Uses of Class
com.opengamma.strata.product.deposit.IborFixingDepositTrade

Packages that use IborFixingDepositTrade

Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.

Uses of IborFixingDepositTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return IborFixingDepositTrade

Modifier and Type	Method	Description
IborFixingDepositTrade	IborFixingDepositCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)

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

Methods in com.opengamma.strata.product.deposit that return IborFixingDepositTrade

Modifier and Type	Method	Description
IborFixingDepositTrade	IborFixingDepositTrade.Builder.build()
static IborFixingDepositTrade	IborFixingDepositTrade.of(TradeInfo info, IborFixingDeposit product)	Obtains an instance of an Ibor Fixing Deposit trade.
IborFixingDepositTrade	IborFixingDepositTrade.withInfo(PortfolioItemInfo info)

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

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

Uses of IborFixingDepositTrade in com.opengamma.strata.product.deposit.type

Methods in com.opengamma.strata.product.deposit.type that return IborFixingDepositTrade

Modifier and Type	Method	Description
IborFixingDepositTrade	IborFixingDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this convention.
IborFixingDepositTrade	IborFixingDepositTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
IborFixingDepositTrade	ImmutableIborFixingDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
IborFixingDepositTrade	IborFixingDepositConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
default IborFixingDepositTrade	IborFixingDepositConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
IborFixingDepositTrade	ImmutableIborFixingDepositConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)