Package com.opengamma.strata.product.etd

Entity objects describing Exchange Traded Derivatives (ETDs).

This package models exchange-traded futures and options. Each ETD - EtdFutureSecurity and EtdOptionSecurity - runs for a specific period of time and has a known expiry date. The individual future/option is one of a series, based on a EtdContractSpec. The specification effectively acts as a factory for futures/options. Different contract specifications can be grouped together for risk purposes using EtdContractGroupId.

Strata provides a standard approach to ETD identifiers in EtdIdUtils.