Package com.opengamma.strata.product.index
Entity objects describing contracts based on rate indices.
A future is an exchange traded contract that involves buying an underlying asset at a price agreed today for delivery at a date in the future.
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Interface Summary Interface Description RateIndexSecurity An instrument representing a security associated with a rate index. -
Class Summary Class Description IborFuture A futures contract based on an Ibor index.IborFuture.Builder The bean-builder forIborFuture.IborFuture.Meta The meta-bean forIborFuture.IborFutureOption A futures option contract, based on an Ibor index.IborFutureOption.Builder The bean-builder forIborFutureOption.IborFutureOption.Meta The meta-bean forIborFutureOption.IborFutureOptionPosition A position in an option on a futures contract based on an Ibor index.IborFutureOptionPosition.Builder The bean-builder forIborFutureOptionPosition.IborFutureOptionPosition.Meta The meta-bean forIborFutureOptionPosition.IborFutureOptionSecurity A security representing a futures option contract, based on an Ibor index.IborFutureOptionSecurity.Builder The bean-builder forIborFutureOptionSecurity.IborFutureOptionSecurity.Meta The meta-bean forIborFutureOptionSecurity.IborFutureOptionTrade A trade representing an option on a futures contract based on an Ibor index.IborFutureOptionTrade.Builder The bean-builder forIborFutureOptionTrade.IborFutureOptionTrade.Meta The meta-bean forIborFutureOptionTrade.IborFuturePosition A position in a futures contract based on an Ibor index.IborFuturePosition.Builder The bean-builder forIborFuturePosition.IborFuturePosition.Meta The meta-bean forIborFuturePosition.IborFutureSecurity A security representing a futures contract based on an Ibor index.IborFutureSecurity.Builder The bean-builder forIborFutureSecurity.IborFutureSecurity.Meta The meta-bean forIborFutureSecurity.IborFutureTrade A trade representing a futures contract based on an Ibor index.IborFutureTrade.Builder The bean-builder forIborFutureTrade.IborFutureTrade.Meta The meta-bean forIborFutureTrade.OvernightFuture A futures contract based on an Overnight index.OvernightFuture.Builder The bean-builder forOvernightFuture.OvernightFuture.Meta The meta-bean forOvernightFuture.OvernightFuturePosition A futures contract based on an Overnight index.OvernightFuturePosition.Builder The bean-builder forOvernightFuturePosition.OvernightFuturePosition.Meta The meta-bean forOvernightFuturePosition.OvernightFutureSecurity A security representing a futures contract based on an Overnight rate index.OvernightFutureSecurity.Builder The bean-builder forOvernightFutureSecurity.OvernightFutureSecurity.Meta The meta-bean forOvernightFutureSecurity.OvernightFutureTrade A trade representing a futures contract based on an Overnight index.OvernightFutureTrade.Builder The bean-builder forOvernightFutureTrade.OvernightFutureTrade.Meta The meta-bean forOvernightFutureTrade.ResolvedIborFuture A futures contract based on an Ibor index, resolved for pricing.ResolvedIborFuture.Builder The bean-builder forResolvedIborFuture.ResolvedIborFuture.Meta The meta-bean forResolvedIborFuture.ResolvedIborFutureOption A futures option contract based on an Ibor index, resolved for pricing.ResolvedIborFutureOption.Builder The bean-builder forResolvedIborFutureOption.ResolvedIborFutureOption.Meta The meta-bean forResolvedIborFutureOption.ResolvedIborFutureOptionTrade A trade in an option on a futures contract based on an Ibor index, resolved for pricing.ResolvedIborFutureOptionTrade.Builder The bean-builder forResolvedIborFutureOptionTrade.ResolvedIborFutureOptionTrade.Meta The meta-bean forResolvedIborFutureOptionTrade.ResolvedIborFutureTrade A trade in a futures contract based on an Ibor index, resolved for pricing.ResolvedIborFutureTrade.Builder The bean-builder forResolvedIborFutureTrade.ResolvedIborFutureTrade.Meta The meta-bean forResolvedIborFutureTrade.ResolvedOvernightFuture A futures contract based on an Overnight index, resolved for pricing.ResolvedOvernightFuture.Builder The bean-builder forResolvedOvernightFuture.ResolvedOvernightFuture.Meta The meta-bean forResolvedOvernightFuture.ResolvedOvernightFutureTrade A trade in a futures contract based on an Overnight index, resolved for pricing.ResolvedOvernightFutureTrade.Builder The bean-builder forResolvedOvernightFutureTrade.ResolvedOvernightFutureTrade.Meta The meta-bean forResolvedOvernightFutureTrade.