The strata-pricer module provides the ability to calculate results for a single trade, single measure and single set of market data. The strata-calc module provides the ability to calculate results for many trades, many measures and many sets of market data.
The main entry point is
It provides four "calculate" methods taking the trades, measures, market data and calculation rules.
Interface Summary Interface Description CalculationRunnerComponent that provides the ability to perform calculations on multiple targets, measures and scenarios. MeasureIdentifies a measure that can be produced by the system.
Class Summary Class Description CalculationRulesA set of rules that define how the calculation runner should perform calculations. CalculationRules.MetaThe meta-bean for
ColumnDefines a column in a set of calculation results. Column.BuilderThe bean-builder for
Column.MetaThe meta-bean for
ColumnHeaderProvides access to the column name and measure in the grid of results. ColumnHeader.MetaThe meta-bean for
ColumnNameThe name of a column in the grid of calculation results. ImmutableMeasureThe default, immutable implementation of
ImmutableMeasure.MetaThe meta-bean for
ReportingCurrencyThe reporting currency. ReportingCurrency.MetaThe meta-bean for
ResultsCalculation results of performing calculations for a set of targets and columns. Results.MetaThe meta-bean for
Enum Summary Enum Description ReportingCurrencyTypeThe available types of reporting currency.