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

Packages that use ResolvedOvernightFutureTrade

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 ResolvedOvernightFutureTrade in com.opengamma.strata.market.curve.node

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

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

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

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

Modifier and Type	Class	Description
class	OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>>	Perform calculations on a single OvernightFutureTrade for each of a set of scenarios.

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

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

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

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

Modifier and Type	Field	Description
static MarketQuoteMeasure<ResolvedOvernightFutureTrade>	MarketQuoteMeasure.OVERNIGHT_FUTURE_MQ	The measure for ResolvedOvernightFutureTrade using price discounting.
static TradeCalibrationMeasure<ResolvedOvernightFutureTrade>	TradeCalibrationMeasure.OVERNIGHT_FUTURE_PAR_SPREAD	The calibrator for ResolvedOvernightFutureTrade using par spread discounting.
static PresentValueCalibrationMeasure<ResolvedOvernightFutureTrade>	PresentValueCalibrationMeasure.OVERNIGHT_FUTURE_PV	The calibrator for OvernightFutureTrade using present value discounting.

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

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

Modifier and Type	Method	Description
double	DiscountingOvernightFutureTradePricer.parSpread(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the par spread of the Overnight rate future trade.
PointSensitivities	DiscountingOvernightFutureTradePricer.parSpreadSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the par spread sensitivity of the Overnight rate future trade.
CurrencyAmount	DiscountingOvernightFutureTradePricer.presentValue(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the Overnight rate future trade.
PointSensitivities	DiscountingOvernightFutureTradePricer.presentValueSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the Overnight rate future trade.
double	DiscountingOvernightFutureTradePricer.price(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the price of the Overnight rate future trade.
PointSensitivities	DiscountingOvernightFutureTradePricer.priceSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the Overnight rate future product.

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

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

Modifier and Type	Method	Description
ResolvedOvernightFutureTrade	ResolvedOvernightFutureTrade.Builder.build()
ResolvedOvernightFutureTrade	OvernightFuturePosition.resolve(ReferenceData refData)
ResolvedOvernightFutureTrade	OvernightFutureTrade.resolve(ReferenceData refData)

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

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