Uses of Class
com.opengamma.strata.product.etd.EtdVariant
-
Packages that use EtdVariant Package Description com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.product.etd Entity objects describing Exchange Traded Derivatives (ETDs). -
-
Uses of EtdVariant in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return types with arguments of type EtdVariant Modifier and Type Method Description static Pair<YearMonth,EtdVariant>
CsvLoaderUtils. parseEtdVariant(CsvRow row, EtdType type)
Parses the year-month and variant. -
Uses of EtdVariant in com.opengamma.strata.product.etd
Fields in com.opengamma.strata.product.etd declared as EtdVariant Modifier and Type Field Description static EtdVariant
EtdVariant. MONTHLY
The standard Monthly type.Methods in com.opengamma.strata.product.etd that return EtdVariant Modifier and Type Method Description EtdVariant
EtdFutureSecurity. getVariant()
Gets the variant of ETD.EtdVariant
EtdOptionSecurity. getVariant()
Gets the variant of ETD.EtdVariant
EtdSecurity. getVariant()
Gets the variant of ETD.EtdVariant
SplitEtdId. getVariant()
Gets the variant of ETD.static EtdVariant
EtdVariant. ofDaily(int dayOfMonth)
The standard daily ETD.static EtdVariant
EtdVariant. ofFlexFuture(int dayOfMonth, EtdSettlementType settlementType)
The flex future.static EtdVariant
EtdVariant. ofFlexOption(int dayOfMonth, EtdSettlementType settlementType, EtdOptionType optionType)
The flex option.static EtdVariant
EtdVariant. ofMonthly()
The standard monthly ETD.static EtdVariant
EtdVariant. ofMonthly(EtdSettlementType settlementType)
The monthly ETD with specific settlement type.static EtdVariant
EtdVariant. ofWeekly(int week)
The standard weekly ETD.Methods in com.opengamma.strata.product.etd that return types with arguments of type EtdVariant Modifier and Type Method Description org.joda.beans.MetaProperty<EtdVariant>
EtdFutureSecurity.Meta. variant()
The meta-property for thevariant
property.org.joda.beans.MetaProperty<EtdVariant>
EtdOptionSecurity.Meta. variant()
The meta-property for thevariant
property.Methods in com.opengamma.strata.product.etd with parameters of type EtdVariant Modifier and Type Method Description EtdFutureSecurity
EtdContractSpec. createFuture(YearMonth expiryMonth, EtdVariant variant)
Creates a future security based on this contract specification.EtdOptionSecurity
EtdContractSpec. createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice)
Creates an option security based on this contract specification.EtdOptionSecurity
EtdContractSpec. createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)
Creates an option security based on this contract specification.static SecurityId
EtdIdUtils. futureId(ExchangeId exchangeId, EtdContractCode contractCode, YearMonth expiryMonth, EtdVariant variant)
Creates an identifier for an ETD future instrument.static EtdFutureSecurity
EtdFutureSecurity. of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant)
Obtains an instance from a contract specification, expiry year-month and variant.static EtdOptionSecurity
EtdOptionSecurity. of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice)
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.static EtdOptionSecurity
EtdOptionSecurity. of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.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.EtdFutureSecurity.Builder
EtdFutureSecurity.Builder. variant(EtdVariant variant)
Sets the variant of ETD.EtdOptionSecurity.Builder
EtdOptionSecurity.Builder. variant(EtdVariant variant)
Sets the variant of ETD.SplitEtdId.Builder
SplitEtdId.Builder. variant(EtdVariant variant)
Sets the variant of ETD.
-