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. POSITION
The 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 IborFuturePosition
IborFuturePosition.Builder. build()
IborFuturePosition
IborFutureSecurity. createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
IborFuturePosition
IborFutureSecurity. createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
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
IborFuturePosition. withInfo(PortfolioItemInfo info)
IborFuturePosition
IborFuturePosition. 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()
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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 IborFuturePosition
IborFutureContractSpec. createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
Creates a position based on this convention.IborFuturePosition
ImmutableIborFutureContractSpec. createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
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