Uses of Class
com.opengamma.strata.product.index.IborFuturePosition
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Packages that use IborFuturePosition 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.com.opengamma.strata.product.index.type Conventions and templates to aid the construction of rate index products. -
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Uses of IborFuturePosition in com.opengamma.strata.measure.index
Fields in com.opengamma.strata.measure.index with type parameters of type IborFuturePosition Modifier and Type Field Description static IborFutureTradeCalculationFunction<IborFuturePosition>IborFutureTradeCalculationFunction. POSITIONThe position instance -
Uses of IborFuturePosition in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return IborFuturePosition Modifier and Type Method Description IborFuturePositionIborFuturePosition.Builder. build()IborFuturePositionIborFutureSecurity. createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)IborFuturePositionIborFutureSecurity. createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)static IborFuturePositionIborFuturePosition. ofLongShort(PositionInfo positionInfo, IborFuture product, double longQuantity, double shortQuantity)Obtains an instance from position information, product, long quantity and short quantity.static IborFuturePositionIborFuturePosition. ofNet(PositionInfo positionInfo, IborFuture product, double netQuantity)Obtains an instance from position information, product and net quantity.IborFuturePositionIborFuturePosition. withInfo(PortfolioItemInfo info)IborFuturePositionIborFuturePosition. withQuantity(double quantity)Methods in com.opengamma.strata.product.index that return types with arguments of type IborFuturePosition Modifier and Type Method Description Class<? extends IborFuturePosition>IborFuturePosition.Meta. beanType() -
Uses of IborFuturePosition in com.opengamma.strata.product.index.type
Methods in com.opengamma.strata.product.index.type that return IborFuturePosition Modifier and Type Method Description IborFuturePositionIborFutureContractSpec. createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)Creates a position based on this convention.IborFuturePositionImmutableIborFutureContractSpec. createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
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