Package com.opengamma.strata.product.fra
Entity objects describing a forward rate agreement (FRA).
A FRA takes place between two counterparties who agree to exchange the difference between a fixed and floating rate of interest at a future date.
-
Class Summary Class Description Fra A forward rate agreement (FRA).Fra.Builder The bean-builder forFra
.Fra.Meta The meta-bean forFra
.FraTrade A trade in a forward rate agreement (FRA).FraTrade.Builder The bean-builder forFraTrade
.FraTrade.Meta The meta-bean forFraTrade
.ResolvedFra A forward rate agreement (FRA), resolved for pricing.ResolvedFra.Builder The bean-builder forResolvedFra
.ResolvedFra.Meta The meta-bean forResolvedFra
.ResolvedFraTrade A trade in a forward rate agreement (FRA), resolved for pricing.ResolvedFraTrade.Builder The bean-builder forResolvedFraTrade
.ResolvedFraTrade.Meta The meta-bean forResolvedFraTrade
. -
Enum Summary Enum Description FraDiscountingMethod A convention defining how to discount Forward Rate Agreements (FRAs).