Uses of Class com.opengamma.strata.product.index.IborFutureTrade (OpenGamma Strata)

Packages that use IborFutureTrade
Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
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.

Uses of IborFutureTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return IborFutureTrade
Modifier and Type	Method	Description
`IborFutureTrade`	IborFutureCurveNode.`trade(double quantity, MarketData marketData, ReferenceData refData)`

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

Fields in com.opengamma.strata.measure.index with type parameters of type IborFutureTrade
Modifier and Type	Field	Description
`static IborFutureTradeCalculationFunction<IborFutureTrade>`	IborFutureTradeCalculationFunction.`TRADE`	The trade instance

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

Methods in com.opengamma.strata.product.index that return IborFutureTrade
Modifier and Type	Method	Description
`IborFutureTrade`	IborFutureTrade.Builder.`build()`
`IborFutureTrade`	IborFutureSecurity.`createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)`
`IborFutureTrade`	IborFutureTrade.`withInfo(PortfolioItemInfo info)`
`IborFutureTrade`	IborFutureTrade.`withPrice(double price)`
`IborFutureTrade`	IborFutureTrade.`withQuantity(double quantity)`

Methods in com.opengamma.strata.product.index that return types with arguments of type IborFutureTrade
Modifier and Type	Method	Description
`Class<? extends IborFutureTrade>`	IborFutureTrade.Meta.`beanType()`

Uses of IborFutureTrade in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type that return IborFutureTrade
Modifier and Type	Method	Description
`IborFutureTrade`	IborFutureContractSpec.`createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)`	Creates a trade based on this convention.
`IborFutureTrade`	IborFutureConvention.`createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData)`	Deprecated. Creates a trade based on this convention.
`IborFutureTrade`	IborFutureConvention.`createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData)`	Deprecated. Creates a trade based on this convention.
`IborFutureTrade`	IborFutureTemplate.`createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double notional, double price, ReferenceData refData)`	Deprecated. Use `IborFutureTemplate.createTrade(LocalDate, SecurityId, double, double, ReferenceData)`
`IborFutureTrade`	IborFutureTemplate.`createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData)`	Creates a trade based on this template.
`IborFutureTrade`	ImmutableIborFutureContractSpec.`createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)`
`IborFutureTrade`	ImmutableIborFutureConvention.`createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData)`	Deprecated.
`IborFutureTrade`	ImmutableIborFutureConvention.`createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData)`	Deprecated.