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

Packages that use ResolvedIborFuture
Package	Description
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.

Uses of ResolvedIborFuture in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index with parameters of type ResolvedIborFuture
Modifier and Type	Method	Description
`double`	HullWhiteIborFutureProductPricer.`convexityAdjustment(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the convexity adjustment (to the price) of the Ibor future product.
`double`	HullWhiteIborFutureProductPricer.`parRate(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the par rate of the Ibor future product.
`double`	DiscountingIborFutureProductPricer.`price(ResolvedIborFuture future, RatesProvider ratesProvider)`	Calculates the price of the Ibor future product.
`double`	HullWhiteIborFutureProductPricer.`price(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the price of the Ibor future product.
`PointSensitivities`	DiscountingIborFutureProductPricer.`priceSensitivity(ResolvedIborFuture future, RatesProvider ratesProvider)`	Calculates the price sensitivity of the Ibor future product.
`DoubleArray`	HullWhiteIborFutureProductPricer.`priceSensitivityModelParamsHullWhite(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
`PointSensitivities`	HullWhiteIborFutureProductPricer.`priceSensitivityRates(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the price sensitivity of the Ibor future product.

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

Methods in com.opengamma.strata.product.index that return ResolvedIborFuture
Modifier and Type	Method	Description
`ResolvedIborFuture`	ResolvedIborFuture.Builder.`build()`
`ResolvedIborFuture`	ResolvedIborFutureTrade.`getProduct()`	Gets the future that was traded.
`ResolvedIborFuture`	ResolvedIborFutureOption.`getUnderlyingFuture()`	Gets the underlying future.
`ResolvedIborFuture`	IborFuture.`resolve(ReferenceData refData)`

Methods in com.opengamma.strata.product.index that return types with arguments of type ResolvedIborFuture
Modifier and Type	Method	Description
`Class<? extends ResolvedIborFuture>`	ResolvedIborFuture.Meta.`beanType()`
`org.joda.beans.MetaProperty<ResolvedIborFuture>`	ResolvedIborFutureTrade.Meta.`product()`	The meta-property for the `product` property.
`org.joda.beans.MetaProperty<ResolvedIborFuture>`	ResolvedIborFutureOption.Meta.`underlyingFuture()`	The meta-property for the `underlyingFuture` property.

Methods in com.opengamma.strata.product.index with parameters of type ResolvedIborFuture
Modifier and Type	Method	Description
`ResolvedIborFutureTrade.Builder`	ResolvedIborFutureTrade.Builder.`product(ResolvedIborFuture product)`	Sets the future that was traded.
`ResolvedIborFutureOption.Builder`	ResolvedIborFutureOption.Builder.`underlyingFuture(ResolvedIborFuture underlyingFuture)`	Sets the underlying future.