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.
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Interface Summary Interface Description EtdPosition A position in an ETD, where the security is embedded ready for mark-to-market pricing.EtdSecurity An instrument representing an exchange traded derivative (ETD).EtdTrade A trade in an exchange traded derivative (ETD). -
Class Summary Class Description EtdContractCode The contract code for an Exchange Traded Derivative (ETD).EtdContractGroupCode The code for a group of ETD contracts, as defined an exchange.EtdContractGroupId An identifier for a group of ETD contracts.EtdContractSpec The contract specification defining an Exchange Traded Derivative (ETD) product.EtdContractSpec.Meta The meta-bean forEtdContractSpec.EtdContractSpecBuilder A builder for building instances ofEtdContractSpec.EtdContractSpecId An identifier for an ETD product.EtdFuturePosition A position in an ETD future, where the security is embedded ready for mark-to-market pricing.EtdFuturePosition.Builder The bean-builder forEtdFuturePosition.EtdFuturePosition.Meta The meta-bean forEtdFuturePosition.EtdFutureSecurity An instrument representing an exchange traded derivative (ETD) future.EtdFutureSecurity.Builder The bean-builder forEtdFutureSecurity.EtdFutureSecurity.Meta The meta-bean forEtdFutureSecurity.EtdFutureTrade A trade representing an ETD future.EtdFutureTrade.Builder The bean-builder forEtdFutureTrade.EtdFutureTrade.Meta The meta-bean forEtdFutureTrade.EtdIdUtils A utility for generating ETD identifiers.EtdOptionPosition A position in an ETD option, where the security is embedded ready for mark-to-market pricing.EtdOptionPosition.Builder The bean-builder forEtdOptionPosition.EtdOptionPosition.Meta The meta-bean forEtdOptionPosition.EtdOptionSecurity An instrument representing an exchange traded derivative (ETD) option.EtdOptionSecurity.Builder The bean-builder forEtdOptionSecurity.EtdOptionSecurity.Meta The meta-bean forEtdOptionSecurity.EtdOptionTrade A trade representing an ETD option.EtdOptionTrade.Builder The bean-builder forEtdOptionTrade.EtdOptionTrade.Meta The meta-bean forEtdOptionTrade.EtdVariant The variant of an exchange traded derivative (ETD).SplitEtdId An OG-ETD identifier that has been split into its constituent partsSplitEtdId.Builder The bean-builder forSplitEtdId.SplitEtdOption The option fields of a split OG-ETD identifier. -
Enum Summary Enum Description EtdExpiryType The expiry type of an Exchange Traded Derivative (ETD) product.EtdOptionType The option expiry type, 'American' or 'European'.EtdSettlementType The type of an Exchange Traded Derivative (ETD) settlement.EtdType The type of an Exchange Traded Derivative (ETD) product, either a future or an option.