Uses of Interface
com.opengamma.strata.product.index.type.OvernightFutureContractSpec
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Packages that use OvernightFutureContractSpec Package Description com.opengamma.strata.product.index.type Conventions and templates to aid the construction of rate index products. -
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Uses of OvernightFutureContractSpec in com.opengamma.strata.product.index.type
Classes in com.opengamma.strata.product.index.type that implement OvernightFutureContractSpec Modifier and Type Class Description class
ImmutableOvernightFutureContractSpec
A contract specification for exchange traded Overnight Futures.Fields in com.opengamma.strata.product.index.type declared as OvernightFutureContractSpec Modifier and Type Field Description static OvernightFutureContractSpec
OvernightFutureContractSpecs. GBP_SONIA_1M_ICE
The 'GBP-SONIA-1M-ICE' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. GBP_SONIA_1M_IMM_LCH
The 'GBP-SONIA-1M-IMM-LCH' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. GBP_SONIA_3M_IMM_CME
The 'GBP-SONIA-3M-IMM-CME' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. GBP_SONIA_3M_IMM_ICE
The 'GBP-SONIA-3M-IMM-ICE' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. GBP_SONIA_3M_IMM_LCH
The 'GBP-SONIA-3M-IMM-LCH' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. USD_FED_FUND_1M_CME
The 'USD-FED-FUND-1M-CME' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. USD_SOFR_1M_CME
The 'USD-SOFR-1M-CME' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. USD_SOFR_1M_ICE
The 'USD-SOFR-1M-ICE' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. USD_SOFR_3M_IMM_CME
The 'USD-SOFR-3M-IMM-CME' contract.static OvernightFutureContractSpec
OvernightFutureContractSpecs. USD_SOFR_3M_IMM_ICE
The 'USD-SOFR-3M-IMM-ICE' contract.Methods in com.opengamma.strata.product.index.type that return OvernightFutureContractSpec Modifier and Type Method Description OvernightFutureContractSpec
OvernightFutureTemplate. getContractSpec()
Gets the underlying contract specification.static OvernightFutureContractSpec
OvernightFutureContractSpec. of(String uniqueName)
Obtains an instance from the specified unique name.Methods in com.opengamma.strata.product.index.type that return types with arguments of type OvernightFutureContractSpec Modifier and Type Method Description static ExtendedEnum<OvernightFutureContractSpec>
OvernightFutureContractSpec. extendedEnum()
Gets the extended enum helper.Methods in com.opengamma.strata.product.index.type with parameters of type OvernightFutureContractSpec Modifier and Type Method Description static OvernightFutureTemplate
OvernightFutureTemplate. of(SequenceDate sequenceDate, OvernightFutureContractSpec contractSpec)
Obtains a template based on the specified contract specification and sequence date.
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