Uses of Class
com.opengamma.strata.product.index.OvernightFutureTrade
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Packages that use OvernightFutureTrade 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. -
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Uses of OvernightFutureTrade in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return OvernightFutureTrade Modifier and Type Method Description OvernightFutureTrade
OvernightFutureCurveNode. trade(double quantity, MarketData marketData, ReferenceData refData)
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Uses of OvernightFutureTrade in com.opengamma.strata.measure.index
Fields in com.opengamma.strata.measure.index with type parameters of type OvernightFutureTrade Modifier and Type Field Description static OvernightFutureTradeCalculationFunction<OvernightFutureTrade>
OvernightFutureTradeCalculationFunction. TRADE
The trade instance -
Uses of OvernightFutureTrade in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return OvernightFutureTrade Modifier and Type Method Description OvernightFutureTrade
OvernightFutureTrade.Builder. build()
OvernightFutureTrade
OvernightFutureSecurity. createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
OvernightFutureTrade
OvernightFutureTrade. withInfo(PortfolioItemInfo info)
OvernightFutureTrade
OvernightFutureTrade. withPrice(double price)
OvernightFutureTrade
OvernightFutureTrade. withQuantity(double quantity)
Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightFutureTrade Modifier and Type Method Description Class<? extends OvernightFutureTrade>
OvernightFutureTrade.Meta. beanType()
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Uses of OvernightFutureTrade in com.opengamma.strata.product.index.type
Methods in com.opengamma.strata.product.index.type that return OvernightFutureTrade Modifier and Type Method Description OvernightFutureTrade
ImmutableOvernightFutureContractSpec. createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
OvernightFutureTrade
OvernightFutureContractSpec. createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
Creates a trade based on this convention.OvernightFutureTrade
OvernightFutureTemplate. createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData)
Creates a trade based on this template.
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