Interface | Description |
---|---|
BlackBondFutureVolatilities |
Volatility for pricing bond futures and their options in the log-normal or Black model.
|
BondFutureVolatilities |
Volatilities for pricing bond futures and their options.
|
LegalEntityDiscountingProvider |
A provider of data for bond pricing, based on repo and issuer discounting.
|
Class | Description |
---|---|
BlackBondFutureExpiryLogMoneynessVolatilities |
Data provider of volatility for bond future options in the log-normal or Black model.
|
BlackBondFutureExpiryLogMoneynessVolatilities.Builder |
The bean-builder for
BlackBondFutureExpiryLogMoneynessVolatilities . |
BlackBondFutureExpiryLogMoneynessVolatilities.Meta |
The meta-bean for
BlackBondFutureExpiryLogMoneynessVolatilities . |
BlackBondFutureOptionMarginedProductPricer |
Pricer of options on bond future with a log-normal model on the underlying future price.
|
BlackBondFutureOptionMarginedTradePricer |
Pricer implementation for bond future option.
|
BondFutureOptionSensitivity |
Point sensitivity to an implied volatility for a bond future option model.
|
BondFutureOptionSensitivity.Meta |
The meta-bean for
BondFutureOptionSensitivity . |
BondFutureVolatilitiesId |
An identifier used to access bond future volatilities by name.
|
BondFutureVolatilitiesName |
The name of a set of bond future volatilities.
|
DiscountingBillProductPricer |
Pricer for bill products.
|
DiscountingBillTradePricer |
Pricer for bill trades.
|
DiscountingBondFutureProductPricer |
Pricer for for bond future products.
|
DiscountingBondFutureTradePricer |
Pricer implementation for bond future trades.
|
DiscountingCapitalIndexedBondPaymentPeriodPricer |
Pricer implementation for bond payment periods based on a capital indexed coupon.
|
DiscountingCapitalIndexedBondProductPricer |
Pricer for capital indexed bond products.
|
DiscountingCapitalIndexedBondTradePricer |
Pricer for for capital index bond trades.
|
DiscountingFixedCouponBondPaymentPeriodPricer |
Pricer implementation for bond payment periods based on a fixed coupon.
|
DiscountingFixedCouponBondProductPricer |
Pricer for fixed coupon bond products.
|
DiscountingFixedCouponBondTradePricer |
Pricer for fixed coupon bond trades.
|
ImmutableLegalEntityDiscountingProvider |
An immutable provider of data for bond pricing, based on repo and issuer discounting.
|
ImmutableLegalEntityDiscountingProvider.Builder |
The bean-builder for
ImmutableLegalEntityDiscountingProvider . |
ImmutableLegalEntityDiscountingProvider.Meta |
The meta-bean for
ImmutableLegalEntityDiscountingProvider . |
IssuerCurveDiscountFactors |
Provides access to discount factors for an issuer curve.
|
IssuerCurveDiscountFactors.Meta |
The meta-bean for
IssuerCurveDiscountFactors . |
IssuerCurveZeroRateSensitivity |
Point sensitivity to the issuer curve.
|
IssuerCurveZeroRateSensitivity.Meta |
The meta-bean for
IssuerCurveZeroRateSensitivity . |
RepoCurveDiscountFactors |
Provides access to discount factors for a repo curve.
|
RepoCurveDiscountFactors.Meta |
The meta-bean for
RepoCurveDiscountFactors . |
RepoCurveZeroRateSensitivity |
Point sensitivity to the repo curve.
|
RepoCurveZeroRateSensitivity.Meta |
The meta-bean for
RepoCurveZeroRateSensitivity . |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.