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• 2.12.37
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• package-info.java

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com.opengamma.strata.product.dsf.package-info Maven / Gradle / Ivy

/*
 * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */

/**
 * Entity objects describing Deliverable Swap Futures (DSFs).
 * 

 * A deliverable swap future is a financial instrument that physically settles
 * an interest rate swap on a future date.
 * The delivered swap is cleared by a central counterparty.
 * The last future price before delivery is quoted in term of the underlying swap present value.
 * The futures product is margined on a daily basis.
 */
package com.opengamma.strata.product.dsf;