition.getSecurityId()
SecurityId	ResolvedIborFuture.getSecurityId()	Gets the security identifier.
SecurityId	ResolvedIborFutureOption.getSecurityId()	Gets the security identifier.
SecurityId	ResolvedOvernightFuture.getSecurityId()	Gets the security identifier.
SecurityId	IborFutureOptionSecurity.getUnderlyingFutureId()	Gets the identifier of the underlying future.

Methods in com.opengamma.strata.product.index that return types with arguments of type SecurityId

Modifier and Type	Method	Description
ImmutableSet<SecurityId>	IborFutureOptionSecurity.getUnderlyingIds()
ImmutableSet<SecurityId>	IborFutureSecurity.getUnderlyingIds()
ImmutableSet<SecurityId>	OvernightFutureSecurity.getUnderlyingIds()
org.joda.beans.MetaProperty<SecurityId>	IborFuture.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	IborFutureOption.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	OvernightFuture.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedIborFuture.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedIborFutureOption.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	ResolvedOvernightFuture.Meta.securityId()	The meta-property for the securityId property.
org.joda.beans.MetaProperty<SecurityId>	IborFutureOptionSecurity.Meta.underlyingFutureId()	The meta-property for the underlyingFutureId property.

Methods in com.opengamma.strata.product.index with parameters of type SecurityId

Modifier and Type	Method	Description
IborFuture.Builder	IborFuture.Builder.securityId(SecurityId securityId)	Sets the security identifier.
IborFutureOption.Builder	IborFutureOption.Builder.securityId(SecurityId securityId)	Sets the security identifier.
OvernightFuture.Builder	OvernightFuture.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedIborFuture.Builder	ResolvedIborFuture.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedIborFutureOption.Builder	ResolvedIborFutureOption.Builder.securityId(SecurityId securityId)	Sets the security identifier.
ResolvedOvernightFuture.Builder	ResolvedOvernightFuture.Builder.securityId(SecurityId securityId)	Sets the security identifier.
IborFutureOptionSecurity.Builder	IborFutureOptionSecurity.Builder.underlyingFutureId(SecurityId underlyingFutureId)	Sets the identifier of the underlying future.

Uses of SecurityId in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type with parameters of type SecurityId

Modifier and Type	Method	Description
IborFuturePosition	IborFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)	Creates a position based on this convention.
IborFuturePosition	ImmutableIborFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
OvernightFuturePosition	ImmutableOvernightFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
OvernightFuturePosition	OvernightFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)	Creates a position based on this convention.
IborFutureTrade	IborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)	Creates a trade based on this convention.
IborFutureTrade	IborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData)	Deprecated. Creates a trade based on this convention.
IborFutureTrade	IborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData)	Deprecated. Creates a trade based on this convention.
IborFutureTrade	IborFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double notional, double price, ReferenceData refData)	Deprecated. Use IborFutureTemplate.createTrade(LocalDate, SecurityId, double, double, ReferenceData)
IborFutureTrade	IborFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData)	Creates a trade based on this template.
IborFutureTrade	ImmutableIborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
IborFutureTrade	ImmutableIborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData)	Deprecated.
IborFutureTrade	ImmutableIborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData)	Deprecated.
OvernightFutureTrade	ImmutableOvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
OvernightFutureTrade	OvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)	Creates a trade based on this convention.
OvernightFutureTrade	OvernightFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData)	Creates a trade based on this template.