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Package com.opengamma.strata.calc

Calculates risk measures on trades, applies scenarios and manages market data.

See: Description

Package com.opengamma.strata.calc Description

Calculates risk measures on trades, applies scenarios and manages market data.

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 CalculationRunner. It provides four "calculate" methods taking the trades, measures, market data and calculation rules.

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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.