Uses of Package
com.opengamma.strata.product.index

Packages that use com.opengamma.strata.product.index

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.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.

Classes in com.opengamma.strata.product.index used by com.opengamma.strata.market.curve.node

Class	Description
IborFutureTrade	A trade representing a futures contract based on an Ibor index.
OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.
ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.

Classes in com.opengamma.strata.product.index used by com.opengamma.strata.measure.index

Class	Description
IborFuture	A futures contract based on an Ibor index.
IborFutureOption	A futures option contract, based on an Ibor index.
IborFutureOptionPosition	A position in an option on a futures contract based on an Ibor index.
IborFutureOptionTrade	A trade representing an option on a futures contract based on an Ibor index.
IborFuturePosition	A position in a futures contract based on an Ibor index.
IborFutureTrade	A trade representing a futures contract based on an Ibor index.
OvernightFuture	A futures contract based on an Overnight index.
OvernightFuturePosition	A futures contract based on an Overnight index.
OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.
ResolvedIborFutureOptionTrade	A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.

Classes in com.opengamma.strata.product.index used by com.opengamma.strata.pricer.curve

Class	Description
ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.

Classes in com.opengamma.strata.product.index used by com.opengamma.strata.pricer.index

Class	Description
ResolvedIborFuture	A futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOption	A futures option contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOptionTrade	A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedOvernightFuture	A futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.

Classes in com.opengamma.strata.product.index used by com.opengamma.strata.product.index

Class	Description
IborFuture	A futures contract based on an Ibor index.
IborFuture.Builder	The bean-builder for IborFuture.
IborFuture.Meta	The meta-bean for IborFuture.
IborFutureOption	A futures option contract, based on an Ibor index.
IborFutureOption.Builder	The bean-builder for IborFutureOption.
IborFutureOption.Meta	The meta-bean for IborFutureOption.
IborFutureOptionPosition	A position in an option on a futures contract based on an Ibor index.
IborFutureOptionPosition.Builder	The bean-builder for IborFutureOptionPosition.
IborFutureOptionPosition.Meta	The meta-bean for IborFutureOptionPosition.
IborFutureOptionSecurity	A security representing a futures option contract, based on an Ibor index.
IborFutureOptionSecurity.Builder	The bean-builder for IborFutureOptionSecurity.
IborFutureOptionSecurity.Meta	The meta-bean for IborFutureOptionSecurity.
IborFutureOptionTrade	A trade representing an option on a futures contract based on an Ibor index.
IborFutureOptionTrade.Builder	The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta	The meta-bean for IborFutureOptionTrade.
IborFuturePosition	A position in a futures contract based on an Ibor index.
IborFuturePosition.Builder	The bean-builder for IborFuturePosition.
IborFuturePosition.Meta	The meta-bean for IborFuturePosition.
IborFutureSecurity	A security representing a futures contract based on an Ibor index.
IborFutureSecurity.Builder	The bean-builder for IborFutureSecurity.
IborFutureSecurity.Meta	The meta-bean for IborFutureSecurity.
IborFutureTrade	A trade representing a futures contract based on an Ibor index.
IborFutureTrade.Builder	The bean-builder for IborFutureTrade.
IborFutureTrade.Meta	The meta-bean for IborFutureTrade.
OvernightFuture	A futures contract based on an Overnight index.
OvernightFuture.Builder	The bean-builder for OvernightFuture.
OvernightFuture.Meta	The meta-bean for OvernightFuture.
OvernightFuturePosition	A futures contract based on an Overnight index.
OvernightFuturePosition.Builder	The bean-builder for OvernightFuturePosition.
OvernightFuturePosition.Meta	The meta-bean for OvernightFuturePosition.
OvernightFutureSecurity	A security representing a futures contract based on an Overnight rate index.
OvernightFutureSecurity.Builder	The bean-builder for OvernightFutureSecurity.
OvernightFutureSecurity.Meta	The meta-bean for OvernightFutureSecurity.
OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.
OvernightFutureTrade.Builder	The bean-builder for OvernightFutureTrade.
OvernightFutureTrade.Meta	The meta-bean for OvernightFutureTrade.
RateIndexSecurity	An instrument representing a security associated with a rate index.
ResolvedIborFuture	A futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFuture.Builder	The bean-builder for ResolvedIborFuture.
ResolvedIborFuture.Meta	The meta-bean for ResolvedIborFuture.
ResolvedIborFutureOption	A futures option contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOption.Builder	The bean-builder for ResolvedIborFutureOption.
ResolvedIborFutureOption.Meta	The meta-bean for ResolvedIborFutureOption.
ResolvedIborFutureOptionTrade	A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOptionTrade.Builder	The bean-builder for ResolvedIborFutureOptionTrade.
ResolvedIborFutureOptionTrade.Meta	The meta-bean for ResolvedIborFutureOptionTrade.
ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade.Builder	The bean-builder for ResolvedIborFutureTrade.
ResolvedIborFutureTrade.Meta	The meta-bean for ResolvedIborFutureTrade.
ResolvedOvernightFuture	A futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFuture.Builder	The bean-builder for ResolvedOvernightFuture.
ResolvedOvernightFuture.Meta	The meta-bean for ResolvedOvernightFuture.
ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureTrade.Builder	The bean-builder for ResolvedOvernightFutureTrade.
ResolvedOvernightFutureTrade.Meta	The meta-bean for ResolvedOvernightFutureTrade.

Classes in com.opengamma.strata.product.index used by com.opengamma.strata.product.index.type

Class	Description
IborFuturePosition	A position in a futures contract based on an Ibor index.
IborFutureTrade	A trade representing a futures contract based on an Ibor index.
OvernightFuturePosition	A futures contract based on an Overnight index.
OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.