Uses of Class
com.opengamma.strata.product.index.IborFutureOptionPosition
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Packages that use IborFutureOptionPosition 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. -
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Uses of IborFutureOptionPosition in com.opengamma.strata.measure.index
Fields in com.opengamma.strata.measure.index with type parameters of type IborFutureOptionPosition Modifier and Type Field Description static IborFutureOptionTradeCalculationFunction<IborFutureOptionPosition>
IborFutureOptionTradeCalculationFunction. POSITION
The position instance -
Uses of IborFutureOptionPosition in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return IborFutureOptionPosition Modifier and Type Method Description IborFutureOptionPosition
IborFutureOptionPosition.Builder. build()
IborFutureOptionPosition
IborFutureOptionSecurity. createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
IborFutureOptionPosition
IborFutureOptionSecurity. createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
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
IborFutureOptionPosition. withInfo(PortfolioItemInfo info)
IborFutureOptionPosition
IborFutureOptionPosition. withQuantity(double quantity)
Methods in com.opengamma.strata.product.index that return types with arguments of type IborFutureOptionPosition Modifier and Type Method Description Class<? extends IborFutureOptionPosition>
IborFutureOptionPosition.Meta. beanType()
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