Class 
Description 
AbstractBoundCurveInterpolator 
Abstract interpolator implementation.

AbstractDerivedCalculationFunction<T extends CalculationTarget,R> 
Abstract derived calculation function with fields for the target type, measure and required measures.

AccrualOnDefaultFormula 
The formula for accrual on default.

AccrualStart 
The accrual start for credit default swaps.

AdaptiveCompositeIntegrator1D 
Adaptive composite integrator: step size is set to be small if functional variation of integrand is large
The integrator in individual intervals (base integrator) should be specified by constructor.

AddFixedCurve 
A curve formed from two curves, the fixed curve and the spread curve.

AddFixedCurve.Meta 
The metabean for AddFixedCurve .

AdjustableDate 
An adjustable date.

AdjustableDate.Meta 
The metabean for AdjustableDate .

AdjustablePayment 
A single payment of a known amount on a date, with business day adjustment rules.

AdjustablePayment.Meta 
The metabean for AdjustablePayment .

AdvancedMeasures 
The advanced set of measures which can be calculated by Strata.

AggregatingCalculationListener<T> 
Superclass for mutable calculation listeners that collect the results of individual calculations and
create a single aggregate result when the calculations are complete.

AnalyticSpreadSensitivityCalculator 
Analytic spread sensitivity calculator.

ApproxForwardOvernightAveragedRateComputationFn 
Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.

ArbitrageHandling 
The formula for accrual on default.

ArgChecker 
Contains utility methods for checking inputs to methods.

ArrayByteSource 
A byte source implementation that explicitly wraps a byte array.

AsciiTable 
An ASCII table generator.

AsciiTableAlignment 
Alignment of the data within an ASCII table.

Attributes 
Additional attributes that can be associated with a model object.

AttributeType<T> 
The type that provides meaning to an attribute.

Barrier 
Definition of barrier event of option instruments.

BarrierType 
The barrier type of barrier event.

BaseNewtonVectorRootFinder 
Base implementation for all NewtonRaphson style multidimensional root finding (i.e.

BaseProvider 
A provider of data used for pricing.

BasisFunctionAggregation<T> 

BasisFunctionGenerator 
Generator for a set of basis functions.

BasisFunctionKnots 
Helper class to hold the knots and polynomial degree that specify a set of basis functions.

BeanByteSource 
A byte source implementation that is also a JodaBean.

BeanTokenEvaluator 
Evaluates a token against a bean to produce another object.

Bessel 
Bessel and Airy functions.

BicubicSplineInterpolator 
Given a set of data (x0Values_i, x1Values_j, yValues_{ij}), derive the piecewise bicubic function, f(x0,x1) = sum_{i=0}^{3} sum_{j=0}^{3} coefMat_{ij} (x0x0Values_i)^{3i} (x1x1Values_j)^{3j},
for the region x0Values_i < x0 < x0Values_{i+1}, x1Values_j < x1 < x1Values_{j+1} such that f(x0Values_a, x1Values_b) = yValues_{ab} where a={i,i+1}, b={j,j+1}.

Bill 
A bill.

Bill.Builder 
The beanbuilder for Bill .

Bill.Meta 
The metabean for Bill .

BillMeasureCalculations 
Multiscenario measure calculations for bill trades.

BillPosition 
A position in a bill.

BillPosition.Builder 
The beanbuilder for BillPosition .

BillPosition.Meta 
The metabean for BillPosition .

BillSecurity 
A security representing a bill.

BillSecurity.Builder 
The beanbuilder for BillSecurity .

BillSecurity.Meta 
The metabean for BillSecurity .

BillTrade 
A trade representing a bill.

BillTrade.Builder 
The beanbuilder for BillTrade .

BillTrade.Meta 
The metabean for BillTrade .

BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>> 
Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.

BillTradeCalculations 
Calculates pricing and risk measures for bill trades.

BillYieldConvention 
A convention defining how yield is computed for a bill.

BisectionSingleRootFinder 
Finds a single root of a function using the bisection method.

BivariateNormalDistribution 
The bivariate normal distribution is a continuous probability distribution
of two variables, $x$ and $y$, with cdf
$$
\begin{align*}
M(x, y, \rho) = \frac{1}{2\pi\sqrt{1  \rho^2}}\int_{\infty}^x\int_{\infty}^{y} e^{\frac{(X^2  2\rho XY + Y^2)}{2(1  \rho^2)}} dX dY
\end{align*}
$$
where $\rho$ is the correlation between $x$ and $y$.

BlackBarrierPriceFormulaRepository 
The price function to compute the price of barrier option in the Black world.

BlackBondFutureExpiryLogMoneynessVolatilities 
Data provider of volatility for bond future options in the lognormal or Black model.

BlackBondFutureExpiryLogMoneynessVolatilities.Builder 
The beanbuilder for BlackBondFutureExpiryLogMoneynessVolatilities .

BlackBondFutureExpiryLogMoneynessVolatilities.Meta 
The metabean for BlackBondFutureExpiryLogMoneynessVolatilities .

BlackBondFutureOptionMarginedProductPricer 
Pricer of options on bond future with a lognormal model on the underlying future price.

BlackBondFutureOptionMarginedTradePricer 
Pricer implementation for bond future option.

BlackBondFutureVolatilities 
Volatility for pricing bond futures and their options in the lognormal or Black model.

BlackFlatCmsPeriodPricer 
Computes the price of a CMS coupon in a constant lognormal volatility setup.

BlackFormulaRepository 
The primary repository for Black formulas, including the price, common greeks and implied volatility.

BlackFxOptionFlatVolatilities 
Volatility for FX options in the lognormal or Black model based on a curve.

BlackFxOptionFlatVolatilities.Builder 
The beanbuilder for BlackFxOptionFlatVolatilities .

BlackFxOptionFlatVolatilities.Meta 
The metabean for BlackFxOptionFlatVolatilities .

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification 
The specification of how to build FX option volatilities.

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder 
The beanbuilder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification .

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta 
The metabean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification .

BlackFxOptionSmileVolatilities 
Data provider of volatility for FX options in the lognormal or BlackScholes model.

BlackFxOptionSmileVolatilities.Builder 
The beanbuilder for BlackFxOptionSmileVolatilities .

BlackFxOptionSmileVolatilities.Meta 
The metabean for BlackFxOptionSmileVolatilities .

BlackFxOptionSmileVolatilitiesSpecification 
The specification of how to build FX option volatilities.

BlackFxOptionSmileVolatilitiesSpecification.Builder 
The beanbuilder for BlackFxOptionSmileVolatilitiesSpecification .

BlackFxOptionSmileVolatilitiesSpecification.Meta 
The metabean for BlackFxOptionSmileVolatilitiesSpecification .

BlackFxOptionSurfaceVolatilities 
Volatility for FX options in the lognormal or Black model based on a surface.

BlackFxOptionSurfaceVolatilities.Builder 
The beanbuilder for BlackFxOptionSurfaceVolatilities .

BlackFxOptionSurfaceVolatilities.Meta 
The metabean for BlackFxOptionSurfaceVolatilities .

BlackFxOptionVolatilities 
Volatility for FX option in the lognormal or Black model.

BlackFxSingleBarrierOptionProductPricer 
Pricer for FX barrier option products in BlackScholes world.

BlackFxSingleBarrierOptionTradePricer 
Pricer for FX barrier option trades in BlackScholes world.

BlackFxVanillaOptionProductPricer 
Pricer for foreign exchange vanilla option transaction products with a lognormal model.

BlackFxVanillaOptionTradePricer 
Pricer for FX vanilla option trades with a lognormal model.

BlackIborCapFloorLegPricer 
Pricer for cap/floor legs in lognormal or Black model.

BlackIborCapFloorProductPricer 
Pricer for cap/floor products in lognormal or Black model.

BlackIborCapFloorTradePricer 
Pricer for cap/floor trades in lognormal or Black model.

BlackIborCapletFloorletExpiryFlatVolatilities 
Volatility for Ibor caplet/floorlet in the lognormal or Black model based on a curve.

BlackIborCapletFloorletExpiryFlatVolatilities.Meta 
The metabean for BlackIborCapletFloorletExpiryFlatVolatilities .

BlackIborCapletFloorletExpiryStrikeVolatilities 
Volatility for Ibor caplet/floorlet in the lognormal or Black model based on a surface.

BlackIborCapletFloorletExpiryStrikeVolatilities.Meta 
The metabean for BlackIborCapletFloorletExpiryStrikeVolatilities .

BlackIborCapletFloorletPeriodPricer 
Pricer for caplet/floorlet in a lognormal or Black model.

BlackIborCapletFloorletVolatilities 
Volatility for Ibor caplet/floorlet in the lognormal or Black model.

BlackOneTouchAssetPriceFormulaRepository 
The price function to compute the price of onetouch or notouch (assetornothing) option in the Black world.

BlackOneTouchCashPriceFormulaRepository 
The price function to compute the price of onetouch or notouch (cashornothing) option in the Black world.

BlackScholesFormulaRepository 
The primary repository for BlackScholes formulas, including the price and greeks.

BlackSwaptionCashParYieldProductPricer 
Pricer for swaption with par yield curve method of cash settlement in a lognormal or Black model on the swap rate.

BlackSwaptionExpiryTenorVolatilities 
Volatility for swaptions in the lognormal or Black model.

BlackSwaptionExpiryTenorVolatilities.Meta 
The metabean for BlackSwaptionExpiryTenorVolatilities .

BlackSwaptionPhysicalProductPricer 
Pricer for swaption with physical settlement in a lognormal or Black model on the swap rate.

BlackSwaptionTradePricer 
Pricer for swaption trade in the lognormal or Black model on the swap rate.

BlackSwaptionVolatilities 
Volatility for swaptions in the lognormal or Black model.

BondFuture 
A futures contract, based on a basket of fixed coupon bonds.

BondFuture.Builder 
The beanbuilder for BondFuture .

BondFuture.Meta 
The metabean for BondFuture .

BondFutureOption 
A futures option contract, based on bonds.

BondFutureOption.Builder 
The beanbuilder for BondFutureOption .

BondFutureOption.Meta 
The metabean for BondFutureOption .

BondFutureOptionMarketData 
Market data for bond future options.

BondFutureOptionMarketDataLookup 
The lookup that provides access to bond future volatilities in market data.

BondFutureOptionPosition 
A position in a bond future option.

BondFutureOptionPosition.Builder 
The beanbuilder for BondFutureOptionPosition .

BondFutureOptionPosition.Meta 
The metabean for BondFutureOptionPosition .

BondFutureOptionScenarioMarketData 
Market data for bond future options, used for calculation across multiple scenarios.

BondFutureOptionSecurity 
A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureOptionSecurity.Builder 
The beanbuilder for BondFutureOptionSecurity .

BondFutureOptionSecurity.Meta 
The metabean for BondFutureOptionSecurity .

BondFutureOptionSensitivity 
Point sensitivity to an implied volatility for a bond future option model.

BondFutureOptionSensitivity.Meta 
The metabean for BondFutureOptionSensitivity .

BondFutureOptionTrade 
A trade representing an option on a futures contract based on bonds.

BondFutureOptionTrade.Builder 
The beanbuilder for BondFutureOptionTrade .

BondFutureOptionTrade.Meta 
The metabean for BondFutureOptionTrade .

BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>> 
Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition
for each of a set of scenarios.

BondFutureOptionTradeCalculations 
Calculates pricing and risk measures for trades in an option contract based on an bond future.

BondFuturePosition 
A position in a bond future.

BondFuturePosition.Builder 
The beanbuilder for BondFuturePosition .

BondFuturePosition.Meta 
The metabean for BondFuturePosition .

BondFutureSecurity 
A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureSecurity.Builder 
The beanbuilder for BondFutureSecurity .

BondFutureSecurity.Meta 
The metabean for BondFutureSecurity .

BondFutureTrade 
A trade representing a futures contract based on a fixed coupon bond.

BondFutureTrade.Builder 
The beanbuilder for BondFutureTrade .

BondFutureTrade.Meta 
The metabean for BondFutureTrade .

BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>> 
Perform calculations on a single BondFutureTrade or BondFuturePosition
for each of a set of scenarios.

BondFutureTradeCalculations 
Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.

BondFutureVolatilities 
Volatilities for pricing bond futures and their options.

BondFutureVolatilitiesId 
An identifier used to access bond future volatilities by name.

BondFutureVolatilitiesName 
The name of a set of bond future volatilities.

BondPaymentPeriod 
A period over which interest is accrued with a single payment.

BoundCurveExtrapolator 
A curve extrapolator that has been bound to a specific curve.

BoundCurveInterpolator 
A curve interpolator that has been bound to a specific curve.

BoundSurfaceInterpolator 
A surface interpolator that has been bound to a specific surface.

BracketRoot 
Class that brackets single root of a function.

BrentSingleRootFinder 
Root finder.

BroydenMatrixUpdateFunction 

BroydenVectorRootFinder 
A root finder using Broyden's Jacobian update formula.

BuiltMarketData 
Market data that has been built.

BuiltMarketData.Meta 
The metabean for BuiltMarketData .

BuiltScenarioMarketData 
Market data that has been built.

BuiltScenarioMarketData.Meta 
The metabean for BuiltScenarioMarketData .

BulletPayment 
A bullet payment.

BulletPayment.Builder 
The beanbuilder for BulletPayment .

BulletPayment.Meta 
The metabean for BulletPayment .

BulletPaymentTrade 
A bullet payment trade.

BulletPaymentTrade.Builder 
The beanbuilder for BulletPaymentTrade .

BulletPaymentTrade.Meta 
The metabean for BulletPaymentTrade .

BulletPaymentTradeCalculationFunction 
Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.

BulletPaymentTradeCalculations 
Calculates pricing and risk measures for bullet payment trades.

BusinessDayAdjustment 
An adjustment that alters a date if it falls on a day other than a business day.

BusinessDayAdjustment.Builder 
The beanbuilder for BusinessDayAdjustment .

BusinessDayAdjustment.Meta 
The metabean for BusinessDayAdjustment .

BusinessDayConvention 
A convention defining how to adjust a date if it falls on a day other than a business day.

BusinessDayConventions 
Constants and implementations for standard business day conventions.

BuySell 
Flag indicating whether a trade is "buy" or "sell".

CalculationFunction<T extends CalculationTarget> 
Primary interface for all calculation functions that calculate measures.

CalculationFunctions 
The calculation functions.

CalculationListener 

CalculationParameter 
The base interface for calculation parameters.

CalculationParameters 
The calculation parameters.

CalculationParametersId 
An identifier used to access calculation parameters by name.

CalculationResult 
The result of a single calculation.

CalculationResults 
A set of related calculation results for a single calculation target.

CalculationRules 
A set of rules that define how the calculation runner should perform calculations.

CalculationRules.Meta 
The metabean for CalculationRules .

CalculationRunner 
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.

CalculationTarget 
The target of calculation within a system.

CalculationTargetList 
A list of calculation targets.

CalculationTask 
A single task that will be used to perform a calculation.

CalculationTaskCell 
A single cell within a calculation task.

CalculationTaskRunner 
Component that provides the ability to run calculation tasks.

CalculationTasks 
The tasks that will be used to perform the calculations.

CalibrationMeasure<T extends ResolvedTrade> 
Provides access to the measures needed to perform curve calibration for a single type of trade.

CalibrationMeasures 
Provides access to the measures needed to perform curve calibration.

CapitalIndexedBond 
A capital indexed bond.

CapitalIndexedBond.Builder 
The beanbuilder for CapitalIndexedBond .

CapitalIndexedBond.Meta 
The metabean for CapitalIndexedBond .

CapitalIndexedBondPaymentPeriod 
A coupon or nominal payment of capital indexed bonds.

CapitalIndexedBondPaymentPeriod.Builder 
The beanbuilder for CapitalIndexedBondPaymentPeriod .

CapitalIndexedBondPaymentPeriod.Meta 
The metabean for CapitalIndexedBondPaymentPeriod .

CapitalIndexedBondPosition 
A position in a capital indexed bond.

CapitalIndexedBondPosition.Builder 
The beanbuilder for CapitalIndexedBondPosition .

CapitalIndexedBondPosition.Meta 
The metabean for CapitalIndexedBondPosition .

CapitalIndexedBondSecurity 
A security representing a capital indexed bond.

CapitalIndexedBondSecurity.Builder 
The beanbuilder for CapitalIndexedBondSecurity .

CapitalIndexedBondSecurity.Meta 
The metabean for CapitalIndexedBondSecurity .

CapitalIndexedBondTrade 
A trade representing a capital indexed bond.

CapitalIndexedBondTrade.Builder 
The beanbuilder for CapitalIndexedBondTrade .

CapitalIndexedBondTrade.Meta 
The metabean for CapitalIndexedBondTrade .

CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>> 
Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition
for each of a set of scenarios.

CapitalIndexedBondTradeCalculations 
Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.

CapitalIndexedBondYieldConvention 
A convention defining accrued interest calculation type for inflation bond securities.

CashFlow 
A single cash flow of a currency amount on a specific date.

CashFlow.Meta 
The metabean for CashFlow .

CashFlowEquivalentCalculator 
Computes cash flow equivalent of products.

CashFlowReport 
Represents a cash flow report.

CashFlowReport.Builder 
The beanbuilder for CashFlowReport .

CashFlowReport.Meta 
The metabean for CashFlowReport .

CashFlowReportFormatter 
Formatter for cash flow reports.

CashFlowReportRunner 
Report runner for cash flow reports.

CashFlowReportTemplate 
Marker for a cash flow report template.

CashFlowReportTemplateIniLoader 
Loads a cash flow report template from the standard INI file format.

CashFlows 
A collection of cash flows.

CashFlows.Meta 
The metabean for CashFlows .

CashSwaptionSettlement 
Defines the cash settlement type for the payoff of a swaption.

CashSwaptionSettlement.Meta 
The metabean for CashSwaptionSettlement .

CashSwaptionSettlementMethod 
Cash settlement method of cash settled swaptions.

CcpId 
An identifier for a Central Counterparty Clearing House (CCP).

CcpIds 
Identifiers for common CCPs.

Cds 
A singlename credit default swap (CDS).

Cds.Builder 
The beanbuilder for Cds .

Cds.Meta 
The metabean for Cds .

CdsCalibrationTrade 
A trade in a singlename credit default swap (CDS) used for credit curve calibration.

CdsCalibrationTrade.Meta 
The metabean for CdsCalibrationTrade .

CdsConvention 
A market convention for credit default swap trades.

CdsConventions 
Standardized credit default swap conventions.

CdsIndex 
A CDS (portfolio) index product.

CdsIndex.Builder 
The beanbuilder for CdsIndex .

CdsIndex.Meta 
The metabean for CdsIndex .

CdsIndexCalibrationTrade 
A trade in a CDS index used for credit curve calibration.

CdsIndexCalibrationTrade.Meta 
The metabean for CdsIndexCalibrationTrade .

CdsIndexIsdaCreditCurveNode 
An ISDA compliant curve node whose instrument is a CDS index.

CdsIndexIsdaCreditCurveNode.Builder 
The beanbuilder for CdsIndexIsdaCreditCurveNode .

CdsIndexIsdaCreditCurveNode.Meta 
The metabean for CdsIndexIsdaCreditCurveNode .

CdsIndexTrade 
A trade in a CDS index.

CdsIndexTrade.Builder 
The beanbuilder for CdsIndexTrade .

CdsIndexTrade.Meta 
The metabean for CdsIndexTrade .

CdsIndexTradeCalculationFunction 
Perform calculations on a single CdsIndexTrade for each of a set of scenarios.

CdsIsdaCreditCurveNode 
An ISDA compliant curve node whose instrument is a credit default swap.

CdsIsdaCreditCurveNode.Builder 
The beanbuilder for CdsIsdaCreditCurveNode .

CdsIsdaCreditCurveNode.Meta 
The metabean for CdsIsdaCreditCurveNode .

CdsMarketQuoteConverter 
The market quote converter for credit default swaps.

CdsQuote 
Market quote for a singlename credit default swap (CDS).

CdsQuote.Meta 
The metabean for CdsQuote .

CdsQuoteConvention 
Market quote conventions for credit default swaps.

CdsTemplate 
A template for creating credit default swap trades.

CdsTrade 
A trade in a singlename credit default swap (CDS).

CdsTrade.Builder 
The beanbuilder for CdsTrade .

CdsTrade.Meta 
The metabean for CdsTrade .

CdsTradeCalculationFunction 
Perform calculations on a single CdsTrade for each of a set of scenarios.

CharSources 
Helper that allows CharSource objects to be created.

CheckedBiConsumer<T,U> 
A checked version of BiConsumer .

CheckedBiFunction<T,U,R> 
A checked version of BiFunction .

CheckedBinaryOperator<T> 
A checked version of BinaryOperator .

CheckedBiPredicate<T,U> 
A checked version of BiPredicate .

CheckedConsumer<T> 
A checked version of Consumer .

CheckedFunction<T,R> 
A checked version of Function .

CheckedPredicate<T> 
A checked version of Predicate .

CheckedRunnable 
A checked version of Runnable .

CheckedSupplier<R> 
A checked version of Supplier .

CheckedUnaryOperator<T> 
A checked version of UnaryOperator .

ChiSquare 

ChiSquareDistribution 
A $\chi^2$ distribution with $k$ degrees of freedom is the distribution of
the sum of squares of $k$ independent standard normal random variables with
cdf and inverse cdf
$$
\begin{align*}
F(x) &=\frac{\gamma\left(\frac{k}{2}, \frac{x}{2}\right)}{\Gamma\left(\frac{k}{2}\right)}\\
F^{1}(p) &= 2\gamma^{1}\left(\frac{k}{2}, p\right)
\end{align*}
$$
where $\gamma(y, z)$ is the lower incomplete Gamma function and $\Gamma(y)$
is the Gamma function.

CholeskyDecompositionCommons 

CholeskyDecompositionCommonsResult 

CholeskyDecompositionOpenGamma 
OpenGamma implementation of the Cholesky decomposition and its differentiation.

CholeskyDecompositionOpenGammaResult 
Results of the OpenGamma implementation of Cholesky decomposition.

CholeskyDecompositionResult 
Contains the results of Cholesky matrix decomposition.

ClampedPiecewisePolynomialInterpolator 
Piecewise polynomial interpolator clamped at specified points.

CloseableExecutor 
AutoCloseable wrapper around an executor.

Cms 
A constant maturity swap (CMS) or CMS cap/floor.

Cms.Meta 
The metabean for Cms .

CmsLeg 
A CMS leg of a constant maturity swap (CMS) product.

CmsLeg.Builder 
The beanbuilder for CmsLeg .

CmsLeg.Meta 
The metabean for CmsLeg .

CmsPeriod 
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.

CmsPeriod.Builder 
The beanbuilder for CmsPeriod .

CmsPeriod.Meta 
The metabean for CmsPeriod .

CmsPeriodType 
A CMS payment period type.

CmsSabrExtrapolationParams 
The additional parameters necessary for pricing CMS using SABR extrapolation replication.

CmsTrade 
A trade in a constant maturity swap (CMS).

CmsTrade.Builder 
The beanbuilder for CmsTrade .

CmsTrade.Meta 
The metabean for CmsTrade .

CmsTradeCalculationFunction 
Perform calculations on a single CmsTrade for each of a set of scenarios.

CmsTradeCalculations 
Calculates pricing and risk measures for constant maturity swap (CMS) trades.

Column 
Defines a column in a set of calculation results.

Column.Builder 
The beanbuilder for Column .

Column.Meta 
The metabean for Column .

ColumnHeader 
Provides access to the column name and measure in the grid of results.

ColumnHeader.Meta 
The metabean for ColumnHeader .

ColumnName 
The name of a column in the grid of calculation results.

CombinedCurve 
A curve formed from two curves, the base curve and the spread curve.

CombinedCurve.Meta 
The metabean for CombinedCurve .

CombinedExtendedEnum<T extends Named> 
Combines multiple extended enums into one lookup.

CommonsMathWrapper 
Utility class for converting OpenGamma mathematical objects into
Commons objects and vice versa.

CommonsMatrixAlgebra 

CompoundedRateType 
A compounded rate type.

CompoundingMethod 
A convention defining how to compound interest.

ConcatenatedVectorFunction 
For the set of $k$ vector functions $f_i: \mathbb{R}^{m_i} \to \mathbb{R}^{n_i} \quad x_i \mapsto f_i(x_i) = y_i$
this forms the function
$f: \mathbb{R}^{m} \to \mathbb{R}^{n} \quad x_i \mapsto f(x) = y$ where $n = \sum_{i=1}^k n_i$ and
$m = \sum_{i=1}^k m_i$ and $x = (x_1,x_2,\dots,x_k)$ \& $y = (y_1,y_2,\dots,y_k)$.

ConstantContinuousSingleBarrierKnockoutFunction 
Single barrier knockout option function.

ConstantContinuousSingleBarrierKnockoutFunction.Meta 
The metabean for ConstantContinuousSingleBarrierKnockoutFunction .

ConstantCurve 
A curve based on a single constant value.

ConstantCurve.Meta 
The metabean for ConstantCurve .

ConstantNodalCurve 
A curve based on a single constant value.

ConstantNodalCurve.Builder 
The beanbuilder for ConstantNodalCurve .

ConstantNodalCurve.Meta 
The metabean for ConstantNodalCurve .

ConstantRecoveryRates 
The constant recovery rate.

ConstantRecoveryRates.Meta 
The metabean for ConstantRecoveryRates .

ConstantSurface 
A surface based on a single constant value.

ConstantSurface.Meta 
The metabean for ConstantSurface .

ConstrainedCubicSplineInterpolator 
Cubic spline interpolation based on
C.J.C.

Country 
A country or territory.

CoxRossRubinsteinLatticeSpecification 
CoxRossRubinstein lattice specification.

CreditCouponPaymentPeriod 
A period over which a fixed coupon is paid.

CreditCouponPaymentPeriod.Builder 
The beanbuilder for CreditCouponPaymentPeriod .

CreditCouponPaymentPeriod.Meta 
The metabean for CreditCouponPaymentPeriod .

CreditCurveZeroRateSensitivity 
Point sensitivity to the zero hazard rate curve.

CreditCurveZeroRateSensitivity.Meta 
The metabean for CreditCurveZeroRateSensitivity .

CreditDiscountFactors 
Provides access to discount factors for a single currency.

CreditMeasures 
The standard set of credit measures that can be calculated by Strata.

CreditRatesMarketData 
Market data for credit products.

CreditRatesMarketDataLookup 
The lookup that provides access to credit rates in market data.

CreditRatesProvider 
The rates provider, used to calculate analytic measures.

CreditRatesScenarioMarketData 
Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.

CrossGammaParameterSensitivities 
The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivities.Meta 
The metabean for CrossGammaParameterSensitivities .

CrossGammaParameterSensitivity 
The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivity.Meta 
The metabean for CrossGammaParameterSensitivity .

CsvFile 
A CSV file.

CsvIterator 
Iterator over the rows of a CSV file.

CsvLoaderColumns 
Column names for CSV files.

CsvLoaderUtils 
CSV information resolver helper.

CsvOutput 
Outputs a CSV formatted file.

CsvRow 
A row in a CSV file.

CubicRealRootFinder 
Root finder that calculates the roots of a cubic equation using CubicRootFinder
and returns only the real roots.

CubicRootFinder 
Class that calculates the roots of a cubic equation.

CubicSplineClampedSolver 
Solves cubic spline problem with clamped endpoint conditions, where the first derivative is specified at endpoints.

CubicSplineInterpolator 
C2 cubic spline interpolator with Clamped/NotAKnot endpoint conditions.

CubicSplineNakSolver 
Solves cubic spline problem with NotAKnot endpoint conditions, where the third derivative
at the endpoints is the same as that of their adjacent points.

CubicSplineNaturalSolver 
Solves cubic spline problem with natural endpoint conditions, where the second derivative at the endpoints is 0.

Currency 
A unit of currency.

CurrencyAmount 
An amount of a currency.

CurrencyAmountArray 
An array of currency amounts with the same currency.

CurrencyAmountArray.Meta 
The metabean for CurrencyAmountArray .

CurrencyAmountTokenEvaluator 
Evaluates a token against a currency amount.

CurrencyPair 
An ordered pair of currencies, such as 'EUR/USD'.

CurrencyParameterSensitivities 
Currencybased parameter sensitivity for parameterized market data, such as curves.

CurrencyParameterSensitivities.Meta 
The metabean for CurrencyParameterSensitivities .

CurrencyParameterSensitivitiesBuilder 
Builder for CurrencyParameterSensitivities .

CurrencyParameterSensitivitiesTokenEvaluator 
Evaluates a token against currency parameter sensitivities.

CurrencyParameterSensitivity 
Currencybased parameter sensitivity for parameterized market data, such as a curve.

CurrencyParameterSensitivity.Builder 
The beanbuilder for CurrencyParameterSensitivity .

CurrencyParameterSensitivity.Meta 
The metabean for CurrencyParameterSensitivity .

CurrencyParameterSensitivityTokenEvaluator 
Token evaluator for currency parameter sensitivity.

CurrencyScenarioArray 
A currencyconvertible scenario array for a single currency, holding one amount for each scenario.

CurrencyScenarioArray.Meta 
The metabean for CurrencyScenarioArray .

Curve 
A curve that maps a double xvalue to a double yvalue.

CurveDefinition 
Provides the definition of how to calibrate a curve.

CurveExtrapolator 
Interface for extrapolators which extrapolate beyond the ends of a curve.

CurveExtrapolators 
The standard set of curve extrapolators.

CurveGammaCalculator 
Computes the gammarelated values for the rates curve parameters.

CurveGroup 
A group of curves.

CurveGroupDefinition 
The definition of how to calibrate a group of curves.

CurveGroupName 
The name of a curve group.

CurveId 
An identifier used to access a curve by name.

CurveInfoType<T> 
The type that provides meaning to additional curve information.

CurveInterpolator 
Interface for interpolators that interpolate between points on a curve.

CurveInterpolators 
The standard set of curve interpolators.

CurveMarketDataFunction 
Market data function that locates a curve by name.

CurveMetadata 
Metadata about a curve and curve parameters.

CurveName 
The name of a curve.

CurveNode 
A node in the configuration specifying how to calibrate a curve.

CurveNodeClashAction 
The action to perform when the dates of two curve nodes clash.

CurveNodeDate 
The date of the curve node.

CurveNodeDate.Meta 
The metabean for CurveNodeDate .

CurveNodeDateOrder 
The date order rules to apply to a pair of curve nodes.

CurveNodeDateOrder.Meta 
The metabean for CurveNodeDateOrder .

CurveNodeDateType 
The types of curve node date.

CurveParallelShifts 
Perturbation which applies a parallel shift to a curve.

CurveParallelShifts.Meta 
The metabean for CurveParallelShifts .

CurveParameterSize 
The curve name and number of parameters.

CurveParameterSize.Meta 
The metabean for CurveParameterSize .

Curves 
Helper for creating common types of curves.

CurveSensitivities 
Sensitivity to a set of curves, used to pass risk into calculations.

CurveSensitivities.Meta 
The metabean for CurveSensitivities .

CurveSensitivitiesBuilder 
Builder for CurveSensitivities .

CurveSensitivitiesType 
The type of curve sensitivities.

CurveSensitivityUtils 
Utilities to transform sensitivities.

DateAdjuster 
Functional interface that can adjust a date.

DateAdjusters 
Date adjusters that perform useful operations on LocalDate .

DatedParameterMetadata 
Parameter metadata that specifies a date.

DatesCdsTemplate 
A template for creating credit default swap trades.

DatesCdsTemplate.Meta 
The metabean for DatesCdsTemplate .

DateSequence 
A series of dates identified by name.

DateSequences 
Constants and implementations for standard date sequences.

DayCount 
A convention defining how to calculate fractions of a year.

DayCount.ScheduleInfo 
Information about the schedule necessary to calculate the day count.

DayCounts 
Constants and implementations for standard day count conventions.

DaysAdjustment 
An adjustment that alters a date by adding a period of days.

DaysAdjustment.Builder 
The beanbuilder for DaysAdjustment .

DaysAdjustment.Meta 
The metabean for DaysAdjustment .

Decomposition<R extends DecompositionResult> 
Base interface for matrix decompositions, such as SVD and LU.

DecompositionFactory 
Factory class for different types of decompositions.

DecompositionResult 
Contains the results of matrix decomposition.

DefaultCurveMetadata 
Default metadata for a curve.

DefaultCurveMetadata.Meta 
The metabean for DefaultCurveMetadata .

DefaultCurveMetadataBuilder 
Builder for curve metadata.

DefaultSurfaceMetadata 
Default metadata for a surface.

DefaultSurfaceMetadata.Meta 
The metabean for DefaultSurfaceMetadata .

DefaultSurfaceMetadataBuilder 
Builder for surface metadata.

DeformedSurface 
The deformed surface.

DeformedSurface.Builder 
The beanbuilder for DeformedSurface .

DeformedSurface.Meta 
The metabean for DeformedSurface .

DeltaStrike 
A strike based on absolute delta.

DeltaStrike.Meta 
The metabean for DeltaStrike .

DepositIsdaCreditCurveNode 
An ISDA compliant curve node whose instrument is a term deposit.

DepositIsdaCreditCurveNode.Builder 
The beanbuilder for DepositIsdaCreditCurveNode .

DepositIsdaCreditCurveNode.Meta 
The metabean for DepositIsdaCreditCurveNode .

DerivedCalculationFunction<T extends CalculationTarget,R> 
A derived calculation function calculates one measure using the measures calculated by another function.

Diff 
Computes the numerical difference between adjacent elements in vector.

Differentiator<S,T,U> 
Given a onedimensional function (see Function ), returns a function that calculates the gradient.

DirectIborCapletFloorletFlatVolatilityCalibrator 
Caplet volatilities calibration to cap volatilities.

DirectIborCapletFloorletFlatVolatilityDefinition 
Definition of caplet volatilities calibration.

DirectIborCapletFloorletFlatVolatilityDefinition.Builder 
The beanbuilder for DirectIborCapletFloorletFlatVolatilityDefinition .

DirectIborCapletFloorletFlatVolatilityDefinition.Meta 
The metabean for DirectIborCapletFloorletFlatVolatilityDefinition .

DirectIborCapletFloorletVolatilityCalibrator 
Caplet volatilities calibration to cap volatilities.

DirectIborCapletFloorletVolatilityDefinition 
Definition of caplet volatilities calibration.

DirectIborCapletFloorletVolatilityDefinition.Builder 
The beanbuilder for DirectIborCapletFloorletVolatilityDefinition .

DirectIborCapletFloorletVolatilityDefinition.Meta 
The metabean for DirectIborCapletFloorletVolatilityDefinition .

DiscountFactors 
Provides access to discount factors for a single currency.

DiscountFxForwardRates 
Provides access to discount factors for currencies.

DiscountFxForwardRates.Meta 
The metabean for DiscountFxForwardRates .

DiscountIborIndexRates 
An Ibor index curve providing rates from discount factors.

DiscountIborIndexRates.Meta 
The metabean for DiscountIborIndexRates .

DiscountingBillProductPricer 
Pricer for bill products.

DiscountingBillTradePricer 
Pricer for bill trades.

DiscountingBondFutureProductPricer 
Pricer for for bond future products.

DiscountingBondFutureTradePricer 
Pricer implementation for bond future trades.

DiscountingBulletPaymentTradePricer 
Pricer for for bullet payment 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.

DiscountingCmsLegPricer 
Pricer for CMS legs by simple forward estimation.

DiscountingCmsPeriodPricer 
Computes the price of a CMS coupon by simple forward estimation.

DiscountingCmsProductPricer 
Computes the price of a CMS product by simple forward estimation.

DiscountingCmsTradePricer 
Pricer for CMS trade by simple forward estimation.

DiscountingDsfProductPricer 
Pricer for for Deliverable Swap Futures (DSFs).

DiscountingDsfTradePricer 
Pricer implementation for Deliverable Swap Futures (DSFs).

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.

DiscountingFraProductPricer 
Pricer for for forward rate agreement (FRA) products.

DiscountingFraTradePricer 
Pricer for for forward rate agreement (FRA) trades.

DiscountingFxNdfProductPricer 
Pricer for FX nondeliverable forward (NDF) products.

DiscountingFxNdfTradePricer 
Pricer for FX nondeliverable forward (NDF) trades.

DiscountingFxResetNotionalExchangePricer 
Pricer implementation for the exchange of FX reset notionals.

DiscountingFxSingleProductPricer 
Pricer for foreign exchange transaction products.

DiscountingFxSingleTradePricer 
Pricer for foreign exchange transaction trades.

DiscountingFxSwapProductPricer 
Pricer for foreign exchange swap transaction products.

DiscountingFxSwapTradePricer 
Pricer for foreign exchange swap transaction trades.

DiscountingIborFixingDepositProductPricer 
The methods associated to the pricing of Ibor fixing deposit by discounting.

DiscountingIborFixingDepositTradePricer 
The methods associated to the pricing of Ibor fixing deposit trades by discounting.

DiscountingIborFutureProductPricer 
Pricer for for Ibor future products.

DiscountingIborFutureTradePricer 
Pricer implementation for Ibor future trades.

DiscountingKnownAmountPaymentPeriodPricer 
Pricer implementation for swap payment periods based on a known amount.

DiscountingNotionalExchangePricer 
Pricer implementation for the exchange of notionals.

DiscountingOvernightFutureProductPricer 
Pricer for for Overnight rate future products.

DiscountingOvernightFutureTradePricer 
Pricer implementation for Overnight rate future trades.

DiscountingPaymentPricer 
Pricer for simple payments.

DiscountingRatePaymentPeriodPricer 
Pricer implementation for swap payment periods based on a rate.

DiscountingSwapLegPricer 
Pricer for for rate swap legs.

DiscountingSwapProductPricer 
Pricer for for rate swap products.

DiscountingSwapTradePricer 
Pricer for for rate swap trades.

DiscountingTermDepositProductPricer 
The methods associated to the pricing of term deposit by discounting.

DiscountingTermDepositTradePricer 
The methods associated to the pricing of term deposit by discounting.

DiscountOvernightIndexRates 
An Overnight index curve providing rates from discount factors.

DiscountOvernightIndexRates.Meta 
The metabean for DiscountOvernightIndexRates .

DiscreteQuantileMethod 
Implementation of a quantile estimator.

DispatchingRateComputationFn 
Rate computation implementation using multiple dispatch.

DispatchingSwapPaymentEventPricer 
Pricer implementation for payment events using multiple dispatch.

DispatchingSwapPaymentPeriodPricer 
Pricer implementation for payment periods using multiple dispatch.

DoubleArray 
An immutable array of double values.

DoubleArrayMath 
Contains utility methods for maths on double arrays.

DoubleFunction1D 
Defines a family of functions that take real arguments and return real values.

DoubleMatrix 
An immutable twodimensional array of double values.

DoubleMatrix.Meta 
The metabean for DoubleMatrix .

DoubleRangeLimitTransform 
Limit transform.

DoubleScenarioArray 
A scenario array holding one double value for each scenario.

DoubleScenarioArray.Meta 
The metabean for DoubleScenarioArray .

DoublesPair 
An immutable pair consisting of two double elements.

DoublesPair.Meta 
The metabean for DoublesPair .

DoublesScheduleGenerator 
The Doubles schedule generator.

DoublesVectorFunctionProvider 
An abstraction for anything that provides a VectorFunction for a set of data points (as Double).

DoubleTernaryOperator 
A function of three arguments that returns a value.

Dsf 
A deliverable swap futures contract.

Dsf.Builder 
The beanbuilder for Dsf .

Dsf.Meta 
The metabean for Dsf .

DsfPosition 
A position in a DSF.

DsfPosition.Builder 
The beanbuilder for DsfPosition .

DsfPosition.Meta 
The metabean for DsfPosition .

DsfSecurity 
A security representing a deliverable swap futures security.

DsfSecurity.Builder 
The beanbuilder for DsfSecurity .

DsfSecurity.Meta 
The metabean for DsfSecurity .

DsfTrade 
A trade representing a futures contract based on an interest rate swap.

DsfTrade.Builder 
The beanbuilder for DsfTrade .

DsfTrade.Meta 
The metabean for DsfTrade .

DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>> 
Perform calculations on a single DsfTrade or DsfPosition
for each of a set of scenarios.

DsfTradeCalculations 
Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.

DupireLocalVolatilityCalculator 
Local volatility computation based on the exact formula.

EigenvaluePolynomialRootFinder 
The eigenvalues of a matrix $\mathbf{A}$ are the roots of the characteristic
polynomial $P(x) = \mathrm{det}[\mathbf{A}  x\mathbb{1}]$.

EnumNames<T extends Enum<T> & NamedEnum> 
Helper that allows enum names to be created and parsed.

Epsilon 
Taylor expansion epsilon.

EtdContractCode 
The contract code for an Exchange Traded Derivative (ETD).

EtdContractGroupCode 
The code for a group of ETD contracts, as defined an exchange.

EtdContractGroupId 
An identifier for a group of ETD contracts.

EtdContractSpec 
The contract specification defining an Exchange Traded Derivative (ETD) product.

EtdContractSpec.Meta 
The metabean for EtdContractSpec .

EtdContractSpecBuilder 

EtdContractSpecId 
An identifier for an ETD product.

EtdExpiryType 
The expiry type of an Exchange Traded Derivative (ETD) product.

EtdFuturePosition 
A position in an ETD future, where the security is embedded ready for marktomarket pricing.

EtdFuturePosition.Builder 
The beanbuilder for EtdFuturePosition .

EtdFuturePosition.Meta 
The metabean for EtdFuturePosition .

EtdFutureSecurity 
An instrument representing an exchange traded derivative (ETD) future.

EtdFutureSecurity.Builder 
The beanbuilder for EtdFutureSecurity .

EtdFutureSecurity.Meta 
The metabean for EtdFutureSecurity .

EtdFutureTrade 
A trade representing an ETD future.

EtdFutureTrade.Builder 
The beanbuilder for EtdFutureTrade .

EtdFutureTrade.Meta 
The metabean for EtdFutureTrade .

EtdIdUtils 
A utility for generating ETD identifiers.

EtdOptionPosition 
A position in an ETD option, where the security is embedded ready for marktomarket pricing.

EtdOptionPosition.Builder 
The beanbuilder for EtdOptionPosition .

EtdOptionPosition.Meta 
The metabean for EtdOptionPosition .

EtdOptionSecurity 
An instrument representing an exchange traded derivative (ETD) option.

EtdOptionSecurity.Builder 
The beanbuilder for EtdOptionSecurity .

EtdOptionSecurity.Meta 
The metabean for EtdOptionSecurity .

EtdOptionTrade 
A trade representing an ETD option.

EtdOptionTrade.Builder 
The beanbuilder for EtdOptionTrade .

EtdOptionTrade.Meta 
The metabean for EtdOptionTrade .

EtdOptionType 
The option expiry type, 'American' or 'European'.

EtdPosition 
A position in an ETD, where the security is embedded ready for marktomarket pricing.

EtdSecurity 
An instrument representing an exchange traded derivative (ETD).

EtdSettlementType 
The type of an Exchange Traded Derivative (ETD) settlement.

EtdTrade 
A trade in an exchange traded derivative (ETD).

EtdType 
The type of an Exchange Traded Derivative (ETD) product, either a future or an option.

EtdVariant 
The variant of an exchange traded derivative (ETD).

EuropeanVanillaOptionFunction 
European vanilla option function.

EuropeanVanillaOptionFunction.Meta 
The metabean for EuropeanVanillaOptionFunction .

EvaluationResult 
The result of a TokenEvaluator evaluating an expression against an object.

ExcelInterpolationQuantileMethod 
Implementation of a quantile estimator.

ExchangeId 
An identifier for an exchange based on the ISO Market Identifier Code (MIC).

ExchangeIds 
Identifiers for common exchanges.

ExplainKey<T> 
A key for the map of explanatory values.

ExplainMap 
A map of explanatory values.

ExplainMap.Meta 
The metabean for ExplainMap .

ExplainMapBuilder 
A builder for the map of explanatory values.

ExponentiallyWeightedInterpolationQuantileMethod 
Implementation of a quantile and expected shortfall estimator for series with exponentially weighted probabilities.

ExtendedEnum<T extends Named> 
Manager for extended enums controlled by code or configuration.

ExtendedEnum.ExternalEnumNames<T extends Named> 
Maps names used by external systems to the standard name used here.

ExtendedTrapezoidIntegrator1D 
The trapezoid integration rule is a twopoint NewtonCotes formula that
approximates the area under the curve as a trapezoid.

Failure 
Description of a failed result.

Failure.Meta 
The metabean for Failure .

FailureException 
An exception thrown when a failure Result is encountered and the failure can't be handled.

FailureItem 
Details of a single failed item.

FailureItem.Meta 
The metabean for FailureItem .

FailureItems 
A list of failure items.

FailureItems.Meta 
The metabean for FailureItems .

FailureItemsBuilder 
A builder for a list of failure items.

FailureReason 
Represents the reason why failure occurred.

FastCreditCurveCalibrator 
Fast credit curve calibrator.

FieldName 
The name of a field in a market data record.

FileByteSource 
A byte source implementation that obtains data from a file.

FiniteDifferenceSpreadSensitivityCalculator 
Finite difference spread sensitivity calculator.

FiniteDifferenceType 
Enum representing the various differencing types that can be used to estimate the gradient of a function.

FixedAccrualMethod 
The method of accruing interest on a notional amount using a fixed rate.

FixedCouponBond 
A fixed coupon bond.

FixedCouponBond.Builder 
The beanbuilder for FixedCouponBond .

FixedCouponBond.Meta 
The metabean for FixedCouponBond .

FixedCouponBondPaymentPeriod 
A period over which a fixed coupon is paid.

FixedCouponBondPaymentPeriod.Builder 
The beanbuilder for FixedCouponBondPaymentPeriod .

FixedCouponBondPaymentPeriod.Meta 
The metabean for FixedCouponBondPaymentPeriod .

FixedCouponBondPosition 
A position in a fixed coupon bond.

FixedCouponBondPosition.Builder 
The beanbuilder for FixedCouponBondPosition .

FixedCouponBondPosition.Meta 
The metabean for FixedCouponBondPosition .

FixedCouponBondSecurity 
A security representing a fixed coupon bond.

FixedCouponBondSecurity.Builder 
The beanbuilder for FixedCouponBondSecurity .

FixedCouponBondSecurity.Meta 
The metabean for FixedCouponBondSecurity .

FixedCouponBondTrade 
A trade representing a fixed coupon bond.

FixedCouponBondTrade.Builder 
The beanbuilder for FixedCouponBondTrade .

FixedCouponBondTrade.Meta 
The metabean for FixedCouponBondTrade .

FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>> 
Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition
for each of a set of scenarios.

FixedCouponBondTradeCalculations 
Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.

FixedCouponBondYieldConvention 
A convention defining accrued interest calculation type for a bond security.

FixedIborSwapConvention 
A market convention for FixedIbor swap trades.

FixedIborSwapConventions 
Market standard FixedIbor swap conventions.

FixedIborSwapCurveNode 
A curve node whose instrument is a FixedIbor interest rate swap.

FixedIborSwapCurveNode.Builder 
The beanbuilder for FixedIborSwapCurveNode .

FixedIborSwapCurveNode.Meta 
The metabean for FixedIborSwapCurveNode .

FixedIborSwapTemplate 
A template for creating FixedIbor swap trades.

FixedIborSwapTemplate.Builder 
The beanbuilder for FixedIborSwapTemplate .

FixedIborSwapTemplate.Meta 
The metabean for FixedIborSwapTemplate .

FixedInflationSwapConvention 
A market convention for Inflation swap trades.

FixedInflationSwapConventions 
FixedInflation swap conventions.

FixedInflationSwapCurveNode 
A curve node whose instrument is a FixedInflation swap.

FixedInflationSwapCurveNode.Builder 
The beanbuilder for FixedInflationSwapCurveNode .

FixedInflationSwapCurveNode.Meta 
The metabean for FixedInflationSwapCurveNode .

FixedInflationSwapTemplate 
An template for creating inflation swap trades.

FixedInflationSwapTemplate.Builder 
The beanbuilder for FixedInflationSwapTemplate .

FixedInflationSwapTemplate.Meta 
The metabean for FixedInflationSwapTemplate .

FixedOvernightCompoundedAnnualRateComputation 
Defines a known annual fixed rate of interest that follows overnight compounding.

FixedOvernightCompoundedAnnualRateComputation.Meta 
The metabean for FixedOvernightCompoundedAnnualRateComputation .

FixedOvernightSwapConvention 
A market convention for FixedOvernight swap trades.

FixedOvernightSwapConventions 
Market standard FixedOvernight swap conventions.

FixedOvernightSwapCurveNode 
A curve node whose instrument is a FixedOvernight interest rate swap.

FixedOvernightSwapCurveNode.Builder 
The beanbuilder for FixedOvernightSwapCurveNode .

FixedOvernightSwapCurveNode.Meta 
The metabean for FixedOvernightSwapCurveNode .

FixedOvernightSwapTemplate 
A template for creating FixedOvernight swap trades.

FixedOvernightSwapTemplate.Builder 
The beanbuilder for FixedOvernightSwapTemplate .

FixedOvernightSwapTemplate.Meta 
The metabean for FixedOvernightSwapTemplate .

FixedRateCalculation 
Defines the calculation of a fixed rate swap leg.

FixedRateCalculation.Builder 
The beanbuilder for FixedRateCalculation .

FixedRateCalculation.Meta 
The metabean for FixedRateCalculation .

FixedRateComputation 
Defines a known fixed rate of interest.

FixedRateComputation.Meta 
The metabean for FixedRateComputation .

FixedRateStubCalculation 
Defines the rate applicable in the initial or final stub of a fixed swap leg.

FixedRateStubCalculation.Meta 
The metabean for FixedRateStubCalculation .

FixedRateSwapLegConvention 
A market convention for the fixed leg of rate swap trades.

FixedRateSwapLegConvention.Builder 
The beanbuilder for FixedRateSwapLegConvention .

FixedRateSwapLegConvention.Meta 
The metabean for FixedRateSwapLegConvention .

FixingRelativeTo 
The base date that each rate fixing is made relative to.

FixingSeriesCsvLoader 
Loads a set of historical fixing series into memory from CSV resources.

FloatingRate 
An index or group of indices used to provide floating rates, typically in interest rate swaps.

FloatingRateIndex 
An index used to provide floating rates, typically in interest rate swaps.

FloatingRateName 
A floating rate index name, such as Libor, Euribor or US Fed Fund.

FloatingRateNames 
Constants and implementations for standard Floating rate names.

FloatingRateType 
The type of a floating rate index.

FormatCategory 
Defines categories of data types.

FormatSettings<T> 
Contains formatting settings for a specific type.

FormatSettings.Meta<T> 
The metabean for FormatSettings .

FormatSettingsProvider 
Provides and caches format settings across types.

ForwardFxIndexRates 
Provides access to rates for an FX index.

ForwardFxIndexRates.Meta 
The metabean for ForwardFxIndexRates .

ForwardIborAveragedRateComputationFn 
Rate computation implementation for a rate based on the average of multiple fixings of a
single Ibor floating rate index.

ForwardIborInterpolatedRateComputationFn 
Rate computation implementation for rate based on the weighted average of the fixing
on a single date of two Ibor indices.

ForwardIborRateComputationFn 
Rate computation implementation for an Ibor index.

ForwardInflationEndInterpolatedRateComputationFn 
Rate computation implementation for rate based on the weighted average of fixings
of a single price index.

ForwardInflationEndMonthRateComputationFn 
Rate computation implementation for a price index.

ForwardInflationInterpolatedRateComputationFn 
Rate computation implementation for rate based on the weighted average of fixings
of a single price index.

ForwardInflationMonthlyRateComputationFn 
Rate computation implementation for a price index.

ForwardOvernightAveragedDailyRateComputationFn 
Rate computation implementation for an averaged daily rate for a single Overnight index.

ForwardOvernightAveragedRateComputationFn 
Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.

ForwardOvernightCompoundedAnnualRateComputationFn 
Rate computation implementation for a rate based on a single overnight index that is compounded using an annual rate.

ForwardOvernightCompoundedRateComputationFn 
Rate computation implementation for a rate based on a single overnight index that is compounded.

FpmlDocument 
Provides data about the whole FpML document and parse helper methods.

FpmlDocumentParser 
Loader of trade data in FpML format.

FpmlParseException 
Exception thrown when parsing FpML.

FpmlParserPlugin 
Pluggable FpML trade parser.

FpmlPartySelector 
Finds the party representing "us" in FpML.

FpmlTradeInfoParserPlugin 
Pluggable FpML trade information parser.

Fra 
A forward rate agreement (FRA).

Fra.Builder 
The beanbuilder for Fra .

Fra.Meta 
The metabean for Fra .

FraConvention 
A market convention for forward rate agreement (FRA) trades.

FraConventions 
Market standard FRA conventions.

FraCurveNode 
A curve node whose instrument is a Forward Rate Agreement (FRA).

FraCurveNode.Builder 
The beanbuilder for FraCurveNode .

FraCurveNode.Meta 
The metabean for FraCurveNode .

FraDiscountingMethod 
A convention defining how to discount Forward Rate Agreements (FRAs).

FraTemplate 
A template for creating a forward rate agreement (FRA) trade.

FraTemplate.Builder 
The beanbuilder for FraTemplate .

FraTemplate.Meta 
The metabean for FraTemplate .

FraTrade 
A trade in a forward rate agreement (FRA).

FraTrade.Builder 
The beanbuilder for FraTrade .

FraTrade.Meta 
The metabean for FraTrade .

FraTradeCalculationFunction 
Perform calculations on a single FraTrade for each of a set of scenarios.

FraTradeCalculations 
Calculates pricing and risk measures for forward rate agreement (FRA) trades.

Frequency 
A periodic frequency used by financial products that have a specific event every so often.

FunctionRequirements 
Specifies the market data required for a function to perform a calculation.

FunctionRequirements.Builder 
The beanbuilder for FunctionRequirements .

FunctionRequirements.Meta 
The metabean for FunctionRequirements .

FunctionUtils 
Static utility methods useful when writing calculation functions.

FutureOptionPremiumStyle 
The style of premium for an option on a futures contract.

FutureValueNotional 
A future value notional amount for a fixed swap leg.

FutureValueNotional.Builder 
The beanbuilder for FutureValueNotional .

FutureValueNotional.Meta 
The metabean for FutureValueNotional .

FxConvertible<R> 
Defines a standard mechanism for converting an object representing one or more
monetary amounts to a single currency.

FxForwardRates 
Provides access to rates for a currency pair.

FxForwardSensitivity 
Point sensitivity to a forward rate of an FX rate for a currency pair.

FxForwardSensitivity.Meta 
The metabean for FxForwardSensitivity .

FxIndex 
An index of foreign exchange rates.

FxIndexObservation 
Information about a single observation of an FX index.

FxIndexObservation.Meta 
The metabean for FxIndexObservation .

FxIndexRates 
Provides access to rates for an FX index.

FxIndexSensitivity 
Point sensitivity to a forward rate of an FX rate for an FX index.

FxIndexSensitivity.Meta 
The metabean for FxIndexSensitivity .

FxIndices 
Constants and implementations for standard foreign exchange indices.

FxMatrix 
A matrix of foreign exchange rates.

FxMatrix.Meta 
The metabean for FxMatrix .

FxMatrixBuilder 

FxMatrixId 
Identifies the market data for an FX matrix.

FxNdf 
A NonDeliverable Forward (NDF).

FxNdf.Builder 
The beanbuilder for FxNdf .

FxNdf.Meta 
The metabean for FxNdf .

FxNdfTrade 
A trade in a NonDeliverable Forward (NDF).

FxNdfTrade.Builder 
The beanbuilder for FxNdfTrade .

FxNdfTrade.Meta 
The metabean for FxNdfTrade .

FxNdfTradeCalculationFunction 
Perform calculations on a single FxNdfTrade for each of a set of scenarios.

FxNdfTradeCalculations 
Calculates pricing and risk measures for FX NonDeliverable Forward (NDF) trades.

FxOptionMarketData 
Market data for FX options.

FxOptionMarketDataLookup 
The lookup that provides access to FX options volatilities in market data.

FxOptionScenarioMarketData 
Market data for FX options, used for calculation across multiple scenarios.

FxOptionSensitivity 
Point sensitivity to an implied volatility for a FX option model.

FxOptionSensitivity.Meta 
The metabean for FxOptionSensitivity .

FxOptionVolatilities 
Volatilities for pricing FX options.

FxOptionVolatilitiesDefinition 
The definition of how to build FX option volatilities.

FxOptionVolatilitiesDefinition.Meta 
The metabean for FxOptionVolatilitiesDefinition .

FxOptionVolatilitiesId 
An identifier used to access FX option volatilities by name.

FxOptionVolatilitiesMarketDataFunction 
Market data function that builds FX option volatilities.

FxOptionVolatilitiesName 
The name of a set of FX option volatilities.

FxOptionVolatilitiesNode 
A node in the configuration specifying how to build FX option volatilities.

FxOptionVolatilitiesNode.Builder 
The beanbuilder for FxOptionVolatilitiesNode .

FxOptionVolatilitiesNode.Meta 
The metabean for FxOptionVolatilitiesNode .

FxOptionVolatilitiesSpecification 
The specification of how to build FX option volatilities.

FxProduct 
A foreign exchange product, such as an FX forward, FX spot or FX option.

FxRate 
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.

FxRate.Meta 
The metabean for FxRate .

FxRateConfig 
Configuration defining how to create FxRate instances from observable market data.

FxRateConfig.Builder 
The beanbuilder for FxRateConfig .

FxRateConfig.Meta 
The metabean for FxRateConfig .

FxRateId 
Identifies the market data for an FX rate.

FxRateLookup 
The lookup that provides access to FX rates in market data.

FxRateMarketDataFunction 
Function which builds FxRate instances from observable market data.

FxRateProvider 
A provider of FX rates.

FxRateScenarioArray 
A set of FX rates between two currencies containing rates for multiple scenarios.

FxRateScenarioArray.Meta 
The metabean for FxRateScenarioArray .

FxRatesCsvLoader 
Loads a set of FX rates into memory from CSV resources.

FxRateShifts 
A perturbation that applies different shifts to an FX rate.

FxRateShifts.Meta 
The metabean for FxRateShifts .

FxReset 
An FX rate conversion for the notional amount of a swap leg.

FxReset.Meta 
The metabean for FxReset .

FxResetCalculation 
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.

FxResetCalculation.Builder 
The beanbuilder for FxResetCalculation .

FxResetCalculation.Meta 
The metabean for FxResetCalculation .

FxResetFixingRelativeTo 
The base date that each FX reset fixing is made relative to.

FxResetNotionalExchange 
An exchange of notionals between two counterparties where FX reset applies.

FxResetNotionalExchange.Meta 
The metabean for FxResetNotionalExchange .

FxSingle 
A single foreign exchange, such as an FX forward or FX spot.

FxSingle.Meta 
The metabean for FxSingle .

FxSingleBarrierOption 
FX (European) single barrier option.

FxSingleBarrierOption.Builder 
The beanbuilder for FxSingleBarrierOption .

FxSingleBarrierOption.Meta 
The metabean for FxSingleBarrierOption .

FxSingleBarrierOptionMethod 
The method to use for pricing FX single barrier options.

FxSingleBarrierOptionTrade 
A trade in an FX single barrier option.

FxSingleBarrierOptionTrade.Builder 
The beanbuilder for FxSingleBarrierOptionTrade .

FxSingleBarrierOptionTrade.Meta 
The metabean for FxSingleBarrierOptionTrade .

FxSingleBarrierOptionTradeCalculationFunction 
Perform calculations on an FX single barrier option trade for each of a set of scenarios.

FxSingleBarrierOptionTradeCalculations 
Calculates pricing and risk measures for FX single barrier option trades.

FxSingleTrade 
A foreign exchange trade, such as an FX forward or FX spot.

FxSingleTrade.Builder 
The beanbuilder for FxSingleTrade .

FxSingleTrade.Meta 
The metabean for FxSingleTrade .

FxSingleTradeCalculationFunction 
Perform calculations on a single FxSingleTrade for each of a set of scenarios.

FxSingleTradeCalculations 
Calculates pricing and risk measures for single FX trades.

FxSwap 
An FX swap.

FxSwap.Meta 
The metabean for FxSwap .

FxSwapConvention 
A market convention for FX Swap trades.

FxSwapConventions 
Market standard FX swap conventions.

FxSwapCurveNode 
A curve node whose instrument is an FX Swap.

FxSwapCurveNode.Builder 
The beanbuilder for FxSwapCurveNode .

FxSwapCurveNode.Meta 
The metabean for FxSwapCurveNode .

FxSwapTemplate 
A template for creating an FX swap trade.

FxSwapTemplate.Builder 
The beanbuilder for FxSwapTemplate .

FxSwapTemplate.Meta 
The metabean for FxSwapTemplate .

FxSwapTrade 
A trade in an FX swap.

FxSwapTrade.Builder 
The beanbuilder for FxSwapTrade .

FxSwapTrade.Meta 
The metabean for FxSwapTrade .

FxSwapTradeCalculationFunction 
Perform calculations on a single FxSwapTrade for each of a set of scenarios.

FxSwapTradeCalculations 
Calculates pricing and risk measures for FX swap trades.

FxTrade 
A foreign exchange trade, such as an FX forward, FX spot or FX option.

FxVanillaOption 
A vanilla FX option.

FxVanillaOption.Builder 
The beanbuilder for FxVanillaOption .

FxVanillaOption.Meta 
The metabean for FxVanillaOption .

FxVanillaOptionMethod 
The method to use for pricing FX vanilla options.

FxVanillaOptionTrade 
A trade in a vanilla FX option.

FxVanillaOptionTrade.Builder 
The beanbuilder for FxVanillaOptionTrade .

FxVanillaOptionTrade.Meta 
The metabean for FxVanillaOptionTrade .

FxVanillaOptionTradeCalculationFunction 
Perform calculations on an FX vanilla option trade for each of a set of scenarios.

FxVanillaOptionTradeCalculations 
Calculates pricing and risk measures for FX vanilla option trades.

FxVolatilitySurfaceYearFractionParameterMetadata 
Surface node metadata for a surface node with a specific time to expiry and strike.

FxVolatilitySurfaceYearFractionParameterMetadata.Meta 
The metabean for FxVolatilitySurfaceYearFractionParameterMetadata .

Gamma 

GammaDistribution 
The Gamma distribution is a continuous probability distribution with cdf
$$
\begin{align*}
F(x)=\frac{\gamma\left(k, \frac{x}{\theta}\right)}{\Gamma(k)}
\end{align*}
$$
and pdf
$$
\begin{align*}
f(x)=\frac{x^{k1}e^{\frac{x}{\theta}}}{\Gamma{k}\theta^k}
\end{align*}
$$
where $k$ is the shape parameter and $\theta$ is the scale parameter.

GammaFunction 
The gamma function is a generalization of the factorial to complex and real
numbers.

GaussHermiteQuadratureIntegrator1D 
GaussHermite quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{\infty}^{\infty} e^{x^2} g(x) dx
\end{align*}
$$
The weights and abscissas are generated by GaussHermiteWeightAndAbscissaFunction .

GaussHermiteWeightAndAbscissaFunction 
Class that generates weights and abscissas for GaussHermite quadrature.

GaussianQuadratureData 

GaussianQuadratureIntegrator1D 
Class that performs integration using Gaussian quadrature.

GaussJacobiQuadratureIntegrator1D 
GaussJacobi quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{1}^{1} (1  x)^\alpha (1 + x)^\beta f(x) dx
\end{align*}
$$
The weights and abscissas are generated by GaussJacobiWeightAndAbscissaFunction .

GaussJacobiWeightAndAbscissaFunction 
Class that generates weights and abscissas for GaussJacobi quadrature.

GaussLaguerreQuadratureIntegrator1D 
GaussLaguerre quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{0}^{\infty} e^{x}f(x) dx
\end{align*}
$$
The weights and abscissas are generated by GaussLaguerreWeightAndAbscissaFunction .

GaussLaguerreWeightAndAbscissaFunction 
Class that generates weights and abscissas for GaussLaguerre quadrature.

GaussLegendreQuadratureIntegrator1D 
GaussLegendre quadrature approximates the value of integrals of the form
$$
\begin{align*}
\int_{1}^{1} f(x) dx
\end{align*}
$$
The weights and abscissas are generated by GaussLegendreWeightAndAbscissaFunction .

GaussLegendreWeightAndAbscissaFunction 
Class that generates weights and abscissas for GaussLegendre quadrature.

GeneralizedExtremeValueDistribution 
The generalized extreme value distribution is a family of continuous probability distributions that combines the Gumbel (type I),
Fréchet (type II) and Weibull (type III) families of distributions.

GeneralizedLeastSquare 
Generalized least square method.

GeneralizedLeastSquareResults<T> 
Generalized least square calculator.

GeneralizedLeastSquaresRegression 

GeneralizedParetoDistribution 
Calculates the Pareto distribution.

GenericDoubleShifts 
A perturbation that applies different shifts to a double value.

GenericDoubleShifts.Meta 
The metabean for GenericDoubleShifts .

GenericImpliedVolatiltySolver 
Finds an implied volatility (a parameter that put into a model gives the market pirce of an option)
for any option pricing model that has a 'volatility' parameter.

GenericSecurity 
A generic security, defined in terms of the value of each tick.

GenericSecurity.Meta 
The metabean for GenericSecurity .

GenericSecurityPosition 
A position in a security, where the security is embedded ready for marktomarket pricing.

GenericSecurityPosition.Builder 
The beanbuilder for GenericSecurityPosition .

GenericSecurityPosition.Meta 
The metabean for GenericSecurityPosition .

GenericSecurityPositionCalculationFunction 
Perform calculations on a single GenericSecurityPosition for each of a set of scenarios.

GenericSecurityTrade 
A trade representing the purchase or sale of a security,
where the security is embedded ready for marktomarket pricing.

GenericSecurityTrade.Builder 
The beanbuilder for GenericSecurityTrade .

GenericSecurityTrade.Meta 
The metabean for GenericSecurityTrade .

GenericSecurityTradeCalculationFunction 
Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.

GenericVolatilitySurfacePeriodParameterMetadata 
Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.

GenericVolatilitySurfacePeriodParameterMetadata.Meta 
The metabean for GenericVolatilitySurfacePeriodParameterMetadata .

GenericVolatilitySurfaceYearFractionParameterMetadata 
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.

GenericVolatilitySurfaceYearFractionParameterMetadata.Meta 
The metabean for GenericVolatilitySurfaceYearFractionParameterMetadata .

GeometricMeanCalculator 
Calculates the geometric mean of a series of data.

GoldenSectionMinimizer1D 

GridSurfaceInterpolator 
A surface interpolator that is based on two curve interpolators.

GridSurfaceInterpolator.Meta 
The metabean for GridSurfaceInterpolator .

Guavate 
Utilities that help bridge the gap between Java 8 and Google Guava.

HermiteCoefficientsProvider 
Hermite interpolation is determined if one specifies first derivatives for a cubic
interpolant and first and second derivatives for a quintic interpolant.

HermitePolynomialFunction 

HistoricIborIndexRates 
Historic Ibor index rates, used for indices that are no longer active.

HistoricIborIndexRates.Meta 
The metabean for HistoricIborIndexRates .

HistoricOvernightIndexRates 
Historic Overnight index rates, used for indices that are no longer active.

HistoricOvernightIndexRates.Meta 
The metabean for HistoricOvernightIndexRates .

HistoricPriceIndexValues 
Historic Price index values, used for indices that are no longer active.

HistoricPriceIndexValues.Meta 
The metabean for HistoricPriceIndexValues .

HolidayCalendar 
A holiday calendar, classifying dates as holidays or business days.

HolidayCalendarId 
An identifier for a holiday calendar.

HolidayCalendarIds 
Identifiers for common holiday calendars.

HolidayCalendars 
Constants and implementations for standard holiday calendars.

HullWhiteIborFutureProductPricer 
Pricer for for Ibor future products.

HullWhiteIborFutureTradePricer 
Pricer for for Ibor future trades.

HullWhiteOneFactorPiecewiseConstantInterestRateModel 
Methods related to the HullWhite one factor (extended Vasicek) model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParameters 
Data bundle related to the HullWhite one factor (extended Vasicek) model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParametersProvider 
HullWhite one factor model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta 
The metabean for HullWhiteOneFactorPiecewiseConstantParametersProvider .

HullWhiteSwaptionPhysicalProductPricer 
Pricer for swaption with physical settlement in HullWhite one factor model with piecewise constant volatility.

HullWhiteSwaptionPhysicalTradePricer 
Pricer for swaption with physical settlement in HullWhite one factor model with piecewise constant volatility.

IborAveragedFixing 
A single fixing of an index that is observed by IborAveragedRateComputation .

IborAveragedFixing.Builder 
The beanbuilder for IborAveragedFixing .

IborAveragedFixing.Meta 
The metabean for IborAveragedFixing .

IborAveragedRateComputation 
Defines the computation of a rate of interest based on the average of multiple
fixings of a single Ibor floating rate index.

IborAveragedRateComputation.Meta 
The metabean for IborAveragedRateComputation .

IborCapFloor 
An Ibor cap/floor product.

IborCapFloor.Meta 
The metabean for IborCapFloor .

IborCapFloorLeg 
An Ibor cap/floor leg of a cap/floor product.

IborCapFloorLeg.Builder 
The beanbuilder for IborCapFloorLeg .

IborCapFloorLeg.Meta 
The metabean for IborCapFloorLeg .

IborCapFloorMarketData 
Market data for Ibor cap/floor.

IborCapFloorMarketDataLookup 
The lookup that provides access to cap/floor volatilities in market data.

IborCapFloorScenarioMarketData 
Market data for cap/floors, used for calculation across multiple scenarios.

IborCapFloorTrade 
A trade in an Ibor cap/floor.

IborCapFloorTrade.Builder 
The beanbuilder for IborCapFloorTrade .

IborCapFloorTrade.Meta 
The metabean for IborCapFloorTrade .

IborCapFloorTradeCalculationFunction 
Perform calculations on a single IborCapFloorTrade for each of a set of scenarios.

IborCapFloorTradeCalculations 
Calculates pricing and risk measures for cap/floor trades.

IborCapletFloorletPeriod 
A period over which an Ibor caplet/floorlet payoff is paid.

IborCapletFloorletPeriod.Builder 
The beanbuilder for IborCapletFloorletPeriod .

IborCapletFloorletPeriod.Meta 
The metabean for IborCapletFloorletPeriod .

IborCapletFloorletSabrSensitivity 
Sensitivity of a caplet/floorlet to SABR model parameters.

IborCapletFloorletSabrSensitivity.Meta 
The metabean for IborCapletFloorletSabrSensitivity .

IborCapletFloorletSensitivity 
Point sensitivity to Ibor caplet/floorlet implied parameter point.

IborCapletFloorletSensitivity.Meta 
The metabean for IborCapletFloorletSensitivity .

IborCapletFloorletVolatilities 
Volatilities for pricing Ibor caplet/floorlet.

IborCapletFloorletVolatilitiesId 
An identifier used to access Ibor cap/floor volatilities by name.

IborCapletFloorletVolatilitiesName 
The name of a set of Ibor cap/floor volatilities.

IborCapletFloorletVolatilityCalibrationResult 
Calibration result for Ibor caplet/floorlet volatilities.

IborCapletFloorletVolatilityCalibrationResult.Meta 
The metabean for IborCapletFloorletVolatilityCalibrationResult .

IborCapletFloorletVolatilityDefinition 
Definition of caplet volatilities calibration.

IborFixingDeposit 
An Ibor fixing deposit.

IborFixingDeposit.Builder 
The beanbuilder for IborFixingDeposit .

IborFixingDeposit.Meta 
The metabean for IborFixingDeposit .

IborFixingDepositConvention 
A convention for Ibor fixing deposit trades.

IborFixingDepositCurveNode 
A curve node whose instrument is an Ibor fixing deposit.

IborFixingDepositCurveNode.Builder 
The beanbuilder for IborFixingDepositCurveNode .

IborFixingDepositCurveNode.Meta 
The metabean for IborFixingDepositCurveNode .

IborFixingDepositTemplate 
A template for creating an Ibor fixing deposit trade.

IborFixingDepositTemplate.Builder 
The beanbuilder for IborFixingDepositTemplate .

IborFixingDepositTemplate.Meta 
The metabean for IborFixingDepositTemplate .

IborFixingDepositTrade 
A trade in an Ibor fixing deposit.

IborFixingDepositTrade.Builder 
The beanbuilder for IborFixingDepositTrade .

IborFixingDepositTrade.Meta 
The metabean for IborFixingDepositTrade .

IborFuture 
A futures contract based on an Ibor index.

IborFuture.Builder 
The beanbuilder for IborFuture .

IborFuture.Meta 
The metabean for IborFuture .

IborFutureContractSpec 
A contract specification for exchange traded Ibor Futures.

IborFutureContractSpecs 
Market standard Ibor future conventions.

IborFutureConvention 
Deprecated.

IborFutureConventions 
Deprecated.

IborFutureCurveNode 
A curve node whose instrument is an Ibor Future.

IborFutureCurveNode.Builder 
The beanbuilder for IborFutureCurveNode .

IborFutureCurveNode.Meta 
The metabean for IborFutureCurveNode .

IborFutureOption 
A futures option contract, based on an Ibor index.

IborFutureOption.Builder 
The beanbuilder for IborFutureOption .

IborFutureOption.Meta 
The metabean for IborFutureOption .

IborFutureOptionMarketData 
Market data for Ibor future options.

IborFutureOptionMarketDataLookup 
The lookup that provides access to Ibor future option volatilities in market data.

IborFutureOptionPosition 
A position in an option on a futures contract based on an Ibor index.

IborFutureOptionPosition.Builder 
The beanbuilder for IborFutureOptionPosition .

IborFutureOptionPosition.Meta 
The metabean for IborFutureOptionPosition .

IborFutureOptionScenarioMarketData 
Market data for Ibor future options, used for calculation across multiple scenarios.

IborFutureOptionSecurity 
A security representing a futures option contract, based on an Ibor index.

IborFutureOptionSecurity.Builder 
The beanbuilder for IborFutureOptionSecurity .

IborFutureOptionSecurity.Meta 
The metabean for IborFutureOptionSecurity .

IborFutureOptionSensitivity 
Point sensitivity to an implied volatility for a Ibor future option model.

IborFutureOptionSensitivity.Meta 
The metabean for IborFutureOptionSensitivity .

IborFutureOptionTrade 
A trade representing an option on a futures contract based on an Ibor index.

IborFutureOptionTrade.Builder 
The beanbuilder for IborFutureOptionTrade .

IborFutureOptionTrade.Meta 
The metabean for IborFutureOptionTrade .

IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>> 
Perform calculations on a single IborFutureOptionTrade or IborFutureOptionPosition
for each of a set of scenarios.

IborFutureOptionTradeCalculations 
Calculates pricing and risk measures for trades in an option contract based on an Ibor index future.

IborFutureOptionVolatilities 
Volatilities for pricing Ibor futures.

IborFutureOptionVolatilitiesId 
An identifier used to access Ibor future option volatilities by name.

IborFutureOptionVolatilitiesName 
The name of a set of Ibor future option volatilities.

IborFuturePosition 
A position in a futures contract based on an Ibor index.

IborFuturePosition.Builder 
The beanbuilder for IborFuturePosition .

IborFuturePosition.Meta 
The metabean for IborFuturePosition .

IborFutureSecurity 
A security representing a futures contract based on an Ibor index.

IborFutureSecurity.Builder 
The beanbuilder for IborFutureSecurity .

IborFutureSecurity.Meta 
The metabean for IborFutureSecurity .

IborFutureTemplate 
A template for creating an Ibor Future trade.

IborFutureTrade 
A trade representing a futures contract based on an Ibor index.

IborFutureTrade.Builder 
The beanbuilder for IborFutureTrade .

IborFutureTrade.Meta 
The metabean for IborFutureTrade .

IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>> 
Perform calculations on a single IborFutureTrade or IborFuturePosition
for each of a set of scenarios.

IborFutureTradeCalculations 
Calculates pricing and risk measures for trades in a futures contract based on an Ibor index.

IborIborSwapConvention 
A market convention for IborIbor swap trades.

IborIborSwapConventions 
Market standard IborIbor swap conventions.

IborIborSwapCurveNode 
A curve node whose instrument is a IborIbor interest rate swap.

IborIborSwapCurveNode.Builder 
The beanbuilder for IborIborSwapCurveNode .

IborIborSwapCurveNode.Meta 
The metabean for IborIborSwapCurveNode .

IborIborSwapTemplate 
A template for creating IborIbor swap trades.

IborIborSwapTemplate.Builder 
The beanbuilder for IborIborSwapTemplate .

IborIborSwapTemplate.Meta 
The metabean for IborIborSwapTemplate .

IborIndex 
An interbank lending rate index, such as Libor or Euribor.

IborIndexObservation 
Defines the observation of a rate of interest from a single Ibor index.

IborIndexObservation.Meta 
The metabean for IborIndexObservation .

IborIndexRates 
Provides access to rates for an Ibor index.

IborIndices 
Constants and implementations for standard Ibor indices.

IborInterpolatedRateComputation 
Defines the computation of a rate of interest interpolated from two Ibor indices.

IborInterpolatedRateComputation.Meta 
The metabean for IborInterpolatedRateComputation .

IborRateCalculation 
Defines the calculation of a floating rate swap leg based on an Ibor index.

IborRateCalculation.Builder 
The beanbuilder for IborRateCalculation .

IborRateCalculation.Meta 
The metabean for IborRateCalculation .

IborRateComputation 
Defines the computation of a rate of interest from a single Ibor index.

IborRateComputation.Meta 
The metabean for IborRateComputation .

IborRateResetMethod 
A convention defining how to process a floating rate reset schedule.

IborRateSensitivity 
Point sensitivity to a rate from an Ibor index curve.

IborRateSensitivity.Meta 
The metabean for IborRateSensitivity .

IborRateStubCalculation 
Defines the rates applicable in the initial or final stub of an Ibor swap leg.

IborRateStubCalculation.Builder 
The beanbuilder for IborRateStubCalculation .

IborRateStubCalculation.Meta 
The metabean for IborRateStubCalculation .

IborRateSwapLegConvention 
A market convention for the floating leg of rate swap trades based on an Ibor index.

IborRateSwapLegConvention.Builder 
The beanbuilder for IborRateSwapLegConvention .

IborRateSwapLegConvention.Meta 
The metabean for IborRateSwapLegConvention .

ImmutableCdsConvention 
A market convention for credit default swap trades.

ImmutableCdsConvention.Builder 
The beanbuilder for ImmutableCdsConvention .

ImmutableCdsConvention.Meta 
The metabean for ImmutableCdsConvention .

ImmutableCreditRatesProvider 
The immutable rates provider, used to calculate analytic measures.

ImmutableCreditRatesProvider.Builder 
The beanbuilder for ImmutableCreditRatesProvider .

ImmutableCreditRatesProvider.Meta 
The metabean for ImmutableCreditRatesProvider .

ImmutableFixedIborSwapConvention 
A market convention for FixedIbor swap trades.

ImmutableFixedIborSwapConvention.Builder 
The beanbuilder for ImmutableFixedIborSwapConvention .

ImmutableFixedIborSwapConvention.Meta 
The metabean for ImmutableFixedIborSwapConvention .

ImmutableFixedInflationSwapConvention 
A market convention for FixedInflation swap trades.

ImmutableFixedInflationSwapConvention.Builder 
The beanbuilder for ImmutableFixedInflationSwapConvention .

ImmutableFixedInflationSwapConvention.Meta 
The metabean for ImmutableFixedInflationSwapConvention .

ImmutableFixedOvernightSwapConvention 
A market convention for FixedOvernight swap trades.

ImmutableFixedOvernightSwapConvention.Builder 
The beanbuilder for ImmutableFixedOvernightSwapConvention .

ImmutableFixedOvernightSwapConvention.Meta 
The metabean for ImmutableFixedOvernightSwapConvention .

ImmutableFloatingRateName 
An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.

ImmutableFloatingRateName.Meta 
The metabean for ImmutableFloatingRateName .

ImmutableFraConvention 
A market convention for forward rate agreement (FRA) trades.

ImmutableFraConvention.Builder 
The beanbuilder for ImmutableFraConvention .

ImmutableFraConvention.Meta 
The metabean for ImmutableFraConvention .

ImmutableFxIndex 
A foreign exchange index implementation based on an immutable set of rules.

ImmutableFxIndex.Builder 
The beanbuilder for ImmutableFxIndex .

ImmutableFxIndex.Meta 
The metabean for ImmutableFxIndex .

ImmutableFxSwapConvention 
A market convention for FX swap trades

ImmutableFxSwapConvention.Builder 
The beanbuilder for ImmutableFxSwapConvention .

ImmutableFxSwapConvention.Meta 
The metabean for ImmutableFxSwapConvention .

ImmutableHolidayCalendar 
An immutable holiday calendar implementation.

ImmutableHolidayCalendar.Meta 
The metabean for ImmutableHolidayCalendar .

ImmutableIborFixingDepositConvention 
A convention for Ibor fixing deposit trades.

ImmutableIborFixingDepositConvention.Builder 
The beanbuilder for ImmutableIborFixingDepositConvention .

ImmutableIborFixingDepositConvention.Meta 
The metabean for ImmutableIborFixingDepositConvention .

ImmutableIborFutureContractSpec 
A contract specification for exchange traded Ibor Futures.

ImmutableIborFutureContractSpec.Builder 
The beanbuilder for ImmutableIborFutureContractSpec .

ImmutableIborFutureConvention 
Deprecated.

ImmutableIborFutureConvention.Builder 
The beanbuilder for ImmutableIborFutureConvention .

ImmutableIborFutureConvention.Meta 
The metabean for ImmutableIborFutureConvention .

ImmutableIborIborSwapConvention 
A market convention for IborIbor swap trades.

ImmutableIborIborSwapConvention.Builder 
The beanbuilder for ImmutableIborIborSwapConvention .

ImmutableIborIborSwapConvention.Meta 
The metabean for ImmutableIborIborSwapConvention .

ImmutableIborIndex 
An Ibor index implementation based on an immutable set of rules.

ImmutableIborIndex.Builder 
The beanbuilder for ImmutableIborIndex .

ImmutableIborIndex.Meta 
The metabean for ImmutableIborIndex .

ImmutableLegalEntityDiscountingProvider 
An immutable provider of data for bond pricing, based on repo and issuer discounting.

ImmutableLegalEntityDiscountingProvider.Builder 
The beanbuilder for ImmutableLegalEntityDiscountingProvider .

ImmutableLegalEntityDiscountingProvider.Meta 
The metabean for ImmutableLegalEntityDiscountingProvider .

ImmutableMarketData 
An immutable set of market data

ImmutableMarketData.Meta 
The metabean for ImmutableMarketData .

ImmutableMarketDataBuilder 

ImmutableMeasure 
The default, immutable implementation of Measure .

ImmutableMeasure.Meta 
The metabean for ImmutableMeasure .

ImmutableOvernightFutureContractSpec 
A contract specification for exchange traded Overnight Futures.

ImmutableOvernightFutureContractSpec.Builder 
The beanbuilder for ImmutableOvernightFutureContractSpec .

ImmutableOvernightIborSwapConvention 
A market convention for FixedOvernight swap trades.

ImmutableOvernightIborSwapConvention.Builder 
The beanbuilder for ImmutableOvernightIborSwapConvention .

ImmutableOvernightIborSwapConvention.Meta 
The metabean for ImmutableOvernightIborSwapConvention .

ImmutableOvernightIndex 
An overnight index, such as Sonia or Eonia.

ImmutableOvernightIndex.Builder 
The beanbuilder for ImmutableOvernightIndex .

ImmutableOvernightIndex.Meta 
The metabean for ImmutableOvernightIndex .

ImmutablePriceIndex 
A price index implementation based on an immutable set of rules.

ImmutablePriceIndex.Builder 
The beanbuilder for ImmutablePriceIndex .

ImmutablePriceIndex.Meta 
The metabean for ImmutablePriceIndex .

ImmutableRatesProvider 
The default immutable rates provider, used to calculate analytic measures.

ImmutableRatesProvider.Meta 
The metabean for ImmutableRatesProvider .

ImmutableRatesProviderBuilder 
Builder for the immutable rates provider.

ImmutableRatesProviderGenerator 
Generates a rates provider based on an existing provider.

ImmutableReferenceData 
An immutable set of reference data

ImmutableReferenceData.Meta 
The metabean for ImmutableReferenceData .

ImmutableScenarioMarketData 
An immutable set of market data across one or more scenarios.

ImmutableScenarioMarketData.Meta 
The metabean for ImmutableScenarioMarketData .

ImmutableScenarioMarketDataBuilder 
A mutable builder for market data.

ImmutableSwapIndex 
A swap index implementation based on an immutable set of rules.

ImmutableSwapIndex.Builder 
The beanbuilder for ImmutableSwapIndex .

ImmutableSwapIndex.Meta 
The metabean for ImmutableSwapIndex .

ImmutableTermDepositConvention 
A market convention for term deposit trades.

ImmutableTermDepositConvention.Builder 
The beanbuilder for ImmutableTermDepositConvention .

ImmutableTermDepositConvention.Meta 
The metabean for ImmutableTermDepositConvention .

ImmutableThreeLegBasisSwapConvention 
A market convention for three leg basis swap trades.

ImmutableThreeLegBasisSwapConvention.Builder 
The beanbuilder for ImmutableThreeLegBasisSwapConvention .

ImmutableThreeLegBasisSwapConvention.Meta 
The metabean for ImmutableThreeLegBasisSwapConvention .

ImmutableXCcyIborIborSwapConvention 
A market convention for crosscurrency IborIbor swap trades.

ImmutableXCcyIborIborSwapConvention.Builder 
The beanbuilder for ImmutableXCcyIborIborSwapConvention .

ImmutableXCcyIborIborSwapConvention.Meta 
The metabean for ImmutableXCcyIborIborSwapConvention .

ImpliedTrinomialTreeFxOptionCalibrator 
Utilities to calibrate implied trinomial tree to Black volatilities of FX options.

ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer 
Pricer for FX barrier option products under implied trinomial tree.

ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer 
Pricer for FX barrier option trades under implied trinomial tree.

ImpliedTrinomialTreeLocalVolatilityCalculator 
Local volatility calculation based on trinomila tree model.

IncompleteBetaFunction 
The incomplete beta function is defined as:
$$
\begin{equation*}
I_x(a, b)=\frac{B_x(a, b)}{B(a, b)}\int_0^x t^{a1}(1t)^{b1}dt
\end{equation*}
$$
where $a,b>0$.

IncompleteGammaFunction 
The incomplete gamma function is defined as:
$$
\begin{equation*}
P(a, x) = \frac{\gamma(a, x)}{\Gamma(a)}\int_0^x e^{t}t^{a1}dt
\end{equation*}
$$
where $a > 0$.

Index 
An index of values, such as LIBOR, FED FUND or daily exchange rates.

IndexAboveQuantileMethod 
Implementation of a quantile estimator.

IndexObservation 
A single observation of an index.

IndexQuoteId 
An identifier used to access the current value of an index.

InflationEndInterpolatedRateComputation 
Defines the computation of inflation figures from a price index with interpolation
where the start index value is known.

InflationEndInterpolatedRateComputation.Meta 
The metabean for InflationEndInterpolatedRateComputation .

InflationEndMonthRateComputation 
Defines the computation of inflation figures from a price index
where the start index value is known.

InflationEndMonthRateComputation.Meta 
The metabean for InflationEndMonthRateComputation .

InflationInterpolatedRateComputation 
Defines the computation of inflation figures from a price index with interpolation.

InflationInterpolatedRateComputation.Meta 
The metabean for InflationInterpolatedRateComputation .

InflationMonthlyRateComputation 
Defines the computation of inflation figures from a price index.

InflationMonthlyRateComputation.Meta 
The metabean for InflationMonthlyRateComputation .

InflationNodalCurve 
Curve specifically designed for inflation, with features for seasonality and initial point.

InflationNodalCurve.Meta 
The metabean for InflationNodalCurve .

InflationRateCalculation 
Defines the calculation of a swap leg of a zerocoupon inflation coupon based on a price index.

InflationRateCalculation.Builder 
The beanbuilder for InflationRateCalculation .

InflationRateCalculation.Meta 
The metabean for InflationRateCalculation .

InflationRateSensitivity 
Point sensitivity to a rate from a price index curve.

InflationRateSensitivity.Meta 
The metabean for InflationRateSensitivity .

InflationRateSwapLegConvention 
A market convention for the floating leg of rate swap trades based on a price index.

InflationRateSwapLegConvention.Builder 
The beanbuilder for InflationRateSwapLegConvention .

InflationRateSwapLegConvention.Meta 
The metabean for InflationRateSwapLegConvention .

IniFile 
An INI file.

IniFileOutput 
Outputs an INI formatted file.

IntArray 
An immutable array of int values.

IntDoubleConsumer 
An operation consuming two arguments  int and double .

IntDoublePair 
An immutable pair consisting of an int and double .

IntDoublePair.Meta 
The metabean for IntDoublePair .

IntDoublePredicate 
A predicate of two arguments  int and double .

IntDoubleToDoubleFunction 
A function of two arguments  int and double .

Integrator<T,U,V> 
Interface for integration.

Integrator1D<T,U> 
Class for defining the integration of 1D functions.

Integrator2D<T,U> 
Class for defining the integration of 2D functions.

IntegratorRepeated2D 
Two dimensional integration by repeated one dimensional integration using Integrator1D .

InterpolatedNodalCurve 
A curve based on interpolation between a number of nodal points.

InterpolatedNodalCurve.Builder 
The beanbuilder for InterpolatedNodalCurve .

InterpolatedNodalCurve.Meta 
The metabean for InterpolatedNodalCurve .

InterpolatedNodalCurveDefinition 
Provides the definition of how to calibrate an interpolated nodal curve.

InterpolatedNodalCurveDefinition.Builder 
The beanbuilder for InterpolatedNodalCurveDefinition .

InterpolatedNodalCurveDefinition.Meta 
The metabean for InterpolatedNodalCurveDefinition .

InterpolatedNodalSurface 
A surface based on interpolation between a number of nodal points.

InterpolatedNodalSurface.Builder 
The beanbuilder for InterpolatedNodalSurface .

InterpolatedNodalSurface.Meta 
The metabean for InterpolatedNodalSurface .

InterpolatedStrikeSmileDeltaTermStructure 
An interpolated term structure of smiles as used in Forex market.

InterpolatedStrikeSmileDeltaTermStructure.Meta 
The metabean for InterpolatedStrikeSmileDeltaTermStructure .

InterpolationQuantileMethod 
Implementation of a quantile estimator.

IntIntConsumer 
An operation consuming two arguments  int and int .

IntIntDoubleConsumer 
An operation consuming three arguments  int , int and double .

IntIntDoublePredicate 
A predicate of three arguments  int , int and double .

IntIntDoubleToDoubleFunction 
A function of three arguments  int , int and double .

IntIntToDoubleFunction 
A function of two arguments  int and int .

IntLongConsumer 
An operation consuming two arguments  int and long .

IntLongToLongFunction 
A function of two arguments  int and long .

IntTernaryOperator 
A function of three arguments that returns a value.

InverseIncompleteBetaFunction 

InverseIncompleteGammaFunction 

InverseJacobianDirectionFunction 

InverseJacobianEstimateInitializationFunction 

InverseTridiagonalMatrixCalculator 
Direct inversion of a tridiagonal matrix using the method from
"R.

IsdaCdsProductPricer 
Pricer for singlename credit default swaps (CDS) based on ISDA standard model.

IsdaCdsTradePricer 
Pricer for singlename credit default swaps (CDS) trade based on ISDA standard model.

IsdaCompliantCreditCurveCalibrator 
ISDA compliant credit curve calibrator.

IsdaCompliantDiscountCurveCalibrator 
ISDA compliant discount curve calibrator.

IsdaCompliantIndexCurveCalibrator 
ISDA compliant index curve calibrator.

IsdaCreditCurveDefinition 
Provides the definition of how to calibrate an ISDA compliant curve for credit.

IsdaCreditCurveDefinition.Meta 
The metabean for IsdaCreditCurveDefinition .

IsdaCreditCurveNode 
A node specifying how to calibrate an ISDA compliant curve.

IsdaCreditDiscountFactors 
ISDA compliant zero rate discount factors.

IsdaCreditDiscountFactors.Meta 
The metabean for IsdaCreditDiscountFactors .

IsdaHomogenousCdsIndexProductPricer 
Pricer for CDS portfolio index based on ISDA standard model.

IsdaHomogenousCdsIndexTradePricer 
Pricer for CDS portfolio index trade based on ISDA standard model.

IssuerCurveDiscountFactors 
Provides access to discount factors for an issuer curve.

IssuerCurveDiscountFactors.Meta 
The metabean for IssuerCurveDiscountFactors .

IssuerCurveInputsId 
An identifier used to access the inputs to curve calibration.

IssuerCurveZeroRateSensitivity 
Point sensitivity to the issuer curve.

IssuerCurveZeroRateSensitivity.Meta 
The metabean for IssuerCurveZeroRateSensitivity .

IterableTokenEvaluator 
Evaluates a token against an iterable object and returns a value.

JacobianCalibrationMatrix 
Jacobian matrix information produced during curve calibration.

JacobianCalibrationMatrix.Meta 
The metabean for JacobianCalibrationMatrix .

JacobianDirectionFunction 

JacobianEstimateInitializationFunction 

JacobiPolynomialFunction 

JumpToDefault 
The result of calculating JumpToDefault.

JumpToDefault.Meta 
The metabean for JumpToDefault .

KnockType 
The knock type of barrier event.

KnownAmountBondPaymentPeriod 
A period within a swap that results in a known amount.

KnownAmountBondPaymentPeriod.Builder 
The beanbuilder for KnownAmountBondPaymentPeriod .

KnownAmountBondPaymentPeriod.Meta 
The metabean for KnownAmountBondPaymentPeriod .

KnownAmountNotionalSwapPaymentPeriod 
A period within a swap that results in a known amount.

KnownAmountNotionalSwapPaymentPeriod.Builder 
The beanbuilder for KnownAmountNotionalSwapPaymentPeriod .

KnownAmountNotionalSwapPaymentPeriod.Meta 
The metabean for KnownAmountNotionalSwapPaymentPeriod .

KnownAmountSwapLeg 
A fixed swap leg defined in terms of known amounts.

KnownAmountSwapLeg.Builder 
The beanbuilder for KnownAmountSwapLeg .

KnownAmountSwapLeg.Meta 
The metabean for KnownAmountSwapLeg .

KnownAmountSwapPaymentPeriod 
A period within a swap that results in a known amount.

KnownAmountSwapPaymentPeriod.Builder 
The beanbuilder for KnownAmountSwapPaymentPeriod .

KnownAmountSwapPaymentPeriod.Meta 
The metabean for KnownAmountSwapPaymentPeriod .

LabelDateParameterMetadata 
Parameter metadata based on a date and label.

LabelDateParameterMetadata.Meta 
The metabean for LabelDateParameterMetadata .

LabelParameterMetadata 
Parameter metadata based on a label.

LabelParameterMetadata.Meta 
The metabean for LabelParameterMetadata .

LaguerrePolynomialFunction 

LaguerrePolynomialRealRootFinder 
Class that calculates the real roots of a polynomial using Laguerre's method.

LaplaceDistribution 
The Laplace distribution is a continuous probability distribution with probability density function
$$
\begin{align*}
f(x)=\frac{1}{2b}e^{\frac{x\mu}{b}}
\end{align*}
$$
where $\mu$ is the location parameter and $b$ is the scale parameter.

LatticeSpecification 
Lattice specification interface.

LeastSquareResults 
Container for the results of a least square (minimum chisquare) fit, where some model (with a set of parameters), is calibrated
to a data set.

LeastSquareResultsWithTransform 
Container for the results of a least square (minimum chisquare) fit, where some model (with a set of parameters), is calibrated
to a data set, but the model parameters are first transformed to some fitting parameters (usually to impose some constants).

LeastSquaresRegression 

LeastSquaresRegressionResult 
Contains the result of a least squares regression.

LeastSquareWithPenaltyResults 

LegalEntity 
A legal entity.

LegalEntityCurveGroup 
A group of repo curves and issuer curves.

LegalEntityCurveGroup.Builder 
The beanbuilder for LegalEntityCurveGroup .

LegalEntityCurveGroup.Meta 
The metabean for LegalEntityCurveGroup .

LegalEntityCurveGroupId 
An identifier used to access a curve group by name.

LegalEntityDiscountingMarketData 
Market data for products based on repo and issuer curves.

LegalEntityDiscountingMarketDataLookup 
The lookup that provides access to legal entity discounting in market data.

LegalEntityDiscountingProvider 
A provider of data for bond pricing, based on repo and issuer discounting.

LegalEntityDiscountingScenarioMarketData 
Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.

LegalEntityGroup 
Legal entity group.

LegalEntityId 
An identifier for a legal entity.

LegalEntityInformation 
Legal entity information.

LegalEntityInformation.Meta 
The metabean for LegalEntityInformation .

LegalEntityInformationId 
Identifies the market data for legal entity information.

LegalEntityRatesCurvesCsvLoader 
Loads a set of legal entity rates curves into memory by reading from CSV resources.

LegalEntitySecurity 
An instrument representing a security associated with a legal entity.

LegalEntitySurvivalProbabilities 
The legal entity survival probabilities.

LegalEntitySurvivalProbabilities.Meta 
The metabean for LegalEntitySurvivalProbabilities .

LegAmount 
Represents an amount of a currency associated with one leg of an instrument.

LegAmounts 
A collection of leg amounts.

LegAmounts.Meta 
The metabean for LegAmounts .

LegendrePolynomialFunction 

LightweightPositionCsvInfoResolver 
Resolves additional information when parsing position CSV files.

LinearInterpolator 
Interpolate consecutive two points by a straight line.

LoaderUtils 
Contains utilities for loading market data from input files.

LocalDateDoublePoint 
Immutable representation of a single point in a LocalDateDoubleTimeSeries .

LocalDateDoubleTimeSeries 
Interface for all local date timeseries types containing
double values.

LocalDateDoubleTimeSeriesBuilder 
Builder to create the immutable LocalDateDoubleTimeSeries .

LocalVolatilityCalculator 
Local volatility calculation.

LogCubicSplineNaturalSolver 
For specific cubic spline interpolations, polynomial coefficients are determined by the tridiagonal algorithm.

LogMoneynessStrike 
A strike based on logmoneyness.

LogMoneynessStrike.Meta 
The metabean for LogMoneynessStrike .

LogNaturalSplineHelper 

LognormalFisherKurtosisFromVolatilityCalculator 

LognormalSkewnessFromVolatilityCalculator 

LongArray 
An immutable array of long values.

LongDoublePair 
An immutable pair consisting of a long and double .

LongDoublePair.Meta 
The metabean for LongDoublePair .

LongShort 
Flag indicating whether a trade is "long" or "short".

LongTernaryOperator 
A function of three arguments that returns a value.

LUDecompositionCommons 

LUDecompositionCommonsResult 

LUDecompositionResult 
Contains the results of LU matrix decomposition.

MapStream<K,V> 
A stream implementation based on Map.Entry .

MapTokenEvaluator 
Evaluates a token against a map.

MarketData 
Provides access to market data, such as curves, surfaces and timeseries.

MarketDataBox<T> 
A box which can provide values for an item of market data used in scenarios.

MarketDataConfig 
Configuration required for building nonobservable market data, for example curves or surfaces.

MarketDataConfig.Meta 
The metabean for MarketDataConfig .

MarketDataConfigBuilder 

MarketDataFactory 
Component that provides the ability to source and calibrate market data.

MarketDataFilter<T,I extends MarketDataId<T>> 
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.

MarketDataFunction<T,I extends MarketDataId<? extends T>> 
A market data function creates items of market data for a set of market data IDs.

MarketDataFxRateProvider 
Provides FX rates from market data.

MarketDataId<T> 
An identifier for a unique item of market data.

MarketDataName<T> 
A name for an item of market data.

MarketDataNotFoundException 
Exception thrown if market data cannot be found.

MarketDataRequirements 
Requirements for market data.

MarketDataRequirements.Meta 
The metabean for MarketDataRequirements .

MarketDataRequirementsBuilder 

MarketDataView 
A highlevel view of a single item of market data.

MarketQuoteMeasure<T extends ResolvedTrade> 
Provides market quote measures for a single type of trade based on functions.

MarketQuoteSensitivityCalculator 
Calculator to obtain the Market Quote sensitivities.

MarketTenor 
A code used in the market to indicate both the start date and tenor of a financial instrument.

MathException 
Exception thrown by math.

MathUtils 
Simple utilities for maths.

Matrix 
Base interface for all matrix types.

MatrixAlgebra 
Parent class for matrix algebra operations.

MatrixAlgebraFactory 
Factory class for various types of matrix algebra calculators.

MatrixFieldFirstOrderDifferentiator 
Matrix field first order differentiator.

MatrixValidate 

MeanCalculator 
Calculates the arithmetic mean of a series of data.

Measure 
Identifies a measure that can be produced by the system.

Measures 
The standard set of measures that can be calculated by Strata.

MedianCalculator 
Calculates the median of a series of data.

MersenneTwister 
MersenneTwister (MT19937) is one of the strongest uniform pseudorandom number generators known so far; at the same time it is quick.

MersenneTwister64 
Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.

Messages 
Contains utility methods for managing messages.

MidwayInterpolationQuantileMethod 
Implementation of a quantile estimator.

Minimizer<F extends Function<S,?>,S> 
Interface that finds the minimum value of a function.

MinimizerWithGradient<F extends Function<S,?>,G extends Function<S,?>,S> 
Interface for classes that extends the functionality of Minimizer by providing a method that takes a gradient function.

MinimumBracketer 

ModeCalculator 
The mode of a series of data is the value that occurs more frequently in the data set.

Money 
An amount of a currency, rounded to match the currency specifications.

MoneynessStrike 
A strike based on moneyness.

MoneynessStrike.Meta 
The metabean for MoneynessStrike .

MoneynessType 
The approach used for simple moneyness.

MonotonicityPreservingCubicSplineInterpolator 
Filter for local monotonicity of cubic spline interpolation based on
R.

MultiCurrencyAmount 
A map of currency amounts keyed by currency.

MultiCurrencyAmount.Meta 
The metabean for MultiCurrencyAmount .

MultiCurrencyAmountArray 
An array of multicurrency amounts.

MultiCurrencyAmountArray.Meta 
The metabean for MultiCurrencyAmountArray .

MultiCurrencyScenarioArray 
A currencyconvertible scenario array for multicurrency amounts, holding one amount for each scenario.

MultiCurrencyScenarioArray.Meta 
The metabean for MultiCurrencyScenarioArray .

MutablePointSensitivities 
Mutable builder for sensitivity to a group of curves.

Named 
A named instance.

NamedEnum 
A named enum instance.

NamedLookup<T extends Named> 
A lookup for named instances.

NamedMarketDataId<T> 
An identifier for a unique item of market data that can has a nonunique name.

NamedVariableLeastSquaresRegressionResult 

NaturalLogGammaFunction 

NaturalSplineInterpolator 
Natural cubic spline interpolation.

NearestIndexQuantileMethod 
Implementation of a quantile estimator.

NegativeRateMethod 
A convention defining how to handle a negative interest rate.

NewtonDefaultUpdateFunction 

NewtonDefaultVectorRootFinder 
A root finder that attempts find the multidimensional root of a series of N equations with N variables (a square problem).

NewtonRaphsonSingleRootFinder 
Class for finding the real root of a function within a range of $x$values using the onedimensional version of Newton's method.

NewtonRootFinderDirectionFunction 

NewtonRootFinderMatrixInitializationFunction 

NewtonRootFinderMatrixUpdateFunction 

NewtonVectorRootFinder 
Performs NewtonRaphson style multidimensional root finding.

NodalCurve 
A curve based on double nodal points.

NodalCurveDefinition 
Provides the definition of how to calibrate a nodal curve.

NodalSurface 
A surface based on double nodal points.

NonCentralChiSquaredDistribution 
The noncentral chisquared distribution is a continuous probability
distribution with probability density function
$$
\begin{align*}
f_r(x) = \frac{e^\frac{x + \lambda}{2}x^{\frac{r}{2}  1}}{2^{\frac{r}{2}}}\sum_{k=0}^\infty \frac{(\lambda k)^k}{2^{2k}k!\Gamma(k + \frac{r}{2})}
\end{align*}
$$
where $r$ is the number of degrees of freedom, $\lambda$ is the
noncentrality parameter and $\Gamma$ is the Gamma function ( GammaFunction ).

NonLinearLeastSquare 
Non linear least square calculator.

NonLinearLeastSquareWithPenalty 
Modification to NonLinearLeastSquare to use a penalty function add to the normal chi^2 term of the form $a^TPa$ where
$a$ is the vector of model parameters sort and P is some matrix.

NonLinearParameterTransforms 
Describes the transformation (and its inverse) from a set of n variables (e.g.

NonLinearTransformFunction 

NonnegativityPreservingCubicSplineInterpolator 
Filter for nonnegativity of cubic spline interpolation based on
R.

Normal 

NormalDistribution 
The normal distribution is a continuous probability distribution with probability density function
$$
\begin{align*}
f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{\frac{(x  \mu)^2}{2\sigma^2}}
\end{align*}
$$
where $\mu$ is the mean and $\sigma$ the standard deviation of
the distribution.

NormalFormulaRepository 
The primary location for normal model formulas.

NormalIborCapFloorLegPricer 
Pricer for cap/floor legs in normal or Bachelier model.

NormalIborCapFloorProductPricer 
Pricer for cap/floor products in normal or Bachelier model.

NormalIborCapFloorTradePricer 
Pricer for cap/floor trades in normal or Bachelier model.

NormalIborCapletFloorletExpiryFlatVolatilities 
Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a curve.

NormalIborCapletFloorletExpiryFlatVolatilities.Meta 
The metabean for NormalIborCapletFloorletExpiryFlatVolatilities .

NormalIborCapletFloorletExpiryStrikeVolatilities 
Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.

NormalIborCapletFloorletExpiryStrikeVolatilities.Meta 
The metabean for NormalIborCapletFloorletExpiryStrikeVolatilities .

NormalIborCapletFloorletPeriodPricer 
Pricer for caplet/floorlet in a normal or Bachelier model.

NormalIborCapletFloorletVolatilities 
Volatility for Ibor caplet/floorlet in the normal or Bachelier model.

NormalIborFutureOptionExpirySimpleMoneynessVolatilities 
Data provider of volatility for Ibor future options in the normal or Bachelier model.

NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder 
The beanbuilder for NormalIborFutureOptionExpirySimpleMoneynessVolatilities .

NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta 
The metabean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities .

NormalIborFutureOptionMarginedProductPricer 
Pricer of options on Ibor future with a normal model on the underlying future price.

NormalIborFutureOptionMarginedTradePricer 
Pricer implementation for Ibor future option.

NormalIborFutureOptionVolatilities 
Volatility for Ibor future options in the normal or Bachelier model.

NormalRandomNumberGenerator 
Random number generator based on ProbabilityDistribution .

NormalSwaptionCashParYieldProductPricer 
Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.

NormalSwaptionExpirySimpleMoneynessVolatilities 
Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpirySimpleMoneynessVolatilities.Meta 
The metabean for NormalSwaptionExpirySimpleMoneynessVolatilities .

NormalSwaptionExpiryStrikeVolatilities 
Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpiryStrikeVolatilities.Meta 
The metabean for NormalSwaptionExpiryStrikeVolatilities .

NormalSwaptionExpiryTenorVolatilities 
Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpiryTenorVolatilities.Meta 
The metabean for NormalSwaptionExpiryTenorVolatilities .

NormalSwaptionPhysicalProductPricer 
Pricer for swaption with physical settlement in a normal model on the swap rate.

NormalSwaptionTradePricer 
Pricer for swaption trade in the normal model on the swap rate.

NormalSwaptionVolatilities 
Volatility for swaptions in the normal or Bachelier model.

NotionalEquivalentCalculator 
Calculator to obtain the notional equivalent.

NotionalExchange 
An exchange of notionals between two counterparties.

NotionalExchange.Meta 
The metabean for NotionalExchange .

NotionalPaymentPeriod 
A period over which interest is accrued with a single payment calculated using a notional.

NotionalSchedule 
Defines the schedule of notional amounts.

NotionalSchedule.Builder 
The beanbuilder for NotionalSchedule .

NotionalSchedule.Meta 
The metabean for NotionalSchedule .

NullTransform 
Provides a null implementation of parameter transformation; the functions return unchanged values.

NumberFormatter 
Provides the ability to parse and format numbers.

ObjDoubleFunction<T,R> 
A function of two arguments  one object and one double .

ObjDoublePair<A> 
An immutable pair consisting of an Object and a double .

ObjDoublePair.Meta<A> 
The metabean for ObjDoublePair .

ObjDoublePredicate<T> 
A predicate of two arguments  one object and one double .

ObjDoubleToDoubleFunction<T> 
A function of two arguments  one object and one double  that returns a double .

ObjIntFunction<T,R> 
A function of two arguments  one object and one int .

ObjIntPair<A> 
An immutable pair consisting of an Object and an int .

ObjIntPair.Meta<A> 
The metabean for ObjIntPair .

ObjIntPredicate<T> 
A predicate of two arguments  one object and one int .

ObjLongFunction<T,R> 
A function of two arguments  one object and one long .

ObjLongPredicate<T> 
A predicate of two arguments  one object and one long .

ObservableDataProvider 
A provider of observable market data.

ObservableId 
A market data identifier that identifies observable data.

ObservableSource 
Identifies the source of observable market data, for example Bloomberg or Reuters.

OGMatrixAlgebra 
A minimal implementation of matrix algebra.

OptionFunction 
Option function interface used in trinomial tree option pricing.

OrdinaryLeastSquaresRegression 

OrthogonalPolynomialFunctionGenerator 

OrthonormalHermitePolynomialFunction 

OvernightAccrualMethod 
The method of accruing interest based on an Overnight index.

OvernightAveragedDailyRateComputation 
Defines the computation of an averaged daily rate for a single Overnight index.

OvernightAveragedDailyRateComputation.Builder 
The beanbuilder for OvernightAveragedDailyRateComputation .

OvernightAveragedDailyRateComputation.Meta 
The metabean for OvernightAveragedDailyRateComputation .

OvernightAveragedRateComputation 
Defines the computation of a rate from a single Overnight index that is averaged daily.

OvernightAveragedRateComputation.Builder 
The beanbuilder for OvernightAveragedRateComputation .

OvernightAveragedRateComputation.Meta 
The metabean for OvernightAveragedRateComputation .

OvernightCompoundedAnnualRateComputation 
Defines the computation of a rate from a single overnight index that follows
overnight compounding using an annualized rate.

OvernightCompoundedAnnualRateComputation.Builder 
The beanbuilder for OvernightCompoundedAnnualRateComputation .

OvernightCompoundedAnnualRateComputation.Meta 
The metabean for OvernightCompoundedAnnualRateComputation .

OvernightCompoundedRateComputation 
Defines the computation of a rate from a single Overnight index that is compounded daily.

OvernightCompoundedRateComputation.Builder 
The beanbuilder for OvernightCompoundedRateComputation .

OvernightCompoundedRateComputation.Meta 
The metabean for OvernightCompoundedRateComputation .

OvernightFuture 
A futures contract based on an Overnight index.

OvernightFuture.Builder 
The beanbuilder for OvernightFuture .

OvernightFuture.Meta 
The metabean for OvernightFuture .

OvernightFutureContractSpec 
A contract specification for exchange traded Overnight Futures.

OvernightFutureContractSpecs 
Commonly traded Overnight future contract specifications.

OvernightFutureCurveNode 
A curve node whose instrument is an Overnight Future.

OvernightFutureCurveNode.Builder 
The beanbuilder for OvernightFutureCurveNode .

OvernightFutureCurveNode.Meta 
The metabean for OvernightFutureCurveNode .

OvernightFuturePosition 
A futures contract based on an Overnight index.

OvernightFuturePosition.Builder 
The beanbuilder for OvernightFuturePosition .

OvernightFuturePosition.Meta 
The metabean for OvernightFuturePosition .

OvernightFutureSecurity 
A security representing a futures contract based on an Overnight rate index.

OvernightFutureSecurity.Builder 
The beanbuilder for OvernightFutureSecurity .

OvernightFutureSecurity.Meta 
The metabean for OvernightFutureSecurity .

OvernightFutureTemplate 
A template for creating an Overnight Future trade.

OvernightFutureTrade 
A trade representing a futures contract based on an Overnight index.

OvernightFutureTrade.Builder 
The beanbuilder for OvernightFutureTrade .

OvernightFutureTrade.Meta 
The metabean for OvernightFutureTrade .

OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>> 
Perform calculations on a single OvernightFutureTrade for each of a set of scenarios.

OvernightFutureTradeCalculations 
Calculates pricing and risk measures for trades in a futures contract based on an Overnight rate index.

OvernightIborSwapConvention 
A market convention for OvernightIbor swap trades.

OvernightIborSwapConventions 
Market standard FixedOvernight swap conventions.

OvernightIborSwapCurveNode 
A curve node whose instrument is an OvernightIbor interest rate swap.

OvernightIborSwapCurveNode.Builder 
The beanbuilder for OvernightIborSwapCurveNode .

OvernightIborSwapCurveNode.Meta 
The metabean for OvernightIborSwapCurveNode .

OvernightIborSwapTemplate 
A template for creating OvernightIbor swap trades.

OvernightIborSwapTemplate.Builder 
The beanbuilder for OvernightIborSwapTemplate .

OvernightIborSwapTemplate.Meta 
The metabean for OvernightIborSwapTemplate .

OvernightIndex 
An Overnight index, such as Sonia or Eonia.

OvernightIndexObservation 
Information about a single observation of an Overnight index.

OvernightIndexObservation.Builder 
The beanbuilder for OvernightIndexObservation .

OvernightIndexObservation.Meta 
The metabean for OvernightIndexObservation .

OvernightIndexRates 
Provides access to rates for an Overnight index.

OvernightIndices 
Constants and implementations for standard Overnight rate indices.

OvernightRateCalculation 
Defines the calculation of a floating rate swap leg based on an Overnight index.

OvernightRateCalculation.Builder 
The beanbuilder for OvernightRateCalculation .

OvernightRateCalculation.Meta 
The metabean for OvernightRateCalculation .

OvernightRateComputation 
Defines the computation of a rate from a single Overnight index.

OvernightRateSensitivity 
Point sensitivity to a rate from an Overnight index curve.

OvernightRateSensitivity.Meta 
The metabean for OvernightRateSensitivity .

OvernightRateSwapLegConvention 
A market convention for the floating leg of rate swap trades based on an Overnight index.

OvernightRateSwapLegConvention.Builder 
The beanbuilder for OvernightRateSwapLegConvention .

OvernightRateSwapLegConvention.Meta 
The metabean for OvernightRateSwapLegConvention .

Pair<A,B> 
An immutable pair consisting of two elements.

Pair.Meta<A,B> 
The metabean for Pair .

ParabolicMinimumBracketer 

ParallelShiftedCurve 
A curve with a parallel shift applied to its yvalues.

ParallelShiftedCurve.Meta 
The metabean for ParallelShiftedCurve .

ParameterizedCurve 
A parameterised curve that gives the both the curve (the function y=f(x) where x and y are scalars) and the
curve sensitivity (dy/dp where p is one of the parameters) for given parameters.

ParameterizedCurveVectorFunction 

ParameterizedCurveVectorFunctionProvider 

ParameterizedData 
An abstraction of market data in terms of a number of arbitrary double parameters.

ParameterizedDataCombiner 
Helper that can be used to combine two or more underlying instances of ParameterizedData .

ParameterizedFunction<S,T,U> 

ParameterizedFunctionalCurve 
A curve based on a parameterized function.

ParameterizedFunctionalCurve.Builder 
The beanbuilder for ParameterizedFunctionalCurve .

ParameterizedFunctionalCurve.Meta 
The metabean for ParameterizedFunctionalCurve .

ParameterizedFunctionalCurveDefinition 
Provides the definition of how to calibrate a parameterized functional curve.

ParameterizedFunctionalCurveDefinition.Builder 
The beanbuilder for ParameterizedFunctionalCurveDefinition .

ParameterizedFunctionalCurveDefinition.Meta 
The metabean for ParameterizedFunctionalCurveDefinition .

ParameterizedSurface 
A parameterised surface that gives the both the surface (the function z=f(xy) where xy is
a 2D point and z is a scalar) and the surface sensitivity
(dz/dp where p is one of the parameters) for given parameters.

ParameterLimitsTransform 
Interface for objects containing functions that can transform constrained model parameters into unconstrained fitting parameters and vice versa.

ParameterLimitsTransform.LimitType 
Types of the limits.

ParameterMetadata 
Information about a single parameter.

ParameterPerturbation 
A function interface that allows a single parameter to be perturbed.

ParameterSize 
The market data name and the associated number of parameters.

ParameterSize.Meta 
The metabean for ParameterSize .

Payment 
A single payment of a known amount on a specific date.

Payment.Builder 
The beanbuilder for Payment .

Payment.Meta 
The metabean for Payment .

PaymentOnDefault 
The payment on default.

PaymentRelativeTo 
The base date that each payment is made relative to.

PaymentSchedule 
Defines the schedule of payment dates relative to the accrual periods.

PaymentSchedule.Builder 
The beanbuilder for PaymentSchedule .

PaymentSchedule.Meta 
The metabean for PaymentSchedule .

PayReceive 
Flag indicating whether a financial instrument is "pay" or "receive".

PenaltyMatrixGenerator 
The k^th order difference matrix will act on a vector to produce the k^th order difference series.

PercentileCalculator 
For a series of data $x_1, x_2, \dots, x_n$, the percentile is the value $x$
below which a certain percentage of the data fall.

PeriodAdditionConvention 
A convention defining how a period is added to a date.

PeriodAdditionConventions 
Constants and implementations for standard period addition conventions.

PeriodAdjustment 
An adjustment that alters a date by adding a period of calendar days, months and years.

PeriodAdjustment.Builder 
The beanbuilder for PeriodAdjustment .

PeriodAdjustment.Meta 
The metabean for PeriodAdjustment .

PeriodicSchedule 
Definition of a periodic schedule.

PeriodicSchedule.Builder 
The beanbuilder for PeriodicSchedule .

PeriodicSchedule.Meta 
The metabean for PeriodicSchedule .

PerturbationMapping<T> 
Contains a market data perturbation and a filter that decides what market data it applies to.

PerturbationMapping.Builder<T> 
The beanbuilder for PerturbationMapping .

PerturbationMapping.Meta<T> 
The metabean for PerturbationMapping .

PhysicalSwaptionSettlement 
Defines the physical settlement type for the payoff of a swaption.

PhysicalSwaptionSettlement.Meta 
The metabean for PhysicalSwaptionSettlement .

PiecewiseCubicHermiteSplineInterpolator 
C1 cubic interpolation preserving monotonicity based on
Fritsch, F.

PiecewiseCubicHermiteSplineInterpolatorWithSensitivity 
C1 cubic interpolation preserving monotonicity based on
Fritsch, F.

PiecewisePolynomialFunction1D 

PiecewisePolynomialFunction2D 
Computes value, first derivative and integral of piecewise polynomial function.

PiecewisePolynomialInterpolator 
Abstract class for interpolations based on piecewise polynomial functions .

PiecewisePolynomialInterpolator2D 
Abstract class for interpolations based on 2d piecewise polynomial functions .

PiecewisePolynomialResult 
Result of interpolation by piecewise polynomial containing
_knots: Positions of knots
_coefMatrix: Coefficient matrix whose ith row vector is { a_n, a_{n1}, ...} for the ith interval, where a_n, a_{n1},...

PiecewisePolynomialResult2D 
Result of 2D interpolation.

PiecewisePolynomialResultsWithSensitivity 
Result of interpolation by piecewise polynomial containing
knots: Positions of knots
coefMatrix: Coefficient matrix whose ith row vector is { a_n, a_{n1}, ...} for the ith interval, where a_n, a_{n1},...

PiecewisePolynomialWithSensitivityFunction1D 

PointSensitivities 
A collection of point sensitivities.

PointSensitivities.Meta 
The metabean for PointSensitivities .

PointSensitivity 
Point sensitivity.

PointSensitivityBuilder 
Builder used to create point sensitivities.

PointShifts 
A perturbation that applies different shifts to specific points in a parameterized data.

PointShifts.Meta 
The metabean for PointShifts .

PointShiftsBuilder 

Polynomial1DRootFinder<T> 

PolynomialsLeastSquaresFitter 
Derive coefficients of ndegree polynomial that minimizes least squares error of fit by
using QR decomposition and back substitution.

PolynomialsLeastSquaresFitterResult 
Contains the result of a least squares regression for polynomial.

PopulationStandardDeviationCalculator 
Calculates the population standard deviation of a series of data.

PopulationVarianceCalculator 
Calculates the population variance of a series of data.

PortfolioItem 
An item in a portfolio.

PortfolioItemInfo 
Additional information about a portfolio item.

PortfolioItemInfoBuilder<T extends PortfolioItemInfo> 
Interface across the various info builder classes.

PortfolioItemSummary 
A summary of a portfolio item.

PortfolioItemSummary.Builder 
The beanbuilder for PortfolioItemSummary .

PortfolioItemType 
The type of a portfolio item.

Position 
A position in a security.

PositionCsvInfoResolver 
Resolves additional information when parsing position CSV files.

PositionCsvLoader 
Loads positions from CSV files.

PositionCsvParserPlugin 
Pluggable CSV position parser.

PositionInfo 
Additional information about a position.

PositionInfo.Meta 
The metabean for PositionInfo .

PositionInfoBuilder 
Builder to create PositionInfo .

PositionTokenEvaluator 
Evaluates a token against a trade to produce another object.

PositiveOrZero 
A function from a vector x ( DoubleArray to Boolean that returns true
iff all the elements of x are positive or zero.

PresentValueCalibrationMeasure<T extends ResolvedTrade> 
Provides calibration measures for a single type of trade based on functions.

PriceIndex 
An index of prices.

PriceIndexCalculationMethod 
Reference price index calculation method.

PriceIndexObservation 
Information about a single observation of a Price index.

PriceIndexObservation.Meta 
The metabean for PriceIndexObservation .

PriceIndexValues 
Provides access to the values of a price index.

PriceIndices 
Constants and implementations for standard price indices.

PriceType 
Enumerates the types of price that can be returned.

PricingException 
Exception thrown when pricing fails.

Probability 
Custom tailored numerical integration of certain probability distributions.

ProbabilityDistribution<T> 
Interface for probability distributions.

Product 
The product details of a financial instrument.

ProductPiecewisePolynomialInterpolator 
Given a data set {xValues[i], yValues[i]}, interpolate {xValues[i], xValues[i] * yValues[i]} by a piecewise polynomial function.

ProductTrade 
A trade that is directly based on a product.

ProductType 
The type of a portfolio item.

PropertiesFile 
A properties file.

PropertySet 
A map of keyvalue properties.

ProtectionStartOfDay 
The protection start of the day.

PSplineFitter 
PSpline fitter.

PutCall 
Flag indicating whether a trade is "put" or "call".

QRDecompositionCommons 

QRDecompositionCommonsResult 

QRDecompositionResult 
Contains the results of QR matrix decomposition.

QuadraticRealRootFinder 
Class that calculates the real roots of a quadratic function.

QuadratureWeightAndAbscissaFunction 
Interface for classes that generate weights and abscissas for use in Gaussian quadrature.

QuantileCalculationMethod 
Abstract method to estimate quantiles and expected shortfalls from sample observations.

QuantileResult 

QuantileResult.Meta 
The metabean for QuantileResult .

Quote 
A quoted value for a given security, such as an equity or future.

Quote.Meta 
The metabean for Quote .

QuoteId 
An identifier used to access a market quote.

QuoteScenarioArray 
Container for values for an item of quoted market data in multiple scenarios.

QuoteScenarioArray.Meta 
The metabean for QuoteScenarioArray .

QuoteScenarioArrayId 
An identifier identifying a QuoteScenarioArray containing values for a piece
of quoted market data in multiple scenarios.

QuoteScenarioArrayId.Meta 
The metabean for QuoteScenarioArrayId .

QuotesCsvLoader 
Loads a set of quotes into memory from CSV resources.

RandomEngine 
Abstract base class for uniform pseudorandom number generating engines.

RandomNumberGenerator 
Generator of random numbers.

RateAccrualPeriod 
A period over which a fixed or floating rate is accrued.

RateAccrualPeriod.Builder 
The beanbuilder for RateAccrualPeriod .

RateAccrualPeriod.Meta 
The metabean for RateAccrualPeriod .

RateCalculation 
The accrual calculation part of an interest rate swap leg.

RateCalculationSwapLeg 
A rate swap leg defined using a parameterized schedule and calculation.

RateCalculationSwapLeg.Builder 
The beanbuilder for RateCalculationSwapLeg .

RateCalculationSwapLeg.Meta 
The metabean for RateCalculationSwapLeg .

RateComputation 
Defines a mechanism for computing a rate.

RateComputationFn<T extends RateComputation> 
Computes a rate.

RateIndex 
A index of interest rates, such as an Overnight or InterBank rate.

RateIndexSecurity 
An instrument representing a security associated with a rate index.

RatePaymentPeriod 
A period over which a rate of interest is paid.

RatePaymentPeriod.Builder 
The beanbuilder for RatePaymentPeriod .

RatePaymentPeriod.Meta 
The metabean for RatePaymentPeriod .

RatePeriodSwapLeg 
A rate swap leg defined using payment and accrual periods.

RatePeriodSwapLeg.Builder 
The beanbuilder for RatePeriodSwapLeg .

RatePeriodSwapLeg.Meta 
The metabean for RatePeriodSwapLeg .

RatesCalibrationCsvLoader 
Loads a set of definitions to calibrate rates curves by reading from CSV resources.

RatesCurveCalibrator 
Curve calibrator for rates curves.

RatesCurveGroup 
A group of curves.

RatesCurveGroup.Builder 
The beanbuilder for RatesCurveGroup .

RatesCurveGroup.Meta 
The metabean for RatesCurveGroup .

RatesCurveGroupDefinition 
Provides the definition of how to calibrate a group of curves.

RatesCurveGroupDefinition.Meta 
The metabean for RatesCurveGroupDefinition .

RatesCurveGroupDefinitionBuilder 
A mutable builder for creating instances of CurveGroupDefinition .

RatesCurveGroupDefinitionCsvLoader 
Loads a set of curve group definitions into memory by reading from CSV resources.

RatesCurveGroupEntry 
A single entry in the curve group definition.

RatesCurveGroupEntry.Builder 
The beanbuilder for RatesCurveGroupEntry .

RatesCurveGroupEntry.Meta 
The metabean for RatesCurveGroupEntry .

RatesCurveGroupId 
An identifier used to access a curve group by name.

RatesCurveGroupMarketDataFunction 
Market data function that builds a curve group.

RatesCurveInputs 
The input data used when calibrating a curve.

RatesCurveInputs.Builder 
The beanbuilder for RatesCurveInputs .

RatesCurveInputs.Meta 
The metabean for RatesCurveInputs .

RatesCurveInputsId 
An identifier used to access the inputs to curve calibration.

RatesCurveInputsMarketDataFunction 
Market data function that builds the input data used when calibrating a curve.

RatesCurvesCsvLoader 
Loads a set of rates curves into memory by reading from CSV resources.

RatesFiniteDifferenceSensitivityCalculator 
Computes the curve parameter sensitivity by finite difference.

RatesMarketData 
Market data for rates products.

RatesMarketDataLookup 
The lookup that provides access to rates in market data.

RatesProvider 
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

RatesProviderGenerator 

RatesScenarioMarketData 
Market data for rates products, used for calculation across multiple scenarios.

RawOptionData 
Raw data from the volatility market.

RealFunctionIntegrator1DFactory 
Factory class for 1D integrators that do not take arguments.

RealPolynomialFunction1D 
Class representing a polynomial that has real coefficients and takes a real
argument.

RealSingleRootFinder 
Parent class for rootfinders that find a single real root $x$ for a function $f(x)$.

RecombiningTrinomialTreeData 
Recombining trinomial tree data.

RecombiningTrinomialTreeData.Meta 
The metabean for RecombiningTrinomialTreeData .

RecoveryRates 
Recovery rates.

ReferenceData 
Provides access to reference data, such as holiday calendars and securities.

ReferenceDataId<T> 
An identifier for a unique item of reference data.

ReferenceDataNotFoundException 
Exception thrown if reference data cannot be found.

RepoCurveDiscountFactors 
Provides access to discount factors for a repo curve.

RepoCurveDiscountFactors.Meta 
The metabean for RepoCurveDiscountFactors .

RepoCurveInputsId 
An identifier used to access the inputs to curve calibration.

RepoCurveZeroRateSensitivity 
Point sensitivity to the repo curve.

RepoCurveZeroRateSensitivity.Meta 
The metabean for RepoCurveZeroRateSensitivity .

RepoGroup 
Group used to identify a related set of repo curves when pricing bonds.

Report 
Represents a business report.

ReportCalculationResults 
Stores a set of engine calculation results along with the context required to run reports.

ReportCalculationResults.Meta 
The metabean for ReportCalculationResults .

ReportFormatter<R extends Report> 
Common base class for formatting reports into ASCII tables or CSV format.

ReportingCurrency 
The reporting currency.

ReportingCurrency.Meta 
The metabean for ReportingCurrency .

ReportingCurrencyType 
The available types of reporting currency.

ReportOutputFormat 
Enumerates the report output formats.

ReportRequirements 
Describes the requirements for a report to be run in terms of tradelevel measures that
can be separately obtained by the calculation engine.

ReportRequirements.Meta 
The metabean for ReportRequirements .

ReportRunner<T extends ReportTemplate> 
Runs a report for a specific template type.

ReportTemplate 
Marker interface for report templates.

ReportTemplateIniLoader<T extends ReportTemplate> 
Loads a report template from an inibased file format.

ResetSchedule 
Defines the schedule of fixing dates relative to the accrual periods.

ResetSchedule.Builder 
The beanbuilder for ResetSchedule .

ResetSchedule.Meta 
The metabean for ResetSchedule .

Resolvable<T> 
An object that can be resolved against reference data.

ResolvableCalculationTarget 
A calculation target that can be resolved using reference data.

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<T extends ResolvedTrade> 
A trade that can to be resolved using reference data.

ResolvedBill 
A bill, resolved for pricing.

ResolvedBill.Builder 
The beanbuilder for ResolvedBill .

ResolvedBill.Meta 
The metabean for ResolvedBill .

ResolvedBillTrade 
A trade in a bill, resolved for pricing.

ResolvedBillTrade.Builder 
The beanbuilder for ResolvedBillTrade .

ResolvedBillTrade.Meta 
The metabean for ResolvedBillTrade .

ResolvedBondFuture 
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFuture.Builder 
The beanbuilder for ResolvedBondFuture .

ResolvedBondFuture.Meta 
The metabean for ResolvedBondFuture .

ResolvedBondFutureOption 
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureOption.Builder 
The beanbuilder for ResolvedBondFutureOption .

ResolvedBondFutureOption.Meta 
The metabean for ResolvedBondFutureOption .

ResolvedBondFutureOptionTrade 
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureOptionTrade.Builder 
The beanbuilder for ResolvedBondFutureOptionTrade .

ResolvedBondFutureOptionTrade.Meta 
The metabean for ResolvedBondFutureOptionTrade .

ResolvedBondFutureTrade 
A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureTrade.Builder 
The beanbuilder for ResolvedBondFutureTrade .

ResolvedBondFutureTrade.Meta 
The metabean for ResolvedBondFutureTrade .

ResolvedBulletPayment 
A bullet payment, resolved for pricing.

ResolvedBulletPayment.Builder 
The beanbuilder for ResolvedBulletPayment .

ResolvedBulletPayment.Meta 
The metabean for ResolvedBulletPayment .

ResolvedBulletPaymentTrade 
A bullet payment trade, resolved for pricing.

ResolvedBulletPaymentTrade.Builder 
The beanbuilder for ResolvedBulletPaymentTrade .

ResolvedBulletPaymentTrade.Meta 
The metabean for ResolvedBulletPaymentTrade .

ResolvedCapitalIndexedBond 
A capital indexed bond.

ResolvedCapitalIndexedBond.Builder 
The beanbuilder for ResolvedCapitalIndexedBond .

ResolvedCapitalIndexedBond.Meta 
The metabean for ResolvedCapitalIndexedBond .

ResolvedCapitalIndexedBondSettlement 
The settlement details of a capital indexed bond trade.

ResolvedCapitalIndexedBondTrade 
A trade in a capital indexed bond, resolved for pricing.

ResolvedCapitalIndexedBondTrade.Builder 
The beanbuilder for ResolvedCapitalIndexedBondTrade .

ResolvedCapitalIndexedBondTrade.Meta 
The metabean for ResolvedCapitalIndexedBondTrade .

ResolvedCds 
A singlename credit default swap (CDS), resolved for pricing.

ResolvedCds.Builder 
The beanbuilder for ResolvedCds .

ResolvedCds.Meta 
The metabean for ResolvedCds .

ResolvedCdsIndex 
A CDS (portfolio) index, resolved for pricing.

ResolvedCdsIndex.Builder 
The beanbuilder for ResolvedCdsIndex .

ResolvedCdsIndex.Meta 
The metabean for ResolvedCdsIndex .

ResolvedCdsIndexTrade 
A trade in a CDS index, resolved for pricing.

ResolvedCdsIndexTrade.Builder 
The beanbuilder for ResolvedCdsIndexTrade .

ResolvedCdsIndexTrade.Meta 
The metabean for ResolvedCdsIndexTrade .

ResolvedCdsTrade 
A trade in a singlename credit default swap (CDS), resolved for pricing.

ResolvedCdsTrade.Builder 
The beanbuilder for ResolvedCdsTrade .

ResolvedCdsTrade.Meta 
The metabean for ResolvedCdsTrade .

ResolvedCms 
A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.

ResolvedCms.Meta 
The metabean for ResolvedCms .

ResolvedCmsLeg 
A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.

ResolvedCmsLeg.Builder 
The beanbuilder for ResolvedCmsLeg .

ResolvedCmsLeg.Meta 
The metabean for ResolvedCmsLeg .

ResolvedCmsTrade 
A trade in a constant maturity swap (CMS), resolved for pricing.

ResolvedCmsTrade.Builder 
The beanbuilder for ResolvedCmsTrade .

ResolvedCmsTrade.Meta 
The metabean for ResolvedCmsTrade .

ResolvedDsf 
A Deliverable Swap Future, resolved for pricing.

ResolvedDsf.Builder 
The beanbuilder for ResolvedDsf .

ResolvedDsf.Meta 
The metabean for ResolvedDsf .

ResolvedDsfTrade 
A trade in a Deliverable Swap Future, resolved for pricing.

ResolvedDsfTrade.Builder 
The beanbuilder for ResolvedDsfTrade .

ResolvedDsfTrade.Meta 
The metabean for ResolvedDsfTrade .

ResolvedFixedCouponBond 
A fixed coupon bond, resolved for pricing.

ResolvedFixedCouponBond.Builder 
The beanbuilder for ResolvedFixedCouponBond .

ResolvedFixedCouponBond.Meta 
The metabean for ResolvedFixedCouponBond .

ResolvedFixedCouponBondSettlement 
The settlement details of a fixed coupon bond trade.

ResolvedFixedCouponBondTrade 
A trade in a fixed coupon bond, resolved for pricing.

ResolvedFixedCouponBondTrade.Builder 
The beanbuilder for ResolvedFixedCouponBondTrade .

ResolvedFixedCouponBondTrade.Meta 
The metabean for ResolvedFixedCouponBondTrade .

ResolvedFra 
A forward rate agreement (FRA), resolved for pricing.

ResolvedFra.Builder 
The beanbuilder for ResolvedFra .

ResolvedFra.Meta 
The metabean for ResolvedFra .

ResolvedFraTrade 
A trade in a forward rate agreement (FRA), resolved for pricing.

ResolvedFraTrade.Builder 
The beanbuilder for ResolvedFraTrade .

ResolvedFraTrade.Meta 
The metabean for ResolvedFraTrade .

ResolvedFxNdf 
A NonDeliverable Forward (NDF), resolved for pricing.

ResolvedFxNdf.Builder 
The beanbuilder for ResolvedFxNdf .

ResolvedFxNdf.Meta 
The metabean for ResolvedFxNdf .

ResolvedFxNdfTrade 
A trade in a NonDeliverable Forward (NDF), resolved for pricing.

ResolvedFxNdfTrade.Builder 
The beanbuilder for ResolvedFxNdfTrade .

ResolvedFxNdfTrade.Meta 
The metabean for ResolvedFxNdfTrade .

ResolvedFxSingle 
A single FX transaction, resolved for pricing.

ResolvedFxSingle.Meta 
The metabean for ResolvedFxSingle .

ResolvedFxSingleBarrierOption 
Resolved FX (European) single barrier option.

ResolvedFxSingleBarrierOption.Meta 
The metabean for ResolvedFxSingleBarrierOption .

ResolvedFxSingleBarrierOptionTrade 
A trade in an FX single barrier option, resolved for pricing.

ResolvedFxSingleBarrierOptionTrade.Builder 
The beanbuilder for ResolvedFxSingleBarrierOptionTrade .

ResolvedFxSingleBarrierOptionTrade.Meta 
The metabean for ResolvedFxSingleBarrierOptionTrade .

ResolvedFxSingleTrade 
A trade in a single FX transaction, resolved for pricing.

ResolvedFxSingleTrade.Builder 
The beanbuilder for ResolvedFxSingleTrade .

ResolvedFxSingleTrade.Meta 
The metabean for ResolvedFxSingleTrade .

ResolvedFxSwap 
An FX Swap, resolved for pricing.

ResolvedFxSwap.Meta 
The metabean for ResolvedFxSwap .

ResolvedFxSwapTrade 
A trade in an FX swap, resolved for pricing.

ResolvedFxSwapTrade.Builder 
The beanbuilder for ResolvedFxSwapTrade .

ResolvedFxSwapTrade.Meta 
The metabean for ResolvedFxSwapTrade .

ResolvedFxVanillaOption 
A vanilla FX option, resolved for pricing.

ResolvedFxVanillaOption.Builder 
The beanbuilder for ResolvedFxVanillaOption .

ResolvedFxVanillaOption.Meta 
The metabean for ResolvedFxVanillaOption .

ResolvedFxVanillaOptionTrade 
A trade in a vanilla FX option, resolved for pricing.

ResolvedFxVanillaOptionTrade.Builder 
The beanbuilder for ResolvedFxVanillaOptionTrade .

ResolvedFxVanillaOptionTrade.Meta 
The metabean for ResolvedFxVanillaOptionTrade .

ResolvedIborCapFloor 
An Ibor cap/floor, resolved for pricing.

ResolvedIborCapFloor.Meta 
The metabean for ResolvedIborCapFloor .

ResolvedIborCapFloorLeg 
An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.

ResolvedIborCapFloorLeg.Builder 
The beanbuilder for ResolvedIborCapFloorLeg .

ResolvedIborCapFloorLeg.Meta 
The metabean for ResolvedIborCapFloorLeg .

ResolvedIborCapFloorTrade 
A trade in an Ibor cap/floor, resolved for pricing.

ResolvedIborCapFloorTrade.Builder 
The beanbuilder for ResolvedIborCapFloorTrade .

ResolvedIborCapFloorTrade.Meta 
The metabean for ResolvedIborCapFloorTrade .

ResolvedIborFixingDeposit 
An Ibor fixing deposit, resolved for pricing.

ResolvedIborFixingDeposit.Builder 
The beanbuilder for ResolvedIborFixingDeposit .

ResolvedIborFixingDeposit.Meta 
The metabean for ResolvedIborFixingDeposit .

ResolvedIborFixingDepositTrade 
A trade in an Ibor fixing deposit, resolved for pricing.

ResolvedIborFixingDepositTrade.Builder 
The beanbuilder for ResolvedIborFixingDepositTrade .

ResolvedIborFixingDepositTrade.Meta 
The metabean for ResolvedIborFixingDepositTrade .

ResolvedIborFuture 
A futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFuture.Builder 
The beanbuilder for ResolvedIborFuture .

ResolvedIborFuture.Meta 
The metabean for ResolvedIborFuture .

ResolvedIborFutureOption 
A futures option contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureOption.Builder 
The beanbuilder for ResolvedIborFutureOption .

ResolvedIborFutureOption.Meta 
The metabean for ResolvedIborFutureOption .

ResolvedIborFutureOptionTrade 
A trade in an option on a futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureOptionTrade.Builder 
The beanbuilder for ResolvedIborFutureOptionTrade .

ResolvedIborFutureOptionTrade.Meta 
The metabean for ResolvedIborFutureOptionTrade .

ResolvedIborFutureTrade 
A trade in a futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureTrade.Builder 
The beanbuilder for ResolvedIborFutureTrade .

ResolvedIborFutureTrade.Meta 
The metabean for ResolvedIborFutureTrade .

ResolvedOvernightFuture 
A futures contract based on an Overnight index, resolved for pricing.

ResolvedOvernightFuture.Builder 
The beanbuilder for ResolvedOvernightFuture .

ResolvedOvernightFuture.Meta 
The metabean for ResolvedOvernightFuture .

ResolvedOvernightFutureTrade 
A trade in a futures contract based on an Overnight index, resolved for pricing.

ResolvedOvernightFutureTrade.Builder 
The beanbuilder for ResolvedOvernightFutureTrade .

ResolvedOvernightFutureTrade.Meta 
The metabean for ResolvedOvernightFutureTrade .

ResolvedProduct 
A product that has been resolved for pricing.

ResolvedSwap 
A rate swap, resolved for pricing.

ResolvedSwap.Builder 
The beanbuilder for ResolvedSwap .

ResolvedSwap.Meta 
The metabean for ResolvedSwap .

ResolvedSwapLeg 
A resolved swap leg, with dates calculated ready for pricing.

ResolvedSwapLeg.Builder 
The beanbuilder for ResolvedSwapLeg .

ResolvedSwapLeg.Meta 
The metabean for ResolvedSwapLeg .

ResolvedSwaption 
A swaption, resolved for pricing.

ResolvedSwaption.Builder 
The beanbuilder for ResolvedSwaption .

ResolvedSwaption.Meta 
The metabean for ResolvedSwaption .

ResolvedSwaptionTrade 
A trade in a swaption, resolved for pricing.

ResolvedSwaptionTrade.Builder 
The beanbuilder for ResolvedSwaptionTrade .

ResolvedSwaptionTrade.Meta 
The metabean for ResolvedSwaptionTrade .

ResolvedSwapTrade 
A trade in a rate swap, resolved for pricing.

ResolvedSwapTrade.Builder 
The beanbuilder for ResolvedSwapTrade .

ResolvedSwapTrade.Meta 
The metabean for ResolvedSwapTrade .

ResolvedTermDeposit 
A term deposit, resolved for pricing.

ResolvedTermDeposit.Builder 
The beanbuilder for ResolvedTermDeposit .

ResolvedTermDeposit.Meta 
The metabean for ResolvedTermDeposit .

ResolvedTermDepositTrade 
A trade in a term deposit, resolved for pricing.

ResolvedTermDepositTrade.Builder 
The beanbuilder for ResolvedTermDepositTrade .

ResolvedTermDepositTrade.Meta 
The metabean for ResolvedTermDepositTrade .

ResolvedTrade 
A trade that has been resolved for pricing.

ResolvedTradeParameterMetadata 
Parameter metadata based on a resolved trade and label.

ResolvedTradeParameterMetadata.Builder 
The beanbuilder for ResolvedTradeParameterMetadata .

ResolvedTradeParameterMetadata.Meta 
The metabean for ResolvedTradeParameterMetadata .

ResourceConfig 
Provides access to configuration files.

ResourceLocator 
A locator for a resource, specified as a file, URL, path or classpath resource.

Result<T> 
The result of an operation, either success or failure.

Result.Meta<T> 
The metabean for Result .

Results 
Calculation results of performing calculations for a set of targets and columns.

Results.Meta 
The metabean for Results .

ResultsListener 
Calculation listener that receives the results of individual calculations and builds a set of Results .

RidderSingleRootFinder 
Finds a single root of a function using Ridder's method.

RollConvention 
A convention defining how to roll dates.

RollConventions 
Constants and implementations for standard roll conventions.

RombergIntegrator1D 

RootFinderConfig 
Configuration for the root finder used when calibrating curves.

RootFinderConfig.Builder 
The beanbuilder for RootFinderConfig .

RootFinderConfig.Meta 
The metabean for RootFinderConfig .

Rounding 
A convention defining how to round a number.

RungeKuttaIntegrator1D 
Adapted from the forthorder RungeKutta method for solving ODE.

SabrExtrapolationReplicationCmsLegPricer 
Pricer for CMS legs by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsPeriodPricer 
Computes the price of a CMS coupon/caplet/floorlet by swaption replication on a shifted SABR formula with extrapolation.

SabrExtrapolationReplicationCmsProductPricer 
Pricer for CMS products by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsTradePricer 
Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationRightFunction 
Pricing function in the SABR model with Hagan et al.

SabrFormulaData 
The data bundle for SABR formula.

SabrHaganVolatilityFunctionProvider 
The Hagan SABR volatility function provider.

SabrIborCapFloorLegPricer 
Pricer for cap/floor legs in SABR model.

SabrIborCapFloorProductPricer 
Pricer for cap/floor products in SABR model.

SabrIborCapFloorTradePricer 
Pricer for cap/floor trades in SABR model.

SabrIborCapletFloorletPeriodPricer 
Pricer for caplet/floorlet in SABR model.

SabrIborCapletFloorletVolatilities 
Volatility for Ibor caplet/floorlet in SABR model.

SabrIborCapletFloorletVolatilityBootstrapDefinition 
Definition of caplet volatilities calibration.

SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder 
The beanbuilder for SabrIborCapletFloorletVolatilityBootstrapDefinition .

SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta 
The metabean for SabrIborCapletFloorletVolatilityBootstrapDefinition .

SabrIborCapletFloorletVolatilityBootstrapper 
Caplet volatilities calibration to cap volatilities based on SABR model.

SabrIborCapletFloorletVolatilityCalibrationDefinition 
Definition of caplet volatilities calibration.

SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder 
The beanbuilder for SabrIborCapletFloorletVolatilityCalibrationDefinition .

SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta 
The metabean for SabrIborCapletFloorletVolatilityCalibrationDefinition .

SabrIborCapletFloorletVolatilityCalibrator 
Caplet volatilities calibration to cap volatilities based on SABR model.

SabrInterestRateParameters 
The volatility surface description under SABR model.

SabrModelFitter 
SABR model fitter.

SabrParameters 
The volatility surface description under SABR model.

SabrParametersIborCapletFloorletVolatilities 
Volatility environment for Ibor caplet/floorlet in the SABR model.

SabrParametersIborCapletFloorletVolatilities.Builder 
The beanbuilder for SabrParametersIborCapletFloorletVolatilities .

SabrParametersIborCapletFloorletVolatilities.Meta 
The metabean for SabrParametersIborCapletFloorletVolatilities .

SabrParametersSwaptionVolatilities 
Volatility environment for swaptions in the SABR model.

SabrParametersSwaptionVolatilities.Builder 
The beanbuilder for SabrParametersSwaptionVolatilities .

SabrParametersSwaptionVolatilities.Meta 
The metabean for SabrParametersSwaptionVolatilities .

SabrParameterType 
The type of the SABR parameter  Alpha, Beta, Rho, Nu or shift.

SabrSwaptionCalibrator 
Swaption SABR calibrator.

SabrSwaptionCashParYieldProductPricer 
Pricer for swaption with par yield curve method of cash settlement in SABR model.

SabrSwaptionDefinition 
Definition of standard inputs to SABR swaption calibration.

SabrSwaptionDefinition.Meta 
The metabean for SabrSwaptionDefinition .

SabrSwaptionPhysicalProductPricer 
Pricer for swaption with physical settlement in SABR model on the swap rate.

SabrSwaptionRawDataSensitivityCalculator 
Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.

SabrSwaptionTradePricer 
Pricer for swaption trade in the SABR model on the swap rate.

SabrSwaptionVolatilities 
Volatility for swaptions in SABR model.

SabrVolatilityFormula 
Provides volatility and sensitivity in the SABR model.

SafeFiles 
Provides methods to operate on files using Path that avoid leaking file handles.

SampleFisherKurtosisCalculator 
The sample Fisher kurtosis gives a measure of how heavy the tails of a distribution are
with respect to the normal distribution (which has a Fisher kurtosis of zero).

SampleInterpolationQuantileMethod 
Implementation of a quantile estimator.

SamplePlusOneInterpolationQuantileMethod 
Implementation of a quantile estimator.

SamplePlusOneNearestIndexQuantileMethod 
Implementation of a quantile estimator.

SampleSkewnessCalculator 
The sample skewness gives a measure of the asymmetry of the probability
distribution of a variable.

SampleStandardDeviationCalculator 
Calculates the sample standard deviation of a series of data.

SampleVarianceCalculator 
Calculates the sample variance of a series of data.

ScalarFieldFirstOrderDifferentiator 
Differentiates a scalar field (i.e.

ScalarFirstOrderDifferentiator 
Differentiates a scalar function with respect to its argument using finite difference.

ScalarMinimizer 
Interface for classes that extend the functionality of Minimizer by providing
a method that allows the search area for the minimum to be bounded.

ScalarSecondOrderDifferentiator 
Differentiates a scalar function with respect to its argument using finite difference.

ScenarioArray<T> 
An array of values, one for each scenario.

ScenarioDefinition 
A scenario definition defines how to create multiple sets of market data for running calculations over
a set of scenarios.

ScenarioDefinition.Builder 
The beanbuilder for ScenarioDefinition .

ScenarioDefinition.Meta 
The metabean for ScenarioDefinition .

ScenarioFxConvertible<R> 
Provides the ability for objects to be automatically currency converted.

ScenarioFxRateProvider 
A provider of FX rates for scenarios.

ScenarioMarketData 
Provides access to market data across one or more scenarios.

ScenarioMarketDataId<T,U extends ScenarioArray<T>> 
Market data identifier used by functions that need access to objects containing market data for multiple scenarios.

ScenarioPerturbation<T> 
A perturbation that can be applied to a market data box to create market data
for use in one or more scenarios.

Schedule 
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.

Schedule.Builder 
The beanbuilder for Schedule .

Schedule.Meta 
The metabean for Schedule .

ScheduledSwapLeg 
A swap leg that defines dates using a schedule.

ScheduleException 
Exception thrown when a schedule cannot be calculated.

SchedulePeriod 
A period in a schedule.

SchedulePeriod.Builder 
The beanbuilder for SchedulePeriod .

SchedulePeriod.Meta 
The metabean for SchedulePeriod .

SeasonalityDefinition 
Provides the definition of seasonality for a price index curve.

SeasonalityDefinition.Meta 
The metabean for SeasonalityDefinition .

SeasonalityDefinitionCsvLoader 
Loads a set of seasonality definitions into memory by reading from CSV resources.

SecuritizedProduct 
The product details of a financial instrument that is traded as a security.

SecuritizedProductPortfolioItem<P extends SecuritizedProduct> 
A trade that is directly based on a securitized product.

SecuritizedProductPosition<P extends SecuritizedProduct> 
A position that is directly based on a securitized product.

SecuritizedProductTrade<P extends SecuritizedProduct> 
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 metabean for SecurityInfo .

SecurityInfoBuilder 
Builder to create SecurityInfo .

SecurityPosition 
A position in a security, where the security is referenced by identifier.

SecurityPosition.Builder 
The beanbuilder for SecurityPosition .

SecurityPosition.Meta 
The metabean for SecurityPosition .

SecurityPositionCalculationFunction 
Perform calculations on a single SecurityPosition for each of a set of scenarios.

SecurityPriceInfo 
Defines the meaning of the security price.

SecurityPriceInfo.Meta 
The metabean for SecurityPriceInfo .

SecurityQuantity 
A quantity of a security.

SecurityQuantityTrade 
A trade that is based on security, quantity and price.

SecurityTokenEvaluator 
Evaluates a token against a security to produce another object.

SecurityTrade 
A trade representing the purchase or sale of a security,
where the security is referenced by identifier.

SecurityTrade.Builder 
The beanbuilder for SecurityTrade .

SecurityTrade.Meta 
The metabean for SecurityTrade .

SecurityTradeCalculationFunction 
Perform calculations on a single SecurityTrade for each of a set of scenarios.

SemiLocalCubicSplineInterpolator 
Cubic spline interpolation based on
H.

Sensitivities 
Risk expressed as a set of sensitivities.

SensitivityCsvInfoResolver 
Resolves additional information when parsing sensitivity CSV files.

SensitivityCsvInfoSupplier 
Resolves additional information when writing sensitivity CSV files.

SensitivityCsvLoader 
Loads sensitivities from CSV files.

SensitivityCsvWriter 
Writes sensitivities to a CSV file.

SequenceDate 
Instructions to obtain a specific date from a sequence of dates.

SettlementType 
Flag indicating how a financial instrument is to be settled.

ShermanMorrisonMatrixUpdateFunction 

ShermanMorrisonVectorRootFinder 
A root finder that uses the ShermanMorrison formula to invert Broyden's Jacobian update formula,
thus providing a direct update formula for the inverse Jacobian.

ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities 
Volatility for Ibor caplet/floorlet in the shifted lognormal or shifted Black model based on a surface.

ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta 
The metabean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities .

ShiftType 
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.

SimpleAttributes 
A simple implementation of attributes.

SimpleConstantContinuousBarrier 
Continuous barrier with constant barrier level.

SimpleConstantContinuousBarrier.Meta 
The metabean for SimpleConstantContinuousBarrier .

SimpleCreditCurveCalibrator 
Simple credit curve calibrator.

SimpleCurveParameterMetadata 
Simple parameter metadata containing the x value and type.

SimpleCurveParameterMetadata.Meta 
The metabean for SimpleCurveParameterMetadata .

SimpleDiscountFactors 
Provides access to discount factors for a currency based on a discount factor curve.

SimpleDiscountFactors.Meta 
The metabean for SimpleDiscountFactors .

SimpleIborIndexRates 
An Ibor index curve providing rates directly from a forward rates curve.

SimpleIborIndexRates.Meta 
The metabean for SimpleIborIndexRates .

SimpleLegalEntity 
A simple legal entity implementation.

SimplePriceIndexValues 
Provides values for a Price index from a forward curve.

SimplePriceIndexValues.Meta 
The metabean for SimplePriceIndexValues .

SimpleStrike 
A simple strike value.

SimpleStrike.Meta 
The metabean for SimpleStrike .

SimpleSurfaceParameterMetadata 
Simple parameter metadata containing the x and y values and type.

SimpleSurfaceParameterMetadata.Meta 
The metabean for SimpleSurfaceParameterMetadata .

SimpsonIntegrator1D 
Simpson's integration rule is a NewtonCotes formula that approximates the
function to be integrated with quadratic polynomials before performing the
integration.

SingleCurrencySwapConvention 
A market convention for swap trades.

SingleRangeLimitTransform 
If a model parameter $x$ is constrained to be either above or below some
level $a$ (i.e.

SingleRootFinder<S,T> 
Interface for classes that attempt to find a root for a onedimensional function
(see Function ) $f(x)$ bounded by usersupplied values,
$x_1$ and $x_2$.

SmileAndBucketedSensitivities 
Combines information about a volatility smile expressed in delta form and its sensitivities.

SmileDeltaParameters 
A delta dependent smile as used in Forex market.

SmileDeltaParameters.Meta 
The metabean for SmileDeltaParameters .

SmileDeltaTermStructure 
A term structure of smile as used in Forex market.

SmileModelData 
A data bundle of a volatility model.

SmileModelFitter<T extends SmileModelData> 
Smile model fitter.

SmithWilsonCurveFunction 
SmithWilson curve function.

SplitEtdId 
An OGETD identifier that has been split into its constituent parts

SplitEtdId.Builder 
The beanbuilder for SplitEtdId .

SplitEtdOption 
The option fields of a split OGETD identifier.

SpreadSensitivityCalculator 
The spread sensitivity calculator.

SsviFormulaData 
The data bundle for SSVI smile formula.

SsviVolatilityFunction 
Surface Stochastic Volatility Inspired (SSVI) formula.

StandardComponents 
Factory methods for creating standard Strata components.

StandardFxSwapConventions 
Market standard FX swap conventions.

StandardId 
An immutable standard identifier for an item.

StandardId.Meta 
The metabean for StandardId .

StandardSchemes 
A set of schemes that can be used with StandardId .

Strike 
The strike of an option, describing both type and value.

StrikeType 
The type of a strike.

StubConvention 
A convention defining how to calculate stub periods.

StudentT 

StudentTDistribution 
Student's Tdistribution is a continuous probability distribution with probability density function
$$
\begin{align*}
f(x) = \frac{\Gamma\left(\frac{\nu + 1}{2}\right)}{\sqrt{\nu\pi}\Gamma(\left(\frac{\nu}{2}\right)}\left(1 + \frac{x^2}{\nu}\right)^{\frac{1}{2}(\nu + 1)}
\end{align*}
$$
where $\nu$ is the number of degrees of freedom and $\Gamma$ is the Gamma function ( GammaFunction ).

StudentTOneTailedCriticalValueCalculator 
StudentT calculator.

StudentTTwoTailedCriticalValueCalculator 
StudentT calculator.

SummarizerUtils 
Utilities to support summarizing portfolio items.

SumToOne 
For a set of N1 "fit" parameters, produces N "model" parameters that sum to one.

Surface 
A surface that maps a double xvalue and yvalue to a double zvalue.

SurfaceIborCapletFloorletVolatilityBootstrapDefinition 
Definition of caplet volatilities calibration.

SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta 
The metabean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition .

SurfaceIborCapletFloorletVolatilityBootstrapper 
Caplet volatilities calibration to cap volatilities based on interpolated surface.

SurfaceInfoType<T> 
The type that provides meaning to additional surface information.

SurfaceInterpolator 
Interface for interpolators that interpolate a surface.

SurfaceMetadata 
Metadata about a surface and surface parameters.

SurfaceName 
The name of a surface.

Surfaces 
Helper for creating common types of surfaces.

SVDecompositionCommons 

SVDecompositionCommonsResult 

SVDecompositionResult 
Contains the results of SV matrix decomposition.

Swap 
A rate swap.

Swap.Builder 
The beanbuilder for Swap .

Swap.Meta 
The metabean for Swap .

SwapIndex 
A swap index.

SwapIndices 
Constants and implementations for standard swap indices.

SwapIsdaCreditCurveNode 
An ISDA compliant curve node whose instrument is a standard FixedIbor interest rate swap.

SwapIsdaCreditCurveNode.Builder 
The beanbuilder for SwapIsdaCreditCurveNode .

SwapIsdaCreditCurveNode.Meta 
The metabean for SwapIsdaCreditCurveNode .

SwapLeg 
A single leg of a swap.

SwapLegAmount 
Represents an amount associated with one leg of a swap.

SwapLegAmount.Builder 
The beanbuilder for SwapLegAmount .

SwapLegAmount.Meta 
The metabean for SwapLegAmount .

SwapLegConvention 
A market convention for swap legs.

SwapLegType 
The type of a swap leg.

SwapPaymentEvent 
A payment event, where a single payment is made between two counterparties.

SwapPaymentEventPricer<T extends SwapPaymentEvent> 
Pricer for payment events.

SwapPaymentPeriod 
A period over which interest is accrued with a single payment.

SwapPaymentPeriodPricer<T extends SwapPaymentPeriod> 
Pricer for payment periods.

Swaption 
An option on an underlying swap.

Swaption.Builder 
The beanbuilder for Swaption .

Swaption.Meta 
The metabean for Swaption .

SwaptionMarketData 
Market data for swaptions.

SwaptionMarketDataLookup 
The lookup that provides access to swaption volatilities in market data.

SwaptionSabrSensitivity 
Sensitivity of a swaption to SABR model parameters.

SwaptionSabrSensitivity.Meta 
The metabean for SwaptionSabrSensitivity .

SwaptionScenarioMarketData 
Market data for swaptions, used for calculation across multiple scenarios.

SwaptionSensitivity 
Point sensitivity to a swaption implied parameter point.

SwaptionSensitivity.Meta 
The metabean for SwaptionSensitivity .

SwaptionSettlement 
Defines how the payoff of a swaption will be settled.

SwaptionSurfaceExpirySimpleMoneynessParameterMetadata 
Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.

SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta 
The metabean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata .

SwaptionSurfaceExpiryStrikeParameterMetadata 
Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.

SwaptionSurfaceExpiryStrikeParameterMetadata.Meta 
The metabean for SwaptionSurfaceExpiryStrikeParameterMetadata .

SwaptionSurfaceExpiryTenorParameterMetadata 
Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.

SwaptionSurfaceExpiryTenorParameterMetadata.Meta 
The metabean for SwaptionSurfaceExpiryTenorParameterMetadata .

SwaptionTrade 
A trade in an option on an underlying swap.

SwaptionTrade.Builder 
The beanbuilder for SwaptionTrade .

SwaptionTrade.Meta 
The metabean for SwaptionTrade .

SwaptionTradeCalculationFunction 
Perform calculations on a single SwaptionTrade for each of a set of scenarios.

SwaptionTradeCalculations 
Calculates pricing and risk measures for swaption trades.

SwaptionVolatilities 
Volatilities for pricing swaptions.

SwaptionVolatilitiesId 
An identifier used to access swaption volatilities by name.

SwaptionVolatilitiesName 
The name of a set of swaption volatilities.

SwapTrade 
A trade in a rate swap.

SwapTrade.Builder 
The beanbuilder for SwapTrade .

SwapTrade.Meta 
The metabean for SwapTrade .

SwapTradeCalculationFunction 
Perform calculations on a single SwapTrade for each of a set of scenarios.

SwapTradeCalculations 
Calculates pricing and risk measures for swap trades.

SyntheticRatesCurveCalibrator 
Synthetic curve calibrator.

TargetTypeCalculationParameter 
A calculation parameter that selects the parameter based on the type of the target.

Tenor 
A tenor indicating how long it will take for a financial instrument to reach maturity.

TenorAdjustment 
An adjustment that alters a date by adding a tenor.

TenorAdjustment.Builder 
The beanbuilder for TenorAdjustment .

TenorAdjustment.Meta 
The metabean for TenorAdjustment .

TenorCdsTemplate 
A template for creating credit default swap trades.

TenorCdsTemplate.Meta 
The metabean for TenorCdsTemplate .

TenorDateParameterMetadata 
Parameter metadata based on a date and tenor.

TenorDateParameterMetadata.Meta 
The metabean for TenorDateParameterMetadata .

TenoredParameterMetadata 
Parameter metadata that specifies a tenor.

TenorParameterMetadata 
Parameter metadata based on a tenor.

TenorParameterMetadata.Meta 
The metabean for TenorParameterMetadata .

TenorRawOptionData 
Raw data from the volatility market for a set of tenors.

TenorTenorParameterMetadata 
Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.

TenorTenorParameterMetadata.Meta 
The metabean for TenorTenorParameterMetadata .

TermDeposit 
A term deposit.

TermDeposit.Builder 
The beanbuilder for TermDeposit .

TermDeposit.Meta 
The metabean for TermDeposit .

TermDepositConvention 
A market convention for term deposit trades.

TermDepositConventions 
Market standard term deposit conventions.

TermDepositCurveNode 
A curve node whose instrument is a term deposit.

TermDepositCurveNode.Builder 
The beanbuilder for TermDepositCurveNode .

TermDepositCurveNode.Meta 
The metabean for TermDepositCurveNode .

TermDepositTemplate 
A template for creating a term deposit trade.

TermDepositTemplate.Builder 
The beanbuilder for TermDepositTemplate .

TermDepositTemplate.Meta 
The metabean for TermDepositTemplate .

TermDepositTrade 
A trade in a term deposit.

TermDepositTrade.Builder 
The beanbuilder for TermDepositTrade .

TermDepositTrade.Meta 
The metabean for TermDepositTrade .

TermDepositTradeCalculationFunction 
Perform calculations on a single TermDepositTrade for each of a set of scenarios.

TermDepositTradeCalculations 
Calculates pricing and risk measures for term deposit trades.

ThreeLegBasisSwapConvention 
A market convention for three leg basis swap trades.

ThreeLegBasisSwapConventions 
Market standard three leg basis swap conventions.

ThreeLegBasisSwapCurveNode 
A curve node whose instrument is a three leg basis swap.

ThreeLegBasisSwapCurveNode.Builder 
The beanbuilder for ThreeLegBasisSwapCurveNode .

ThreeLegBasisSwapCurveNode.Meta 
The metabean for ThreeLegBasisSwapCurveNode .

ThreeLegBasisSwapTemplate 
A template for creating FixedIborIbor swap trades.

ThreeLegBasisSwapTemplate.Builder 
The beanbuilder for ThreeLegBasisSwapTemplate .

ThreeLegBasisSwapTemplate.Meta 
The metabean for ThreeLegBasisSwapTemplate .

TimeSeriesProvider 
A provider of timeseries.

TokenEvaluator<T> 
Evaluates a token against an object to produce another object.

TopHatFunction 
Class representing the tophat function, defined as:
$$
\begin{align*}
T(x)=
\begin{cases}
0 & x < x_1\\
y & x_1 < x < x_2\\
0 & x > x_2
\end{cases}
\end{align*}
$$
where $x_1$ is the lower edge of the "hat", $x_2$ is the upper edge and $y$
is the height of the function.

Trade 
A trade with additional structured information.

TradeCalibrationMeasure<T extends ResolvedTrade> 
Provides calibration measures for a single type of trade based on functions.

TradeConvention 
A market convention for trades.

TradeCounterpartyCalculationParameter 
A calculation parameter that selects the parameter based on the counterparty of the target.

TradeCsvInfoResolver 
Resolves additional information when parsing trade CSV files.

TradeCsvInfoSupplier 
Resolves additional information when writing trade CSV files.

TradeCsvLoader 
Loads trades from CSV files.

TradeCsvParserPlugin 
Pluggable CSV trade parser.

TradeCsvWriter 
Writes trades to a CSV file.

TradedPrice 
The traded price of a securitybased trade.

TradeInfo 
Additional information about a trade.

TradeInfo.Meta 
The metabean for TradeInfo .

TradeInfoBuilder 
Builder to create TradeInfo .

TradeReport 
Represents a trade report.

TradeReport.Builder 
The beanbuilder for TradeReport .

TradeReport.Meta 
The metabean for TradeReport .

TradeReportColumn 
Describes a column in a trade report.

TradeReportColumn.Builder 
The beanbuilder for TradeReportColumn .

TradeReportColumn.Meta 
The metabean for TradeReportColumn .

TradeReportFormatter 
Formatter for trade reports.

TradeReportRunner 
Report runner for trade reports.

TradeReportTemplate 
Describes the contents and layout of a trade report.

TradeReportTemplate.Builder 
The beanbuilder for TradeReportTemplate .

TradeReportTemplate.Meta 
The metabean for TradeReportTemplate .

TradeReportTemplateIniLoader 
Loads a trade report template from the standard INI file format.

TradeTemplate 
A template used to create a trade.

TradeTokenEvaluator 
Evaluates a token against a trade to produce another object.

TriConsumer<T,U,V> 
A consumer that takes three arguments.

TridiagonalMatrix 
Class representing a tridiagonal matrix.

TridiagonalSolver 

TriFunction<T,U,V,R> 
A function that takes three arguments.

TrigeorgisLatticeSpecification 
Trigeorgis lattice specification.

TrinomialTree 
Trinomial tree.

Triple<A,B,C> 
An immutable triple consisting of three elements.

Triple.Meta<A,B,C> 
The metabean for Triple .

TriPredicate<T,U,V> 
A predicate that takes three arguments.

Tuple 
Base interface for all tuple types.

TypedString<T extends TypedString<T>> 
An abstract class designed to enable typed strings.

Unchecked 
Static utility methods that convert checked exceptions to unchecked.

UncheckedReflectiveOperationException 
An unchecked reflection exception.

UncoupledParameterTransforms 
For a set of n function parameters, this takes n ParameterLimitsTransform (which can be the NullTransform which does NOT transform the parameter) which transform
a constrained function parameter (e.g.

UnicodeBom 
Utilities that allow code to use the Unicode Byte Order Mark.

UnitParameterSensitivities 
Unit parameter sensitivity for parameterized market data, such as curves.

UnitParameterSensitivities.Meta 
The metabean for UnitParameterSensitivities .

UnitParameterSensitivity 
Unit parameter sensitivity for parameterized market data, such as a curve.

UnitParameterSensitivity.Meta 
The metabean for UnitParameterSensitivity .

UriByteSource 
A byte source implementation that obtains data from a URI.

ValuationZoneTimeDefinition 
Definition of valuation zone and time.

ValuationZoneTimeDefinition.Meta 
The metabean for ValuationZoneTimeDefinition .

ValueAdjustment 
An adjustment to a value, describing how to change one value into another.

ValueAdjustment.Meta 
The metabean for ValueAdjustment .

ValueAdjustmentType 
The type of value adjustment.

ValueDerivatives 
A value and its derivatives.

ValueFormatter<T> 
Formats a value into a string.

ValueFormatters 
Provides standard formatters.

ValuePathEvaluator 
Evaluates a path describing a value to be shown in a trade report.

ValueRootType 
Enumerates the possible value path roots.

ValueSchedule 
A value that can vary over time.

ValueSchedule.Builder 
The beanbuilder for ValueSchedule .

ValueSchedule.Meta 
The metabean for ValueSchedule .

ValueStep 
A single step in the variation of a value over time.

ValueStep.Builder 
The beanbuilder for ValueStep .

ValueStep.Meta 
The metabean for ValueStep .

ValueStepSequence 
A sequence of steps that vary a value over time.

ValueStepSequence.Meta 
The metabean for ValueStepSequence .

ValueType 
The type of a value.

ValueWithFailures<T> 
A value with associated failures.

ValueWithFailures.Meta<T> 
The metabean for ValueWithFailures .

VannaVolgaFxVanillaOptionProductPricer 
Pricing method for vanilla Forex option transactions with VannaVolga method.

VannaVolgaFxVanillaOptionTradePricer 
Pricer for FX vanilla option trades with a VannaVolga method.

VectorFieldFirstOrderDifferentiator 
Differentiates a vector field (i.e.

VectorFieldSecondOrderDifferentiator 
The Vector field second order differentiator.

VectorFunction 
Abstraction for the vector function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$ where the
Jacobian $j : \mathbb{R}^m \to \mathbb{R}^{n\times m} \quad x \mapsto j(x)$ is also provided.

VectorFunctionProvider<T> 
Interface for anything the provides a vector function which depends on some extraneous data.

VectorRootFinder 
Parent class for rootfinders that calculate a root for a vector function
(i.e.

Version 
Provides access to the version of Strata.

VolatilityAndBucketedSensitivities 
Combines information about a volatility and its sensitivities.

VolatilityAndBucketedSensitivities.Meta 
The metabean for VolatilityAndBucketedSensitivities .

VolatilityFunctionProvider<T extends SmileModelData> 
Provides functions that return volatility and its sensitivity to volatility model parameters.

VolatilityIborCapFloorLegPricer 
Pricer for cap/floor legs based on volatilities.

VolatilityIborCapFloorProductPricer 
Pricer for cap/floor products based on volatilities.

VolatilityIborCapFloorTradePricer 
Pricer for cap/floor trades based on volatilities.

VolatilityIborCapletFloorletPeriodPricer 
Pricer for caplet/floorlet based on volatilities.

VolatilitySwaptionCashParYieldProductPricer 
Pricer for swaption with par yield curve method of cash settlement based on volatilities.

VolatilitySwaptionPhysicalProductPricer 
Pricer for swaption with physical settlement based on volatilities.

VolatilitySwaptionProductPricer 
Pricer for swaptions handling physical and cash par yield settlement based on volatilities.

VolatilitySwaptionTradePricer 
Pricer for swaptions handling physical and cash par yield settlement based on volatilities.

WeightedLeastSquaresRegression 

WeightedLeastSquaresRegressionResult 

WeightingFunction 
A function to allow a smooth weighing between two functions.

WeightingFunctions 
Constants and implementations for standard weighting functions.

XCcyIborIborSwapConvention 
A market convention for crosscurrency IborIbor swap trades without FX reset.

XCcyIborIborSwapConventions 
Market standard crosscurrency IborIbor swap conventions.

XCcyIborIborSwapCurveNode 
A curve node whose instrument is a crosscurrency IborIbor interest rate swap.

XCcyIborIborSwapCurveNode.Builder 
The beanbuilder for XCcyIborIborSwapCurveNode .

XCcyIborIborSwapCurveNode.Meta 
The metabean for XCcyIborIborSwapCurveNode .

XCcyIborIborSwapTemplate 
A template for creating crosscurrency IborIbor swap trades.

XCcyIborIborSwapTemplate.Builder 
The beanbuilder for XCcyIborIborSwapTemplate .

XCcyIborIborSwapTemplate.Meta 
The metabean for XCcyIborIborSwapTemplate .

XmlElement 
A single element in the tree structure of XML.

XmlFile 
An XML file.

YearMonthDateParameterMetadata 
Parameter metadata based on a date and yearmonth.

YearMonthDateParameterMetadata.Meta 
The metabean for YearMonthDateParameterMetadata .

ZeroRateDiscountFactors 
Provides access to discount factors for a currency based on a zero rate continuously compounded curve.

ZeroRateDiscountFactors.Meta 
The metabean for ZeroRateDiscountFactors .

ZeroRatePeriodicDiscountFactors 
Provides access to discount factors for a currency based on a zero rate periodicallycompounded curve.

ZeroRatePeriodicDiscountFactors.Meta 
The metabean for ZeroRatePeriodicDiscountFactors .

ZeroRateSensitivity 
Point sensitivity to the zero rate curve.

ZeroRateSensitivity.Meta 
The metabean for ZeroRateSensitivity .

ZipUtils 
Utility class to simplify accessing and creating zip files, and other packed formats.
