feature

Type Members

1. final case class AccrualPeriod(startDate: Time, endDate: Time) extends Product with Serializable

   

2. trait Accruing extends Feature

   

3. trait BermudanExercise extends Optional

   

4. trait BilateralContract extends Feature

   

5. sealed abstract class BuySell extends AnyRef

   

6. sealed trait BuySellFeature extends Feature

   

7. sealed abstract class CallPut extends AnyRef

   

8. trait CallPutFeature extends Feature

   

9. trait CashSettled extends Settling

   

   The Settling occurs in virtufin.finance.product.Cash and typically depends on the virtufin.finance.scenario.Price of some asset.

10. trait CompositeInstrument extends Instrument

    

11. trait Derivative[V] extends Feature

    

12. trait EuropeanExercise extends Optional with SingleSettling

    

    *

    *

    An option with virtufin.finance.product.feature.EuropeanExercise

13. trait EuropeanOption extends SingleSettling with EuropeanExercise with BilateralContract

    

14. type FixedPaymentContract = FixedPositionTransfers { type TransferredInstrumentType = virtufin.finance.product.Currency }

    

15. trait FixedPositionTransfers extends Feature with PhysicallySettled

    

    Some predetermined virtufin.finance.product.Positions are transferred at predetermined virtufin.finance.Times

16. trait Maturing extends Feature

    

17. trait Notional extends Feature

    

18. trait Optional extends Feature

    

19. trait PhysicallySettled extends Settling

    

20. sealed trait Settling extends Transacting

    

    Used, when the dates are known at which virtufin.finance.product.PortfolioTransactions may occur

21. trait SingleFixingDerivative[V] extends SingleMarketObservableDerivative[V]

    

22. trait SingleMarketObservableDerivative[V] extends Derivative[V]

    

    A Derivative which depends only of one MarketObservable

    A Derivative which depends only of one MarketObservable

    V

    the type of the value of the MarketObservable

23. trait SingleSettling extends Maturing

    

    A Settling with a single settlement date.

24. trait Starting extends Feature

    

25. trait Striking extends Feature

    

26. trait Transacting extends Feature

    

    * Used, when the dates are known at which virtufin.finance.product.Transactions may occur

27. trait Transmutable[F <: Feature] extends AnyRef

    

    A virtufin.finance.product.Feature which may be convert into another virtufin.finance.product.Feature, for instance a swaption, which may be converted into a swap after exercise.

    A virtufin.finance.product.Feature which may be convert into another virtufin.finance.product.Feature, for instance a swaption, which may be converted into a swap after exercise.

    F

    the type of the new, converted, virtufin.finance.product.Feature