Uses of Class
com.opengamma.strata.product.index.OvernightFuturePosition
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Packages that use OvernightFuturePosition 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 OvernightFuturePosition in com.opengamma.strata.measure.index
Fields in com.opengamma.strata.measure.index with type parameters of type OvernightFuturePosition Modifier and Type Field Description static OvernightFutureTradeCalculationFunction<OvernightFuturePosition>
OvernightFutureTradeCalculationFunction. POSITION
The position instance -
Uses of OvernightFuturePosition in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return OvernightFuturePosition Modifier and Type Method Description OvernightFuturePosition
OvernightFuturePosition.Builder. build()
OvernightFuturePosition
OvernightFutureSecurity. createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
OvernightFuturePosition
OvernightFutureSecurity. createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
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
OvernightFuturePosition. withInfo(PortfolioItemInfo info)
OvernightFuturePosition
OvernightFuturePosition. withQuantity(double quantity)
Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightFuturePosition Modifier and Type Method Description Class<? extends OvernightFuturePosition>
OvernightFuturePosition.Meta. beanType()
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Uses of OvernightFuturePosition in com.opengamma.strata.product.index.type
Methods in com.opengamma.strata.product.index.type that return OvernightFuturePosition Modifier and Type Method Description OvernightFuturePosition
ImmutableOvernightFutureContractSpec. createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
OvernightFuturePosition
OvernightFutureContractSpec. createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
Creates a position based on this convention.
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