Package com.opengamma.strata.product.index.type
Conventions and templates to aid the construction of rate index products.
-
Interface Summary Interface Description IborFutureContractSpec A contract specification for exchange traded Ibor Futures.IborFutureConvention Deprecated. OvernightFutureContractSpec A contract specification for exchange traded Overnight Futures. -
Class Summary Class Description IborFutureContractSpecs Market standard Ibor future conventions.IborFutureConventions Deprecated. IborFutureTemplate A template for creating an Ibor Future trade.ImmutableIborFutureContractSpec A contract specification for exchange traded Ibor Futures.ImmutableIborFutureContractSpec.Builder The bean-builder forImmutableIborFutureContractSpec
.ImmutableIborFutureConvention Deprecated. ImmutableIborFutureConvention.Builder The bean-builder forImmutableIborFutureConvention
.ImmutableIborFutureConvention.Meta The meta-bean forImmutableIborFutureConvention
.ImmutableOvernightFutureContractSpec A contract specification for exchange traded Overnight Futures.ImmutableOvernightFutureContractSpec.Builder The bean-builder forImmutableOvernightFutureContractSpec
.OvernightFutureContractSpecs Commonly traded Overnight future contract specifications.OvernightFutureTemplate A template for creating an Overnight Future trade.