Uses of Package
com.opengamma.strata.product

Packages that use com.opengamma.strata.product

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.security	Calculation functions for futures products.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.
com.opengamma.strata.product	Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.common	Entity objects shared between other packages.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.
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.
com.opengamma.strata.product.payment	Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.
com.opengamma.strata.report.framework.expression	Provide the ability to extract data using textual expressions.

Classes in com.opengamma.strata.product used by com.opengamma.strata.loader.csv

Class	Description
GenericSecurityTrade	A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
PortfolioItemInfo	Additional information about a portfolio item.
Position	A position in a security.
PositionInfo	Additional information about a position.
PositionInfoBuilder	Builder to create PositionInfo.
SecurityPosition	A position in a security, where the security is referenced by identifier.
SecurityQuantityTrade	A trade that is based on security, quantity and price.
SecurityTrade	A trade representing the purchase or sale of a security, where the security is referenced by identifier.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.
TradeInfoBuilder	Builder to create TradeInfo.

Classes in com.opengamma.strata.product used by com.opengamma.strata.loader.fpml

Class	Description
Trade	A trade with additional structured information.
TradeInfoBuilder	Builder to create TradeInfo.

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

Class	Description
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.

Classes in com.opengamma.strata.product used by com.opengamma.strata.market.param

Class	Description
ResolvedTrade	A trade that has been resolved for pricing.

Classes in com.opengamma.strata.product used by com.opengamma.strata.market.sensitivity

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.

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

Class	Description
LegalEntityId	An identifier for a legal entity.
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.
SecurityId	An identifier for a security.

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

Class	Description
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.

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

Class	Description
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.

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

Class	Description
GenericSecurityPosition	A position in a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityTrade	A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
SecurityPosition	A position in a security, where the security is referenced by identifier.
SecurityTrade	A trade representing the purchase or sale of a security, where the security is referenced by identifier.

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

Class	Description
LegalEntityId	An identifier for a legal entity.
SecurityId	An identifier for a security.

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

Class	Description
ResolvedTrade	A trade that has been resolved for pricing.

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

Class	Description
ResolvedTrade	A trade that has been resolved for pricing.

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

Class	Description
Attributes	Additional attributes that can be associated with a model object.
AttributeType	The type that provides meaning to an attribute.
GenericSecurity	A generic security, defined in terms of the value of each tick.
GenericSecurity.Meta	The meta-bean for GenericSecurity.
GenericSecurityPosition	A position in a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityPosition.Builder	The bean-builder for GenericSecurityPosition.
GenericSecurityPosition.Meta	The meta-bean for GenericSecurityPosition.
GenericSecurityTrade	A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityTrade.Builder	The bean-builder for GenericSecurityTrade.
GenericSecurityTrade.Meta	The meta-bean for GenericSecurityTrade.
LegalEntity	A legal entity.
LegalEntityId	An identifier for a legal entity.
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemInfoBuilder	Interface across the various info builder classes.
PortfolioItemSummary	A summary of a portfolio item.
PortfolioItemSummary.Builder	The bean-builder for PortfolioItemSummary.
PortfolioItemType	The type of a portfolio item.
Position	A position in a security.
PositionInfo	Additional information about a position.
PositionInfo.Meta	The meta-bean for PositionInfo.
PositionInfoBuilder	Builder to create PositionInfo.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ProductType	The type of a portfolio item.
ResolvableSecurityPosition	A position that has a security identifier that can be resolved using reference data.
ResolvableSecurityTrade	A trade that has a security identifier that can be resolved using reference data.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
SecuritizedProduct	The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.
SecuritizedProductPosition	A position that is directly based on a securitized product.
SecuritizedProductTrade	A trade that is directly based on a securitized product.
Security	A security that can be traded.
SecurityId	An identifier for a security.
SecurityInfo	Information about a security.
SecurityInfo.Meta	The meta-bean for SecurityInfo.
SecurityInfoBuilder	Builder to create SecurityInfo.
SecurityPosition	A position in a security, where the security is referenced by identifier.
SecurityPosition.Builder	The bean-builder for SecurityPosition.
SecurityPosition.Meta	The meta-bean for SecurityPosition.
SecurityPriceInfo	Defines the meaning of the security price.
SecurityPriceInfo.Meta	The meta-bean for SecurityPriceInfo.
SecurityQuantity	A quantity of a security.
SecurityQuantityTrade	A trade that is based on security, quantity and price.
SecurityTrade	A trade representing the purchase or sale of a security, where the security is referenced by identifier.
SecurityTrade.Builder	The bean-builder for SecurityTrade.
SecurityTrade.Meta	The meta-bean for SecurityTrade.
SimpleAttributes	A simple implementation of attributes.
SimpleLegalEntity	A simple legal entity implementation.
Trade	A trade with additional structured information.
TradedPrice	The traded price of a security-based trade.
TradeInfo	Additional information about a trade.
TradeInfo.Meta	The meta-bean for TradeInfo.
TradeInfoBuilder	Builder to create TradeInfo.

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

Class	Description
LegalEntityId	An identifier for a legal entity.
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Position	A position in a security.
PositionInfo	Additional information about a position.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
SecuritizedProduct	The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.
SecuritizedProductPosition	A position that is directly based on a securitized product.
SecuritizedProductTrade	A trade that is directly based on a securitized product.
Security	A security that can be traded.
SecurityId	An identifier for a security.
SecurityInfo	Information about a security.
SecurityQuantity	A quantity of a security.
SecurityQuantityTrade	A trade that is based on security, quantity and price.
Trade	A trade with additional structured information.
TradedPrice	The traded price of a security-based trade.
TradeInfo	Additional information about a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
PortfolioItemSummary	A summary of a portfolio item.
Position	A position in a security.
ProductType	The type of a portfolio item.
Trade	A trade with additional structured information.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
TradeConvention	A market convention for trades.
TradeInfo	Additional information about a trade.
TradeTemplate	A template used to create a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
TradeConvention	A market convention for trades.
TradeInfo	Additional information about a trade.
TradeTemplate	A template used to create a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Position	A position in a security.
PositionInfo	Additional information about a position.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
SecuritizedProduct	The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.
SecuritizedProductPosition	A position that is directly based on a securitized product.
SecuritizedProductTrade	A trade that is directly based on a securitized product.
Security	A security that can be traded.
SecurityId	An identifier for a security.
SecurityInfo	Information about a security.
SecurityQuantity	A quantity of a security.
SecurityQuantityTrade	A trade that is based on security, quantity and price.
Trade	A trade with additional structured information.
TradedPrice	The traded price of a security-based trade.
TradeInfo	Additional information about a trade.

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

Class	Description
Attributes	Additional attributes that can be associated with a model object.
AttributeType	The type that provides meaning to an attribute.
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Position	A position in a security.
PositionInfo	Additional information about a position.
Product	The product details of a financial instrument.
ResolvableSecurityPosition	A position that has a security identifier that can be resolved using reference data.
ResolvableSecurityTrade	A trade that has a security identifier that can be resolved using reference data.
SecuritizedProduct	The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.
SecuritizedProductPosition	A position that is directly based on a securitized product.
Security	A security that can be traded.
SecurityId	An identifier for a security.
SecurityInfo	Information about a security.
SecurityPriceInfo	Defines the meaning of the security price.
SecurityQuantity	A quantity of a security.
SecurityQuantityTrade	A trade that is based on security, quantity and price.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
TradeConvention	A market convention for trades.
TradeInfo	Additional information about a trade.
TradeTemplate	A template used to create a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
TradeConvention	A market convention for trades.
TradeInfo	Additional information about a trade.
TradeTemplate	A template used to create a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Position	A position in a security.
PositionInfo	Additional information about a position.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
SecuritizedProduct	The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem	A trade that is directly based on a securitized product.
SecuritizedProductPosition	A position that is directly based on a securitized product.
SecuritizedProductTrade	A trade that is directly based on a securitized product.
Security	A security that can be traded.
SecurityId	An identifier for a security.
SecurityInfo	Information about a security.
SecurityQuantity	A quantity of a security.
SecurityQuantityTrade	A trade that is based on security, quantity and price.
Trade	A trade with additional structured information.
TradedPrice	The traded price of a security-based trade.
TradeInfo	Additional information about a trade.

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

Class	Description
SecurityId	An identifier for a security.
TradeConvention	A market convention for trades.
TradeTemplate	A template used to create a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

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

Class	Description
TradeConvention	A market convention for trades.
TradeInfo	Additional information about a trade.
TradeTemplate	A template used to create a trade.

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

Class	Description
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemSummary	A summary of a portfolio item.
Product	The product details of a financial instrument.
ProductTrade	A trade that is directly based on a product.
ResolvableTrade	A trade that can to be resolved using reference data.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedTrade	A trade that has been resolved for pricing.
Trade	A trade with additional structured information.
TradeInfo	Additional information about a trade.

Classes in com.opengamma.strata.product used by com.opengamma.strata.report.framework.expression

Class	Description
Position	A position in a security.
Security	A security that can be traded.
Trade	A trade with additional structured information.