Package  Description 

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

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.rate 
Base package for calculation functions.

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 

CalculationFunctions
The calculation functions.

CalculationListener
Listener that is notified when calculations are performed by a
CalculationRunner . 
CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

CalculationTaskRunner
Component that provides the ability to run calculation tasks.

Class and Description 

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

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationFunctions
The calculation functions.

CalculationListener
Listener that is notified when calculations are performed by a
CalculationRunner . 
CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

CalculationResult
The result of a single calculation.

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

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.

DerivedCalculationFunction
A derived calculation function calculates one measure using the measures calculated by another function.

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 . 
Class and Description 

CalculationFunctions
The calculation functions.

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationParameter
The base interface for calculation parameters.

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationParameter
The base interface for calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunction
Primary interface for all calculation functions that calculate measures.

CalculationParameter
The base interface for calculation parameters.

CalculationParameters
The calculation parameters.

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

Class and Description 

CalculationFunctions
The calculation functions.

Class and Description 

CalculationFunctions
The calculation functions.

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