Uses of Class
com.opengamma.strata.product.index.IborFuture

Packages that use IborFuture

Package	Description
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.

Uses of IborFuture in com.opengamma.strata.measure.index

Classes in com.opengamma.strata.measure.index with type parameters of type IborFuture

Modifier and Type	Class	Description
class	IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>>	Perform calculations on a single IborFutureTrade or IborFuturePosition for each of a set of scenarios.

Uses of IborFuture in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return IborFuture

Modifier and Type	Method	Description
IborFuture	IborFuture.Builder.build()
IborFuture	IborFutureSecurity.createProduct(ReferenceData refData)
IborFuture	IborFuturePosition.getProduct()	Gets the future that was traded.
IborFuture	IborFutureTrade.getProduct()	Gets the future that was traded.
IborFuture	IborFutureOption.getUnderlyingFuture()	Gets the underlying future.

Methods in com.opengamma.strata.product.index that return types with arguments of type IborFuture

Modifier and Type	Method	Description
Class<? extends IborFuture>	IborFuture.Meta.beanType()
org.joda.beans.MetaProperty<IborFuture>	IborFuturePosition.Meta.product()	The meta-property for the product property.
org.joda.beans.MetaProperty<IborFuture>	IborFutureTrade.Meta.product()	The meta-property for the product property.
org.joda.beans.MetaProperty<IborFuture>	IborFutureOption.Meta.underlyingFuture()	The meta-property for the underlyingFuture property.

Methods in com.opengamma.strata.product.index with parameters of type IborFuture

Modifier and Type	Method	Description
static IborFuturePosition	IborFuturePosition.ofLongShort(PositionInfo positionInfo, IborFuture product, double longQuantity, double shortQuantity)	Obtains an instance from position information, product, long quantity and short quantity.
static IborFuturePosition	IborFuturePosition.ofNet(PositionInfo positionInfo, IborFuture product, double netQuantity)	Obtains an instance from position information, product and net quantity.
IborFuturePosition.Builder	IborFuturePosition.Builder.product(IborFuture product)	Sets the future that was traded.
IborFutureTrade.Builder	IborFutureTrade.Builder.product(IborFuture product)	Sets the future that was traded.
IborFutureOption.Builder	IborFutureOption.Builder.underlyingFuture(IborFuture underlyingFuture)	Sets the underlying future.