Package  Description 

com.opengamma.strata.calc 
Calculates risk measures on trades, applies scenarios and manages market data.

com.opengamma.strata.calc.marketdata 
Provides the ability to obtain market data and perform calibrations and scenario perturbations.

com.opengamma.strata.calc.runner 
The calculation runner.

com.opengamma.strata.measure 
Provides the ability to calculate highlevel measures on financial instruments.

com.opengamma.strata.measure.bond 
Base package for calculation functions.

com.opengamma.strata.measure.calc 
Additional calculation parameters.

com.opengamma.strata.measure.capfloor 
Calculation functions for Ibor cap/floor products.

com.opengamma.strata.measure.cms 
Calculation functions for constant maturity swap (CMS) products.

com.opengamma.strata.measure.credit 
Calculation functions for credit products.

com.opengamma.strata.measure.deposit 
Calculation functions for deposit products.

com.opengamma.strata.measure.dsf 
Calculation functions for DSF products.

com.opengamma.strata.measure.fra 
Calculation functions for FRA products.

com.opengamma.strata.measure.fx 
Calculation functions for FX products.

com.opengamma.strata.measure.fxopt 
Calculation functions for FX option products.

com.opengamma.strata.measure.index 
Calculation functions for index products.

com.opengamma.strata.measure.payment 
Calculation functions for payment products.

com.opengamma.strata.measure.security 
Calculation functions for futures products.

com.opengamma.strata.measure.swap 
Calculation functions for swap products.

com.opengamma.strata.measure.swaption 
Calculation functions for swaption products.

com.opengamma.strata.report 
Reporting Framework

com.opengamma.strata.report.framework.expression 
Provide the ability to extract data using textual expressions.

Class and Description 

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.

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.

ImmutableMeasure
The default, immutable implementation of
Measure . 
ImmutableMeasure.Meta
The metabean for
ImmutableMeasure . 
Measure
Identifies a measure that can be produced by the system.

ReportingCurrency
The reporting currency.

ReportingCurrency.Meta
The metabean for
ReportingCurrency . 
ReportingCurrencyType
The available types of reporting currency.

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

Results.Meta
The metabean for
Results . 
Class and Description 

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

Column
Defines a column in a set of calculation results.

Class and Description 

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

Column
Defines a column in a set of calculation results.

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

ReportingCurrency
The reporting currency.

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

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

Class and Description 

Column
Defines a column in a set of calculation results.

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

Class and Description 

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

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