Uses of Class
com.opengamma.strata.product.index.ResolvedOvernightFuture
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Packages that use ResolvedOvernightFuture 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. -
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Uses of ResolvedOvernightFuture in com.opengamma.strata.pricer.index
Methods in com.opengamma.strata.pricer.index with parameters of type ResolvedOvernightFuture Modifier and Type Method Description double
DiscountingOvernightFutureProductPricer. price(ResolvedOvernightFuture future, RatesProvider ratesProvider)
Calculates the price of the Overnight rate future product.PointSensitivities
DiscountingOvernightFutureProductPricer. priceSensitivity(ResolvedOvernightFuture future, RatesProvider ratesProvider)
Calculates the price sensitivity of the Overnight rate future product. -
Uses of ResolvedOvernightFuture in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return ResolvedOvernightFuture Modifier and Type Method Description ResolvedOvernightFuture
ResolvedOvernightFuture.Builder. build()
ResolvedOvernightFuture
ResolvedOvernightFutureTrade. getProduct()
Gets the future that was traded.ResolvedOvernightFuture
OvernightFuture. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.index that return types with arguments of type ResolvedOvernightFuture Modifier and Type Method Description Class<? extends ResolvedOvernightFuture>
ResolvedOvernightFuture.Meta. beanType()
org.joda.beans.MetaProperty<ResolvedOvernightFuture>
ResolvedOvernightFutureTrade.Meta. product()
The meta-property for theproduct
property.Methods in com.opengamma.strata.product.index with parameters of type ResolvedOvernightFuture Modifier and Type Method Description ResolvedOvernightFutureTrade.Builder
ResolvedOvernightFutureTrade.Builder. product(ResolvedOvernightFuture product)
Sets the future that was traded.
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