Uses of Class
com.opengamma.strata.product.index.OvernightFuture
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Packages that use OvernightFuture 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 OvernightFuture in com.opengamma.strata.measure.index
Classes in com.opengamma.strata.measure.index with type parameters of type OvernightFuture Modifier and Type Class Description class
OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>>
Perform calculations on a singleOvernightFutureTrade
for each of a set of scenarios. -
Uses of OvernightFuture in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return OvernightFuture Modifier and Type Method Description OvernightFuture
OvernightFuture.Builder. build()
OvernightFuture
OvernightFutureSecurity. createProduct(ReferenceData refData)
OvernightFuture
OvernightFuturePosition. getProduct()
Gets the future that was traded.OvernightFuture
OvernightFutureTrade. getProduct()
Gets the future that was traded.Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightFuture Modifier and Type Method Description Class<? extends OvernightFuture>
OvernightFuture.Meta. beanType()
org.joda.beans.MetaProperty<OvernightFuture>
OvernightFuturePosition.Meta. product()
The meta-property for theproduct
property.org.joda.beans.MetaProperty<OvernightFuture>
OvernightFutureTrade.Meta. product()
The meta-property for theproduct
property.Methods in com.opengamma.strata.product.index with parameters of type OvernightFuture Modifier and Type Method Description static OvernightFuturePosition
OvernightFuturePosition. ofLongShort(PositionInfo positionInfo, OvernightFuture product, double longQuantity, double shortQuantity)
Obtains an instance from position information, product, long quantity and short quantity.static OvernightFuturePosition
OvernightFuturePosition. ofNet(PositionInfo positionInfo, OvernightFuture product, double netQuantity)
Obtains an instance from position information, product and net quantity.OvernightFuturePosition.Builder
OvernightFuturePosition.Builder. product(OvernightFuture product)
Sets the future that was traded.OvernightFutureTrade.Builder
OvernightFutureTrade.Builder. product(OvernightFuture product)
Sets the future that was traded.
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