Uses of Class
com.opengamma.strata.product.index.ResolvedIborFutureTrade

Packages that use ResolvedIborFutureTrade

Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
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 ResolvedIborFutureTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return ResolvedIborFutureTrade

Modifier and Type	Method	Description
ResolvedIborFutureTrade	IborFutureCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedIborFutureTrade	IborFutureCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)

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

Classes in com.opengamma.strata.measure.index with type parameters of type ResolvedIborFutureTrade

Modifier and Type	Class	Description
class	IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>>	Perform calculations on a single IborFutureTrade or IborFuturePosition for each of a set of scenarios.

Methods in com.opengamma.strata.measure.index with parameters of type ResolvedIborFutureTrade

Modifier and Type	Method	Description
DoubleScenarioArray	IborFutureTradeCalculations.parSpread(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
double	IborFutureTradeCalculations.parSpread(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
CurrencyScenarioArray	IborFutureTradeCalculations.presentValue(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	IborFutureTradeCalculations.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	IborFutureTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	IborFutureTradeCalculations.pv01CalibratedSum(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	IborFutureTradeCalculations.pv01CalibratedSum(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	IborFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	IborFutureTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	IborFutureTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
DoubleScenarioArray	IborFutureTradeCalculations.unitPrice(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
double	IborFutureTradeCalculations.unitPrice(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates unit price for a single set of market data.

Uses of ResolvedIborFutureTrade in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve with type parameters of type ResolvedIborFutureTrade

Modifier and Type	Field	Description
static MarketQuoteMeasure<ResolvedIborFutureTrade>	MarketQuoteMeasure.IBOR_FUTURE_MQ	The measure for ResolvedIborFutureTrade using price discounting.
static TradeCalibrationMeasure<ResolvedIborFutureTrade>	TradeCalibrationMeasure.IBOR_FUTURE_PAR_SPREAD	The calibrator for ResolvedIborFutureTrade using par spread discounting.
static PresentValueCalibrationMeasure<ResolvedIborFutureTrade>	PresentValueCalibrationMeasure.IBOR_FUTURE_PV	The calibrator for IborFutureTrade using present value discounting.

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

Methods in com.opengamma.strata.pricer.index with parameters of type ResolvedIborFutureTrade

Modifier and Type	Method	Description
MultiCurrencyAmount	HullWhiteIborFutureTradePricer.currencyExposure(ResolvedIborFutureTrade trade, RatesProvider provider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the currency exposure of the Ibor future trade.
double	DiscountingIborFutureTradePricer.parSpread(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the par spread of the Ibor future trade.
double	HullWhiteIborFutureTradePricer.parSpread(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the par spread of the Ibor future trade.
PointSensitivities	DiscountingIborFutureTradePricer.parSpreadSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the par spread sensitivity of the Ibor future trade.
PointSensitivities	HullWhiteIborFutureTradePricer.parSpreadSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the par spread sensitivity of the Ibor future trade.
CurrencyAmount	DiscountingIborFutureTradePricer.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the Ibor future trade.
CurrencyAmount	HullWhiteIborFutureTradePricer.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the present value of the Ibor future trade.
PointSensitivities	DiscountingIborFutureTradePricer.presentValueSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the Ibor future trade.
DoubleArray	HullWhiteIborFutureTradePricer.presentValueSensitivityModelParamsHullWhite(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
PointSensitivities	HullWhiteIborFutureTradePricer.presentValueSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the Ibor future trade.
double	DiscountingIborFutureTradePricer.price(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the price of the Ibor future trade.
double	HullWhiteIborFutureTradePricer.price(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price of the Ibor future trade.
PointSensitivities	DiscountingIborFutureTradePricer.priceSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	HullWhiteIborFutureTradePricer.priceSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price sensitivity of the Ibor future product.

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

Methods in com.opengamma.strata.product.index that return ResolvedIborFutureTrade

Modifier and Type	Method	Description
ResolvedIborFutureTrade	ResolvedIborFutureTrade.Builder.build()
ResolvedIborFutureTrade	IborFuturePosition.resolve(ReferenceData refData)
ResolvedIborFutureTrade	IborFutureTrade.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.index that return types with arguments of type ResolvedIborFutureTrade

Modifier and Type	Method	Description
Class<? extends ResolvedIborFutureTrade>	ResolvedIborFutureTrade.Meta.beanType()