This package includes the implementation of the calculation runner, which allows
a grid of results to be calculated for a list of trades and columns.
The primary classes for interacting with the calculation runner are in the
Interface Summary Interface Description CalculationFunction<T extends CalculationTarget>Primary interface for all calculation functions that calculate measures. CalculationFunctionsThe calculation functions. CalculationListenerListener that is notified when calculations are performed by a
CalculationParameterThe base interface for calculation parameters. CalculationTaskRunnerComponent that provides the ability to run calculation tasks. DerivedCalculationFunction<T extends CalculationTarget,R>A derived calculation function calculates one measure using the measures calculated by another function. FxRateLookupThe lookup that provides access to FX rates in market data.
Class Summary Class Description AbstractDerivedCalculationFunction<T extends CalculationTarget,R>Abstract derived calculation function with fields for the target type, measure and required measures. 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. CalculationParametersThe calculation parameters. CalculationResultThe result of a single calculation. CalculationResultsA set of related calculation results for a single calculation target. CalculationTaskA single task that will be used to perform a calculation. CalculationTaskCellA single cell within a calculation task. CalculationTasksThe tasks that will be used to perform the calculations. FunctionRequirementsSpecifies the market data required for a function to perform a calculation. FunctionRequirements.BuilderThe bean-builder for
FunctionRequirements.MetaThe meta-bean for
FunctionUtilsStatic utility methods useful when writing calculation functions. ResultsListenerCalculation listener that receives the results of individual calculations and builds a set of