Uses of Class
com.opengamma.strata.product.fra.FraTrade

Packages that use FraTrade

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.

Uses of FraTrade in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return FraTrade

Modifier and Type	Method	Description
default FraTrade	TradeCsvInfoResolver.completeTrade(CsvRow row, FraTrade trade)	Completes the FRA trade, potentially parsing additional columns.
default FraTrade	TradeCsvInfoResolver.parseFraTrade(CsvRow row, TradeInfo info)	Parses a FRA trade from CSV.

Methods in com.opengamma.strata.loader.csv with parameters of type FraTrade

Modifier and Type	Method	Description
default FraTrade	TradeCsvInfoResolver.completeTrade(CsvRow row, FraTrade trade)	Completes the FRA trade, potentially parsing additional columns.

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

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

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

Uses of FraTrade in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra that return types with arguments of type FraTrade

Modifier and Type	Method	Description
Class<FraTrade>	FraTradeCalculationFunction.targetType()

Methods in com.opengamma.strata.measure.fra with parameters of type FraTrade

Modifier and Type	Method	Description
Map<Measure,Result<?>>	FraTradeCalculationFunction.calculate(FraTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Optional<String>	FraTradeCalculationFunction.identifier(FraTrade target)
Currency	FraTradeCalculationFunction.naturalCurrency(FraTrade trade, ReferenceData refData)
FunctionRequirements	FraTradeCalculationFunction.requirements(FraTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of FraTrade in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return FraTrade

Modifier and Type	Method	Description
FraTrade	FraTrade.Builder.build()
static FraTrade	FraTrade.of(TradeInfo info, Fra product)	Obtains an instance of a FRA trade.
FraTrade	FraTrade.withInfo(PortfolioItemInfo info)

Methods in com.opengamma.strata.product.fra that return types with arguments of type FraTrade

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

Uses of FraTrade in com.opengamma.strata.product.fra.type

Methods in com.opengamma.strata.product.fra.type that return FraTrade

Modifier and Type	Method	Description
default FraTrade	FraConvention.createTrade(LocalDate tradeDate, Period periodToStart, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this convention, using the index tenor to define the end of the FRA.
FraTrade	FraConvention.createTrade(LocalDate tradeDate, Period periodToStart, Period periodToEnd, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this convention, specifying the end of the FRA.
FraTrade	FraTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
FraTrade	ImmutableFraConvention.createTrade(LocalDate tradeDate, Period periodToStart, Period periodToEnd, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
FraTrade	FraConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, LocalDate paymentDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
default FraTrade	FraConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, LocalDate paymentDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
FraTrade	ImmutableFraConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, LocalDate paymentDate, BuySell buySell, double notional, double fixedRate)