This package models exchange-traded futures and options.
Each ETD -
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
The specification effectively acts as a factory for futures/options.
Different contract specifications can be grouped together for risk purposes using
Strata provides a standard approach to ETD identifiers in
Interface Summary Interface Description EtdPositionA position in an ETD, where the security is embedded ready for mark-to-market pricing. EtdSecurityAn instrument representing an exchange traded derivative (ETD). EtdTradeA trade in an exchange traded derivative (ETD).
Class Summary Class Description EtdContractCodeThe contract code for an Exchange Traded Derivative (ETD). EtdContractGroupCodeThe code for a group of ETD contracts, as defined an exchange. EtdContractGroupIdAn identifier for a group of ETD contracts. EtdContractSpecThe contract specification defining an Exchange Traded Derivative (ETD) product. EtdContractSpec.MetaThe meta-bean for
EtdContractSpecBuilderA builder for building instances of
EtdContractSpecIdAn identifier for an ETD product. EtdFuturePositionA position in an ETD future, where the security is embedded ready for mark-to-market pricing. EtdFuturePosition.BuilderThe bean-builder for
EtdFuturePosition.MetaThe meta-bean for
EtdFutureSecurityAn instrument representing an exchange traded derivative (ETD) future. EtdFutureSecurity.BuilderThe bean-builder for
EtdFutureSecurity.MetaThe meta-bean for
EtdFutureTradeA trade representing an ETD future. EtdFutureTrade.BuilderThe bean-builder for
EtdFutureTrade.MetaThe meta-bean for
EtdIdUtilsA utility for generating ETD identifiers. EtdOptionPositionA position in an ETD option, where the security is embedded ready for mark-to-market pricing. EtdOptionPosition.BuilderThe bean-builder for
EtdOptionPosition.MetaThe meta-bean for
EtdOptionSecurityAn instrument representing an exchange traded derivative (ETD) option. EtdOptionSecurity.BuilderThe bean-builder for
EtdOptionSecurity.MetaThe meta-bean for
EtdOptionTradeA trade representing an ETD option. EtdOptionTrade.BuilderThe bean-builder for
EtdOptionTrade.MetaThe meta-bean for
EtdVariantThe variant of an exchange traded derivative (ETD). SplitEtdIdAn OG-ETD identifier that has been split into its constituent parts SplitEtdId.BuilderThe bean-builder for
SplitEtdOptionThe option fields of a split OG-ETD identifier.
Enum Summary Enum Description EtdExpiryTypeThe expiry type of an Exchange Traded Derivative (ETD) product. EtdOptionTypeThe option expiry type, 'American' or 'European'. EtdSettlementTypeThe type of an Exchange Traded Derivative (ETD) settlement. EtdTypeThe type of an Exchange Traded Derivative (ETD) product, either a future or an option.