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

Packages that use IborFutureOption

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 IborFutureOption in com.opengamma.strata.measure.index

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

Modifier and Type	Class	Description
class	IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>>	Perform calculations on a single IborFutureOptionTrade or IborFutureOptionPosition for each of a set of scenarios.

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

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

Modifier and Type	Method	Description
IborFutureOption	IborFutureOption.Builder.build()
IborFutureOption	IborFutureOptionSecurity.createProduct(ReferenceData refData)
IborFutureOption	IborFutureOptionPosition.getProduct()	Gets the option that was traded.
IborFutureOption	IborFutureOptionTrade.getProduct()	Gets the option that was traded.

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

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

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

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